2 citations · 3 across the 3 of their papers we have counts for
5 papers
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…
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…
Learning to Clear the Market
Weiran Shen, Sébastien Lahaie, Renato Paes Leme
The problem of market clearing is to set a price for an item such that quantity demanded equals quantity supplied. In this work, we cast the problem of predicting clearing prices i…
Fast Iterative Combinatorial Auctions via Bayesian Learning
Gianluca Brero, Sébastien Lahaie, Sven Seuken
Iterative combinatorial auctions (CAs) are often used in multi-billion dollar domains like spectrum auctions, and speed of convergence is one of the crucial factors behind the choi…
Arbitrage-Free Combinatorial Market Making via Integer Programming
Christian Kroer, Miroslav Dudík, Sébastien Lahaie +1
We present a new combinatorial market maker that operates arbitrage-free combinatorial prediction markets specified by integer programs. Although the problem of arbitrage-free pric…