4 citations · 6 across the 5 of their papers we have counts for
8 papers
Improved Online Learning Algorithms for CTR Prediction in Ad Auctions
Zhe Feng, Christopher Liaw, Zixin Zhou
In this work, we investigate the online learning problem of revenue maximization in ad auctions, where the seller needs to learn the click-through rates (CTRs) of each ad candidate…
Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study
Sedar Olmez, Akhil Ahmed, Keith Kam +2
This research presents a novel Discrete Event Simulation (DES) of the Lloyd's of London specialty insurance market, exploring complex market dynamics that have not been previously…
Sequential Information Design: Markov Persuasion Process and Its Efficient Reinforcement Learning
Jibang Wu, Zixuan Zhang, Zhe Feng +4
In today's economy, it becomes important for Internet platforms to consider the sequential information design problem to align its long term interest with incentives of the gig ser…
Robust Clearing Price Mechanisms for Reserve Price Optimization
Zhe Feng, Sébastien Lahaie
Setting an effective reserve price for strategic bidders in repeated auctions is a central question in online advertising. In this paper, we investigate how to set an anonymous res…
Convergence Analysis of No-Regret Bidding Algorithms in Repeated Auctions
Zhe Feng, Guru Guruganesh, Christopher Liaw +2
The connection between games and no-regret algorithms has been widely studied in the literature. A fundamental result is that when all players play no-regret strategies, this produ…
Reserve Price Optimization for First Price Auctions
Zhe Feng, Sébastien Lahaie, Jon Schneider +1
The display advertising industry has recently transitioned from second- to first-price auctions as its primary mechanism for ad allocation and pricing. In light of this, publishers…