1 citations · 2 across the 6 of their papers we have counts for
6 papers
An Algorithmic Theory of Simplicity in Mechanism Design
Diodato Ferraioli, Carmine Ventre
A growing body of work in economics and computation focuses on the trade-off between implementability and simplicity in mechanism design. The goal is to develop a theory that not o…
Algorithms for Claims Trading
Martin Hoefer, Carmine Ventre, Lisa Wilhelmi
The recent banking crisis has again emphasized the importance of understanding and mitigating systemic risk in financial networks. In this paper, we study a market-driven approach…
Willy Wonka Mechanisms
Thomas Archbold, Bart de Keijzer, Carmine Ventre
Bounded rationality in mechanism design aims to ensure incentive-compatibility for agents who are cognitively limited. These agents lack the contingent reasoning skills that tradit…
Detecting Financial Market Manipulation with Statistical Physics Tools
Haochen Li, Maria Polukarova, Carmine Ventre
We take inspiration from statistical physics to develop a novel conceptual framework for the analysis of financial markets. We model the order book dynamics as a motion of particle…
On the Connection between Greedy Algorithms and Imperfect Rationality
Diodato Ferraioli, Carmine Ventre
The design of algorithms or protocols that are able to align the goals of the planner with the selfish interests of the agents involved in these protocols is of paramount importanc…
Denoised Labels for Financial Time-Series Data via Self-Supervised Learning
Yanqing Ma, Carmine Ventre, Maria Polukarov
The introduction of electronic trading platforms effectively changed the organisation of traditional systemic trading from quote-driven markets into order-driven markets. Its conve…