Posted on
by

** Call for Papers **
The Third Workshop on Cooperative Games in Multiagent Systems                  (CoopMAS-2012)

http://staff.science.uva.nl/~stephane/coopmas12/

Workshop co-located with AAMAS-2012
Valencia, Spain
June 4th or 5th, 2012

**Key dates**

* Submission of contributions: February 28th 2012
* Acceptance notification: March 27th 2012
* Workshop: June 4th or 5th, 2012

*Submission Instructions*

Submission must follow the Springer LNCS format and should be a maximum of 15 pages.

Papers must be submitted in PDF through easychair:
http://www.easychair.org/conferences/?conf=coopmas2012

*Aims and Focus*

The use of cooperative game theory to study how agents should cooperate and collaborate, along with the related topic of coalition formation, has received growing attention from the multiagent systems, game theory, and electronic commerce communities.

The workshop is intended to focus on topics in cooperation in multi-agent systems, cooperative game theory and cooperative solution concepts, formation of coalitions, negotiation between agents, joint decision making, and voting. We encourage submission of papers describing original or recently published work (in venues that are not typically attended by AAMAS participants, i.e., conferences other than AAMAS/AAAI/IJCAI). We also encourage submission of full version of short papers accepted at AAMAS. Topics of interest include, but are not limited to:

* Cooperative game theory
* Coalition formation
* Joint decision making and voting
* Representation issues
* Negotiation
* Collaborative filtering
* Market and economics based cooperation
* Interact with humans (negotiation / collaboration)

The workshop should be of interest to researchers in cooperative game theory and coalition formation, as well as to those who examine collaboration between agents, cooperation in multiagent systems and design and implement collaborating agents. We also welcome participants who are interested in applications of cooperative game theory, which include trading agents, sponsored search and recommender systems.

*Program Committee*
Confirmed PC members (to be completed)
* Haris Aziz (Technische Universität München, Germany)
* Georgios Chalkiadakis (Technical University of Crete, Greece)
* Piotr Faliszewski (AGH University of Science and Technology, Poland)
* Gianluigi Greco (University of Calabria, Italy)
* Kate Larson (University of Waterloo, Canada)
* Tomasz Michalak (University of Warsaw, Poland)
* Maria Polukarov (University of Southampton, United Kingdom)
* Ariel Procaccia (Carnegie Mellon University, United States)

*Workshop Organizers*

* Stéphane Airiau (University of Amsterdam, The Netherlands)
* Yoram Bachrach (Microsoft Research, Cambridge United Kingdom)
* Edith Elkind (Nanyang Technological University, Singapore)

* Lirong Xia (CRCS, Harvard University, United States)

Posted on
by

Organization/Institution: NICTA (National ICT Australia)
Researchers (Optimisation)

At least 2 positions available for researchers on the interface of optimization, social choice
and machine learning.
Competitive Salary: 85K-110K Australian, incl. superannuation.
Duration: Up to 3 years in the first instance.
Research project: Optimisation, Preferences and Mechanism Design in Social Networks.

NICTA (National ICT Australia) is Australia’s Information and
Communications Technology (ICT) Research Centre of Excellence. Our
primary goal is to conduct world-class research generating fundamental
scientific results with an impact on society. NICTA aspires to be one
of the world’s top ten ICT research centres by 2020.

Applications are invited for researcher positions within the
Optimisation Research Group, to work with Toby Walsh and other
members of the group in Sydney.

We seek outstanding researchers who have recently received their PhD
to be part of a large, world-class optimisation group. The researchers
will join a new research project on the interface of the optimisation,
machine learning, and social networks. Social networks
are transforming the way that people and businesses interact.
However, they throw up many challenging new optimisation problems.
How do we best combine the preferences of multiple users? How do
best learn these preferences? How do we design mechanisms that use
these preferences which encourage truthful behaviour yet generate
outcomes which are (close to) optimal? Can we exploit the structure
of the social network?

