1 citations · 1 across the 5 of their papers we have counts for
5 papers
Convexity and Duality in Optimum Real-time Bidding and Related Problems
Ryan J. Kinnear, Ravi R. Mazumdar, Peter Marbach
We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upo…
Do price trajectory data increase the efficiency of market impact estimation?
Fengpei Li, Vitalii Ihnatiuk, Ryan Kinnear +2
Market impact is an important problem faced by large institutional investor and active market participant. In this paper, we rigorously investigate whether price trajectory data fr…
Real-time Bidding for Time Constrained Impression Contracts in First and Second Price Auctions -- Theory and Algorithms
Ryan J. Kinnear, Ravi R. Mazumdar, Peter Marbach
We study the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constr…
Optimal Real-time Bidding Policies for Contract Fulfillment in Second Price Auctions
R. J. Kinnear, R. R. Mazumdar, P. Marbach
We study a real-time bidding problem resulting from a set of contractual obligations stipulating that a firm win a specified number of heterogeneous impressions or ad placements ov…
Graph Topological Aspects of Granger Causal Network Learning
R. J. Kinnear, R. R. Mazumdar
We study Granger causality in the context of wide-sense stationary time series, where our focus is on the topological aspects of the underlying causality graph. We establish suffic…