摘要翻译:
受序贯决策在匹配市场中的最新应用的启发,本文试图建立和抽象P2P借贷的市场设计。我们描述了一个范例,为如何从匹配的市场角度构思点对点投资奠定了基础,尤其是当借款人和贷款人的偏好都得到尊重时。我们将这些专业市场建模为一个优化问题,并考虑市场双方代理的不同效用,同时也理解公平分配对借款人的影响。我们设计了一种基于顺序决策的技术,允许贷款人根据竞争的不确定性动态调整他们的选择,这也影响了他们投资的回报。通过模拟实验,我们研究了最优借贷匹配下贷款人后悔行为的动态变化,发现贷款人后悔行为依赖于贷款人设定的初始偏好,而初始偏好会影响贷款人对决策步骤的学习。
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英文标题:
《Bandits in Matching Markets: Ideas and Proposals for Peer Lending》
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作者:
Soumajyoti Sarkar
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最新提交年份:
2021
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分类信息:
一级分类:Computer Science 计算机科学
二级分类:Computer Science and Game Theory 计算机科学与博弈论
分类描述:Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面,包括机制设计的工作,游戏中的学习(可能与学习重叠),游戏中的agent建模的基础(可能与多agent系统重叠),非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
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一级分类:Computer Science 计算机科学
二级分类:Machine Learning
机器学习
分类描述:Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文(有监督的,无监督的,强化学习,强盗问题,等等),包括健壮性,解释性,公平性和方法论。对于机器学习方法的应用,CS.LG也是一个合适的主要类别。
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一级分类:Economics 经济学
二级分类:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要:
Motivated by recent applications of sequential decision making in matching markets, in this paper we attempt at formulating and abstracting market designs for P2P lending. We describe a paradigm to set the stage for how peer to peer investments can be conceived from a matching market perspective, especially when both borrower and lender preferences are respected. We model these specialized markets as an optimization problem and consider different utilities for agents on both sides of the market while also understanding the impact of equitable allocations to borrowers. We devise a technique based on sequential decision making that allow the lenders to adjust their choices based on the dynamics of uncertainty from competition over time and that also impacts the rewards in return for their investments. Using simulated experiments we show the dynamics of the regret based on the optimal borrower-lender matching and find that the lender regret depends on the initial preferences set by the lenders which could affect their learning over decision making steps.
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