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显示 2025年06月02日， 星期一 新的列表
- [1] arXiv:2505.24171 [中文pdf, pdf, html, 其他]
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标题： 关于多样性欧文值的注记标题： A note on the diversity Owen values主题： 理论经济学 (econ.TH)
贝阿尔等人（《国际博弈论杂志》54卷，2025年）引入了具有多样性约束的联盟博弈的多样性奥恩值，并通过公平性和平衡贡献公理提供了公理刻画。然而，这些刻画唯一性的证明中存在逻辑错误。本文对此进行了修正，通过引入多样性博弈的无效玩家公理，给出了这些刻画的正确证明。此外，我们通过修改或弱化上述刻画的公理，建立了多样性奥恩值的两种替代刻画。
B\'eal et al. (Int J Game Theory 54, 2025) introduce the Diversity Owen value for TU-games with diversity constraints, and provide axiomatic characterizations using the axioms of fairness and balanced contributions. However, there exist logical flaws in the proofs of the uniqueness of these characterizations. In this note we provides the corrected proofs of the characterizations by introducing the null player for diversity games axiom. Also, we establish two alternative characterizations of the Diversity Owen value by modified or weakening the axioms of the above characterizations.
- [2] arXiv:2505.24250 [中文pdf, pdf, html, 其他]
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标题： 赢家与输家：基于动量的ESG投资组合跨期选择策略标题： Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios主题： 一般经济学 (econ.GN)
本文介绍了一种基于状态依赖动量框架，该框架整合了环境、社会和治理（ESG）制度转换与尾部风险感知的收益风险度量。通过动态规划方法并求解有限时域贝尔曼方程，我们构建了长短期动量投资组合，这些投资组合能够根据不断变化的ESG情绪制度进行调整。与基于历史回报的传统动量策略不同，我们的方法结合了稳定的尾部调整回报率（STAR）比率和Rachev比率，以更好地捕捉动荡市场中的下行风险。我们在三个资产类别——罗素3000股票、道琼斯30只股票和加密货币下应用了这一框架，在亲ESG和反ESG市场制度下均进行了测试。研究发现，在亲ESG市场制度下，ESG输家投资组合显著优于ESG赢家投资组合，这一反直觉的结果表明，市场对ESG情绪的过度反应导致了短期定价效率低下。这种模式在对尾部敏感的绩效指标下表现稳健，并且在两周的形成期和持有期内最为明显。我们的框架强调了ESG考量和情绪制度如何改变收益动态，为寻求在可持续性约束下实施响应式动量策略的投资者提供了实用指导。这些发现挑战了关于ESG投资的传统假设，并突显了在受监管信号、投资者流动性和行为偏差影响的环境中动态、制度意识强的投资组合构建的重要性。
This paper introduces a state-dependent momentum framework that integrates ESG regime switching with tail-risk-aware reward-risk metrics. Using a dynamic programming approach and solving a finite-horizon Bellman equation, we construct long-short momentum portfolios that adjust to changing ESG sentiment regimes. Unlike traditional momentum strategies based on historical returns, our approach incorporates the Stable Tail Adjusted Return ratio and Rachev ratio to better capture downside risk in turbulent markets. We apply this framework across three asset classes, Russell 3000 equities, Dow Jones~30 stocks, and cryptocurrencies, under both pro- and anti-ESG market regimes. We find that ESG-loser portfolios significantly outperform ESG-winner portfolios in pro-ESG regimes, a counterintuitive result suggesting that market overreaction to ESG sentiment creates short-term pricing inefficiencies. This pattern is robust across tail-sensitive performance metrics and is most pronounced under a two-week formation and holding period. Our framework highlights how ESG considerations and sentiment regimes alter return dynamics, offering practical guidance for investors seeking to implement responsive momentum strategies under sustainability constraints. These findings challenge conventional assumptions about ESG investing and underscore the importance of dynamic, regime-aware portfolio construction in environments shaped by regulatory signals, investor flows, and behavioral biases.