Candidates should have a PhD in computer science, computational aspects
of economics, operations research, or related areas, with
a strong background in artificial intelligence, social choice,
operations research, machine learning or mechanism design. Candidates
should have a strong theoretical background, as well as programming
skills and experience in using optimisation technologies.

It is expected that all researchers will continue to build upon their
international reputation by publishing papers and attending top
conferences, while participating in projects at NICTA.

Application Instructions

The full text of the advertising will appear shortly.

Application Instructions

Please email resume, motivation letter, short research statement, and names of 3 referees to:

Toby Walsh (toby.walsh@nicta.com.au)

Posted on
by

Speaker:     Simon Grant
Affiliation: The University of Queensland
Title:       A matter of interpretation: Ambiguous contracts and liquidated damages
Date:        Tuesday, 22 Nov 2011
Time:        4:00 pm
Location:    Room 6115, Owen Glenn Building

We focus on syntactic aspects of differential awareness that give rise to contractual disputes. Boundedly rational parties use a common language, but do not share a common understanding of the world, leading to ambiguity in both syntactic and semantic forms. In contractual relationships, ambiguity leads to disagreement and disputes. We show that the agents may prefer simpler less ambiguous contracts when facing potential disputes. In particular, parties may prefer liquidated damages provisions to contractual terms that specify a more complex risk allocation.

Everyone welcome!

Posted on
by

CALL FOR PAPERS, WORKSHOPS, AND TUTORIALS

Thirteenth ACM Conference on Electronic Commerce (EC’12)
June 4-8, 2012, Valencia, Spain
http://www.sigecom.org/ec12/

This conference includes areas of interest to CMSS members, such as  Computational Social Choice, Preferences and Decision Theory. Invited speakers for the 3rd CMSS summer workshop, Edith Elkind and Jerome Lang, are senior programme committee members.

Posted on
by

The Centre for Mathematical Social Science at The University of Auckland (New Zealand) is organizing a workshop on the theme “Algorithmic. Logical and Game-theoretic aspects of Social Choice” for 20-21 February 2012. The organizing committee is: Arkadii Slinko, Mark Wilson, Matthew Ryan. Invited speakers:

  • Edith Elkind (Nanyang Tech, Singapore)
  • Piotr Faliszewski (AGH Krakow, Poland)
  • Jerome Lang (University of Paris 9, France)
  • Toby Walsh (University of NSW and NICTA, Australia)

Posted on
by

Speaker:     Matthew Ryan
Affiliation: The University of Auckland
Title:       Inference with Ambiguous Priors and an Economic Application
Date:        Tuesday, 13 Sep 2011
Time:        4:00 pm
Location:    Room 6115, Owen Glenn Building

This paper considers statistical inference when the prior takes the form of a belief function (Dempster, 1967; Shafer, 1976) rather than a probability. We review some approaches to this non-standard inference problem and discuss their properties.  The paper also develops an economic application, in which entrepreneurs learn about a new market or technology over time.  We demonstrate that these learning dynamics, when embedded in an equilibrium model of price determination, can produce an “investment bubble”: a boom in investment despite unfavourable market data – a frequentist evaluation would lead one to reject the new technology – followed by the inevitable crash.  The investment boom and bust in tech stocks of the late 1990’s is a recent example of the phenomenon. Curiously, the initial boom is driven not by the increasing exuberance of over-optimistic entrepreneurs, but by the diminishing resistance of their more conservative employees and financiers. This is a Joint work with Luca Rigotti (Pittsburgh) and Rhema Vaithianathan.

Everyone welcome!

Posted on
by

From Vince Conitzer and Preston McAfee:

Dear colleagues, we’re happy to announce that ACM TEAC (Transactions
on Economics and Computation) is now ready for submissions. You can
learn more about this new journal here: http://www.sigecom.org/teac/

If you’ve already tried to submit something by e-mail or otherwise,
please submit your paper again from scratch at:
http://mc.manuscriptcentral.com/teac
(with our apologies).

