5 papers
A Direct Second-Order Method for Solving Two-Player Zero-Sum Games
David Yang, Yuan Gao, Tianyi Lin +1
We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style spl…
Reach Measurement, Optimization and Frequency Capping In Targeted Online Advertising Under k-Anonymity
Yuan Gao, Mu Qiao
The growth in the use of online advertising to foster brand awareness over recent years is largely attributable to the ubiquity of social media. One pivotal technology contributing…
Online Fair Allocation with Best-of-Many-Worlds Guarantees
Zongjun Yang, Luofeng Liao, Yuan Gao +1
We investigate the online fair allocation problem with sequentially arriving items under various input models, with the goal of balancing fairness and efficiency. We propose the un…
Attribution Methods in Asset Pricing: Do They Account for Risk?
Dangxing Chen, Yuan Gao
Over the past few decades, machine learning models have been extremely successful. As a result of axiomatic attribution methods, feature contributions have been explained more clea…
On the Convergence of Tâtonnement for Linear Fisher Markets
Tianlong Nan, Yuan Gao, Christian Kroer
Tâtonnement is a simple, intuitive market process where prices are iteratively adjusted based on the difference between demand and supply. Many variants under different market assu…