- [3] arXiv:2505.24457 [中文pdf, pdf, 其他]
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标题： 全球健康饮食的气候影响和货币成本标题： Climate impacts and monetary costs of healthy diets worldwide主题： 一般经济学 (econ.GN)
全世界约有28亿人买不起维持健康饮食所需的最廉价食物。自2020年以来，粮农组织与世界银行已为所有国家发布《健康膳食的成本与可负担性》（CoAHD），被广泛用于指导社会保护、农业以及公共卫生和营养政策。在此，我们衡量了如何以最低的温室气体（GHG）排放获得健康的膳食，这可以进一步为迈向可持续发展目标的食物选择和政策决策提供信息。我们发现，2021年健康膳食的最低可能温室气体排放量为每天0.67千克CO2e（标准差=0.10），成本为6.95美元（标准差=1.86），而每个国家最便宜的食品组合会排放1.65千克CO2e（标准差=0.56），成本为3.68美元（标准差=0.75）。各国实际消费比例的食物构成的健康膳食会排放2.44千克CO2e（标准差=1.27），成本为9.96美元（标准差=4.92）。排放差异主要由动物源食品和淀粉类主食的选择驱动，其他食品类别仅有微小差异。结果表明，农业政策和食物选择的变化如何能以最经济有效的方式支持全球更健康、更可持续的膳食。
About 2.8 billion people worldwide cannot afford the least expensive foods required for a healthy diet. Since 2020, the Cost and Affordability of a Healthy Diet (CoAHD) has been published for all countries by FAO and the World Bank and is widely used to guide social protection, agricultural, and public health and nutrition policies. Here, we measure how healthy diets could be obtained with the lowest possible greenhouse gas (GHG) emissions, in ways that could further inform food choice and policy decisions toward sustainability goals. We find that the lowest possible GHG emissions for a healthy diet in 2021 would emit 0.67 kg CO2e (SD=0.10) and cost USD 6.95 (SD=1.86) per day, while each country's lowest-priced items would emit 1.65 kg CO2e (SD=0.56) and cost USD 3.68 (SD=0.75). Healthy diets with foods in proportions actually consumed in each country would emit 2.44 kg CO2e (SD=1.27) and cost USD 9.96 (SD=4.92). Differences in emissions are driven by item selection within animal-source foods, and starchy staples to a lesser extent, with only minor differences in other food groups. Results show how changes in agricultural policy and food choice can most cost-effectively support healthier and more sustainable diets worldwide.
- [4] arXiv:2505.24460 [中文pdf, pdf, 其他]
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标题： 垄断竞争中的摩擦与福利标题： Frictions and Welfare in Monopolistic Competition主题： 一般经济学 (econ.GN)
在一个存在垄断竞争的异质性企业经济中，企业家和金融中介之间的信息不对称有时是否能够改善福利？ 我们通过构建一个银行在信息不对称情况下为企业家提供融资的模型来研究这个问题。 尽管总体生产率会随着信息摩擦而下降，但我们发现由于生产率与产品多样性之间的权衡，福利可以在适度的信息不对称水平下达到最大化。 此外，当金融摩擦严重时，适度的投入成本扭曲可以改善福利，因为这可以抵消由此导致的弱企业筛选效应。
In a heterogeneous firm economy with monopolistic competition, could informational asymmetries between entrepreneurs and financial intermediaries sometimes improve welfare? We study this question by developing a model where banks finance entrepreneurs under asymmetric information. While aggregate productivity decreases with informational frictions, we find that welfare can be maximized at intermediate levels of information asymmetry due to a trade-off between productivity and product variety. Additionally, moderate input cost distortions can improve welfare when financial frictions are severe by offsetting the resulting weak firm selection.
- [5] arXiv:2505.24637 [中文pdf, pdf, html, 其他]
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标题： 稳定匹配的规模注记标题： Note on the size of a stable matching主题： 理论经济学 (econ.TH)
考虑一个工人在一侧，单职位企业（一方）的双边一对一匹配市场，假设最大的个体理性匹配包含 $n$ 对。 我们证明了每个稳定匹配中雇佣的工人数量和填补的职位数量都从下界 $\lceil\frac{n}{2}\rceil$ 开始，并刻画了达到该下界的偏好类。
Consider a one-to-one two-sided matching market with workers on one side and single-position firms on the other, and suppose that the largest individually rational matching contains $n$ pairs. We show that the number of workers employed and positions filled in every stable matching is bounded from below by $\lceil\frac{n}{2}\rceil$ and we characterise the class of preferences that attain the bound.
新提交 (展示 5 之 5 条目 )
- [6] arXiv:2505.23842 (交叉列表自 cs.CL) [中文pdf, pdf, html, 其他]
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标题： LLM摘要中的文档估值：集群Shapley方法标题： Document Valuation in LLM Summaries: A Cluster Shapley Approach主题： 计算与语言 (cs.CL) ; 一般经济学 (econ.GN)
大型语言模型（LLMs）越来越多地被用于检索和汇总来自多个来源的内容的系统中，例如搜索引擎和人工智能助手。 尽管这些模型通过生成连贯的摘要提升了用户体验，但它们模糊了原始内容创作者的贡献，引发了关于功劳归属和补偿的问题。 我们解决了评估LLM生成的摘要中使用的单个文档价值的挑战。 我们提议使用Shapley值，这是一种基于每篇文档边际贡献来分配功劳的游戏论方法。 虽然理论上很有吸引力，但在大规模计算Shapley值成本高昂。 因此，我们提出了Cluster Shapley，一种利用文档之间语义相似性的高效近似算法。 通过使用基于LLM的嵌入聚类文档并在集群级别计算Shapley值，我们的方法显著减少了计算量，同时保持了功劳归属的质量。 我们在亚马逊产品评论的摘要任务中展示了我们的方法。 Cluster Shapley显著降低了计算复杂度，同时保持了高精度，在效率前沿方面优于基线方法，例如蒙特卡洛抽样和Kernel SHAP。 我们的方法与所用的具体LLM、所用的摘要过程以及评估程序无关，这使其广泛适用于各种摘要设置。
Large Language Models (LLMs) are increasingly used in systems that retrieve and summarize content from multiple sources, such as search engines and AI assistants. While these models enhance user experience by generating coherent summaries, they obscure the contributions of original content creators, raising concerns about credit attribution and compensation. We address the challenge of valuing individual documents used in LLM-generated summaries. We propose using Shapley values, a game-theoretic method that allocates credit based on each document's marginal contribution. Although theoretically appealing, Shapley values are expensive to compute at scale. We therefore propose Cluster Shapley, an efficient approximation algorithm that leverages semantic similarity between documents. By clustering documents using LLM-based embeddings and computing Shapley values at the cluster level, our method significantly reduces computation while maintaining attribution quality. We demonstrate our approach to a summarization task using Amazon product reviews. Cluster Shapley significantly reduces computational complexity while maintaining high accuracy, outperforming baseline methods such as Monte Carlo sampling and Kernel SHAP with a better efficient frontier. Our approach is agnostic to the exact LLM used, the summarization process used, and the evaluation procedure, which makes it broadly applicable to a variety of summarization settings.
