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arxiv.org/abs/1802.06101v4

Market Impact in a Latent Order Book

The latent order book of \cite{donier2015fully} is one of the most promising agent-based models for market impact. This work extends the minimal model by allowing agents to exhibit mean-reversion, a commonly observed pattern in real markets. This mod...

arxiv.org/abs/2403.09484v1

Artificial Bugs for Crowdsearch

Bug bounty programs, where external agents are invited to search and report vulnerabilities (bugs) in exchange for rewards (bounty), have become a major tool for companies to improve their systems. We suggest augmenting such programs by inserting art...

arxiv.org/abs/2207.07445v2

Toys can't play: physical agents in Spekkens' theory

Information is physical, and for a physical theory to be universal, it should model observers as physical systems, with concrete memories where they store the information acquired through experiments and reasoning. Here we address these issues in Spe...

arxiv.org/abs/2309.13766v3

Reserve Matching with Thresholds

We develop a general framework for reserve systems that allocate scarce resources such as vaccines to unit-demand agents under prioritization and eligibility constraints, along with a computationally efficient mechanism. Reserve systems allocate scar...