Differentially Private Call Auctions and Market Impact

Differentially Private Diffusion Auction: The Single-unit Case

Diffusion auction refers to an emerging paradigm of online marketplace where an auctioneer utilises a social network to attract potential buyers. Diffusion auction poses significant privacy risks. From the auction outcome, it is possible to infer hidden, and potentially sensitive, preferences of buyers. To mitigate such risks, we initiate the study of differential privacy (DP) in diffusion auction mechanisms. DP is a well-established notion of privacy that protects a system against inference attacks. Achieving DP in diffusion auctions is non-trivial as the well-designed auction rules are requi…

Differentially Private Double Spectrum Auction with Approximate Social Welfare Maximization

Spectrum auction is an effective approach to improving spectrum utilization, by leasing idle spectrum from primary users to secondary users. Recently, a few differentially private spectrum auction mechanisms have been proposed, but, as far as we know, none of them addressed the differential privacy in the setting of double spectrum auctions. In this paper, we combine the concept of differential privacy with double spectrum auction design, and present a Differentially private Double spectrum auction mechanism with approximate Social welfare Maximization (DDSM). Specifically, we design the mecha…

基于差分隐私的机器学习驱动组合拍卖设计

Differentially Private Machine Learning-powered Combinatorial Auction Design

本研究提出一种基于差分隐私的机器学习驱动组合拍卖设计方法，利用指数机制等技术保证拍卖真实性的同时保留原拍卖效率，并在两类场景下验证了差分隐私的应用效果。

私人信息在第二价格拍卖中的隐私性

Private Private Information in Second-Price Auction

研究在第二价格拍卖中，当卖方承诺私人私人信息结构时，信息独立性对盈余提取的影响，探讨均衡稳定性和收益最大化条件。

Incentive Compatible Budget Elicitation in Multi-unit Auctions

In this paper, we consider the problem of designing incentive compatible auctions for multiple (homogeneous) units of a good, when bidders have private valuations and private budget constraints. When only the valuations are private and the budgets are public, Dobzinski {\em et al} show that the {\em adaptive clinching} auction is the unique incentive-compatible auction achieving Pareto-optimality. They further show thatthere is no deterministic Pareto-optimal auction with private budgets. Our main contribution is to show the following Budget Monotonicity property of this auction: When there is…

Distributionally Robust Pricing in Independent Private Value Auctions

A seller chooses a reserve price in a second-price auction to maximize worst-case expected revenue when she knows only the mean of value distribution and an upper bound on either values themselves or variance. Values are private and iid. Using an indirect technique, we prove that it is always optimal to set the reserve price to the seller's own valuation. However, the maxmin reserve price may not be unique. If the number of bidders is sufficiently high, all prices below the seller's valuation, including zero, are also optimal. A second-price auction with the reserve equal to seller's value (or…