4 citations · 6 across the 8 of their papers we have counts for
10 papers
Trading off Relevance and Revenue in the Jobs Marketplace: Estimation, Optimization and Auction Design
Farzad Pourbabaee, Sophie Yanying Sheng, Peter McCrory +2
We study the problem of position allocation in job marketplaces, where the platform determines the ranking of the jobs for each seeker. The design of ranking mechanisms is critical…
Individual and Collective Welfare in Risk Sharing with Many States
Federico Echenique, Farzad Pourbabaee
We study efficient risk sharing among risk-averse agents in an economy with a large, finite number of states. Following a random shock to an initial agreement, agents may renegotia…
The Hazards and Benefits of Condescension in Social Learning
Itai Arieli, Yakov Babichenko, Stephan Müller +2
In a misspecified social learning setting, agents are condescending if they perceive their peers as having private information that is of lower quality than it is in reality. Apply…
Binary Mechanisms under Privacy-Preserving Noise
Farzad Pourbabaee, Federico Echenique
We study mechanism design for public-good provision under a noisy privacy-preserving transformation of individual agents' reported preferences. The setting is a standard binary mod…
The Impact of Connectivity on the Production and Diffusion of Knowledge
Gustavo Manso, Farzad Pourbabaee
We study a social bandit problem featuring production and diffusion of knowledge. While higher connectivity enhances knowledge diffusion, it may reduce knowledge production as agen…
Reputation, Learning and Project Choice in Frictional Economies
Farzad Pourbabaee
I introduce a dynamic model of learning and random meetings between a long-lived agent with unknown ability and heterogeneous projects with observable qualities. The outcomes of th…
High Dimensional Decision Making, Upper and Lower Bounds
Farzad Pourbabaee
A decision maker's utility depends on her action and the payoff relevant state of the world . One can define the value of acquiring new inform…
Robust Experimentation in the Continuous Time Bandit Problem
Farzad Pourbabaee
We study the experimentation dynamics of a decision maker (DM) in a two-armed bandit setup (Bolton and Harris (1999)), where the agent holds ambiguous beliefs regarding the distrib…
Large Deviations of Factor Models with Regularly-Varying Tails: Asymptotics and Efficient Estimation
Farzad Pourbabaee, Omid Shams Solari
We analyze the \textit{Large Deviation Probability (LDP)} of linear factor models generated from non-identically distributed components with \textit{regularly-varying} tails, a lar…
Risk minimization and portfolio diversification
Farzad Pourbabaee, Minsuk Kwak, Traian A. Pirvu
We consider the problem of minimizing capital at risk in the Black-Scholes setting. The portfolio problem is studied given the possibility that a correlation constraint between the…