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20072026
most citedMarket impact and trading profile of large trading orders in stock markets

228 citations

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14 papers · 1 filter

cs.GT2023★ 6 cited

Monotonicity of Equilibria in Nonatomic Congestion Games

Roberto Cominetti, Valerio Dose, Marco Scarsini

This paper studies the monotonicity of equilibrium costs and equilibrium loads in nonatomic congestion games, in response to variations of the demands. The main goal is to identify…

cs.GT2023★ 5 cited

Phase Transitions of the Price-of-Anarchy Function in Multi-Commodity Routing Games

Roberto Cominetti, Valerio Dose, Marco Scarsini

We consider the behavior of the price of anarchy and equilibrium flows in nonatomic multi-commodity routing games as a function of the traffic demand. We analyze their smoothness w…

cs.GT2019

Fair Division of Goods in the Shadow of Market Values

Marco Dall'Aglio

Inheritances, divorces or liquidations of companies require common assets to be divided among the entitled parties. Legal methods usually consider the market value of goods, while…

cs.GT2019★ 20 cited

The Price of Anarchy in Routing Games as a Function of the Demand

Roberto Cominetti, Valerio Dose, Marco Scarsini

The price of anarchy has become a standard measure of the efficiency of equilibria in games. Most of the literature in this area has focused on establishing worst-case bounds for s…

cs.GT2019★ 4 cited

Pure Nash Equilibria and Best-Response Dynamics in Random Games

Ben Amiet, Andrea Collevecchio, Marco Scarsini +1

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are dra…

cs.GT2019★ 11 cited

Search for an Immobile Hider on a Stochastic Network

Tristan Garrec, Marco Scarsini

Harry hides on an edge of a graph and does not move from there. Sally, starting from a known origin, tries to find him as soon as she can. Harry's goal is to be found as late as po…

cs.GT2017

Fixed Price Approximability of the Optimal Gain From Trade

Riccardo Colini-Baldeschi, Paul Goldberg, Bart de Keijzer +2

Bilateral trade is a fundamental economic scenario comprising a strategically acting buyer and seller, each holding valuations for the item, drawn from publicly known distributions…

cs.GT2017★ 4 cited

Demand-Independent Optimal Tolls

Riccardo Colini-Baldeschi, Max Klimm, Marco Scarsini

Wardrop equilibria in nonatomic congestion games are in general inefficient as they do not induce an optimal flow that minimizes the total travel time. Network tolls are a prominen…

cs.GT2016

Approximately Efficient Two-Sided Combinatorial Auctions

Riccardo Colini-Baldeschi, Paul Goldberg, Bart de Keijzer +3

Mechanism design for one-sided markets has been investigated for several decades in economics and in computer science. More recently, there has been an increased attention on mecha…

cs.GT2016

Revenue Maximizing Envy-Free Pricing in Matching Markets with Budgets

Riccardo Colini-Baldeschi, Stefano Leonardi, Qiang Zhang

We study envy-free pricing mechanisms in matching markets with items and budget constrained buyers. Each buyer is interested in a subset of the items on sale, and she appra…

cs.GT2016★ 30 cited

Dynamic Atomic Congestion Games with Seasonal Flows

Marco Scarsini, Marc Schröder, Tristan Tomala

We propose a model of discrete time dynamic congestion games with atomic players and a single source-destination pair. The latencies of edges are composed by free-flow transit time…

cs.GT2016★ 14 cited

On the Price of Anarchy of Highly Congested Nonatomic Network Games

Riccardo Colini-Baldeschi, Roberto Cominetti, Marco Scarsini

We consider nonatomic network games with one source and one destination. We examine the asymptotic behavior of the price of anarchy as the inflow increases. In accordance with some…

cs.GT2016★ 3 cited

Location Games on Networks: Existence and Efficiency of Equilibria

Gaëtan Fournier, Marco Scarsini

We consider a game where a finite number of retailers choose a location, given that their potential consumers are distributed on a network. Retailers do not compete on price but on…

cs.GT2012★ 34 cited

A Colonel Blotto Gladiator Game

Yosef Rinott, Marco Scarsini, Yaming Yu

We consider a stochastic version of the well-known Blotto game, called the gladiator game. In this zero-sum allocation game two teams of gladiators engage in a sequence of one-to-o…