Please send us any questions or concerns. We look forward to your submissions.

Posted on
by

Speaker: Arkadii Slinko, Geoffrey Pritchard and Mark Wilson
Affiliation: The University of Auckland
Title: CMSS seminar devoted to referendum on electoral system in NZ
Date: Tuesday, 23 Aug 2011
Time: 4:00 pm
Location: Room 6115, Owen Glenn Building

On 26 November 2011 New Zealanders will vote in a referendum asking whether they want to retain the MMP electoral system, and if that system were to be changed, which of four other systems they would prefer. In this seminar we will have two talks in relation to this and general discussion.

[Note: slides for Pritchard-Wilson talk are available.]

1) Choosing how to choose an electoral system – 20 min
Arkadii Slinko

In this short talk I will introduce the options, i.e., the rules we are to choose from, list their obvious drawbacks and outline general principles on the basis of which, I believe, the choice should be made.

2) Referendum options simulator project – 40 min
Geoffrey Pritchard and Mark Wilson

The Electoral Commission has provided qualitative information about each of the five systems. We have created an online simulator that aims to allow a more quantitative comparison by estimating the seat distribution in Parliament under each of the systems, for each user-specified polling scenario.

We use NZ-specific data rather than general results for artificial societies. This immediately raises important modelling questions and particular issues around lack of data and spatial distribution of party support. Other obstacles include the specification in the referendum legislation that 120 electorates be used for each system, requiring us to perform redistricting. In this talk we shall present the simulator and discuss its internal workings and some representative results. Audience questions and comments are strongly invited.

3) General discussion – 30 min

Everyone welcome!

Posted on
by

New Zealanders will vote in a referendum in November asking whether they want to change the current voting system used for deciding the makeup of Parliament.

Dr Geoffrey Pritchard and Dr Mark C. Wilson, members of the Centre for Mathematical Social Science at the University of Auckland, have created a simulator intended to voters to compare the 5 proposed electoral systems in a quantitative way, by allowing them to compute quickly, for a given polling scenario, the party seat distribution in Parliament under each system. It is written in Javascript and the source code is publicly available.

The authors intend to refine the model used in future depending on resources, and welcome constructive feedback. The simulator is a research tool that they hope will have some use for members of the public.

The simulator can be accessed here.

Posted on
by

TITLE:           A Stochastic Elasticity Correction to the Black-Scholes Formula

SPEAKER:         Professor Jeong-Hoon Kim (Yonsei University, Korea)
TIME/DATE:      4pm, Monday, 11 July
VENUE:  Room 6115 (OGGB)

About the Speaker

Professor Kim is specialist in the mathematics of asset pricing, and is based in the Financial Mathematics Lab at Yonsei University. He is presently on sabbatical in Australasia, and will be visiting the CMSS until 17 July.   He is in room 6101 of the OGGB if you would like to drop by and say hello.  Professor Kim’s talk will discuss a generalisation of the Black-Scholes formula which introduces a type of stochastic volatility.  A more detailed abstract appears below.  Professor Kim has promised to emphasise the financial/economic logic behind the ideas, so the talk will be accessible to the less mathematically inclined!

******************************************************

Abstract:
We propose a CEV-type model where the elasticity takes a perturbative form in terms of a small and fast mean-reverting process. Based on this multiscale hybrid structure of the volatility of the underlying asset price, we study option pricing in such a way that the resultant option price has a desirable correction to the Black-Scholes formula. The correction effects are developed by asymptotic analysis based upon the Ornstein-Uhlenbeck diffusion that decorrelates rapidly while fluctuating on a fast time-scale. Our results show that the implied volatilities demonstrate a smile effect (right geometry), which overcomes the major drawback of the Black-Scholes model, and move to the right direction as the underlying asset price increases (right dynamics), which fits observed market behavior and removes the possible instability of hedging that local volatility models might cope with. We also show correction effects on the fitting of the implied volatility surface to the market data as well as on the reduction of the hedging cost.