- [7] arXiv:2505.24078 (交叉列表自 stat.AP) [中文pdf, pdf, html, 其他]
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标题： 北卡罗来纳大学系统中的性别工资差距估计标题： Estimation of Gender Wage Gap in the University of North Carolina System主题： 应用 (stat.AP) ; 一般经济学 (econ.GN)
尽管经历了数十年的运动，学术界仍然面临着性别薪酬公平这一悬而未决的挑战。 然而，先前的研究主要依赖于描述性回归，对因果分析的探索相对不足。 本研究利用参数和非参数因果推断方法，考察了北卡罗来纳大学系统内终身教职员工的性别薪酬差异。 特别是，我们采用了倾向得分匹配和因果森林方法，以控制大学类型、学科、职称、工作年限以及学术生产力指标等因素，估计性别对学术薪酬的因果影响。 结果显示，平均而言，女性教授的薪酬比具有相似资历和职位的男性同事低约6%。
Gender pay equity remains an open challenge in academia despite decades of movements. Prior studies, however, have relied largely on descriptive regressions, leaving causal analysis underexplored. This study examines gender-based wage disparities among tenure-track faculty in the University of North Carolina system using both parametric and non-parametric causal inference methods. In particular, we employed propensity score matching and causal forests to estimate the causal effect of gender on academic salary while controlling for university type, discipline, titles, working years, and scholarly productivity metrics. The results indicate that on average female professors earn approximately 6% less than their male colleagues with similar qualifications and positions.
- [8] arXiv:2505.24159 (交叉列表自 eess.SY) [中文pdf, pdf, html, 其他]
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标题： 基于因果关系的现代电力系统中能源、储备和输电定价与成本分摊框架标题： A Causation-Based Framework for Pricing and Cost Allocation of Energy, Reserves, and Transmission in Modern Power Systems主题： 系统与控制 (eess.SY) ; 理论经济学 (econ.TH) ; 优化与控制 (math.OC) ; 计算金融 (q-fin.CP) ; 证券定价 (q-fin.PR)
电力系统的脆弱性日益增加，迫切需要操作备用容量来应对发电机停机、线路故障和负荷突变等紧急情况。与受消费者需求驱动的能源成本不同，操作备用容量的成本源于处理最严重的可信紧急情况——从而引出了一个问题：如何通过有效的定价机制分配这些成本？ 作为对之前报告方案的替代，本文提出了一种基于紧急情况约束的能量和备用调度模型的新电价框架。 该框架的主要特点包括一种新颖的安全费用机制，以及对上调备用容量、下调备用容量和输电服务价格的明确定义。 这些特性确保了更全面和高效的成本反映市场运作。 此外，所提出的节点电价方案能够保证收入充足性和中立性，同时根据成本因果原则促进发电厂的可靠性激励。 该框架的一个显著方面是输电资产的经济激励，这些资产根据其在所有紧急情况下输送能源和备用容量的能力获得报酬。 两个案例研究的数值结果展示了所提出的定价方案的性能。
The increasing vulnerability of power systems has heightened the need for operating reserves to manage contingencies such as generator outages, line failures, and sudden load variations. Unlike energy costs, driven by consumer demand, operating reserve costs arise from addressing the most critical credible contingencies - prompting the question: how should these costs be allocated through efficient pricing mechanisms? As an alternative to previously reported schemes, this paper presents a new causation-based pricing framework for electricity markets based on contingency-constrained energy and reserve scheduling models. Major salient features include a novel security charge mechanism along with the explicit definition of prices for up-spinning reserves, down-spinning reserves, and transmission services. These features ensure more comprehensive and efficient cost-reflective market operations. Moreover, the proposed nodal pricing scheme yields revenue adequacy and neutrality while promoting reliability incentives for generators based on the cost-causation principle. An additional salient aspect of the proposed framework is the economic incentive for transmission assets, which are remunerated based on their use to deliver energy and reserves across all contingency states. Numerical results from two case studies illustrate the performance of the proposed pricing scheme.
- [9] arXiv:2505.24284 (交叉列表自 cs.CR) [中文pdf, pdf, html, 其他]
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标题： 交易接近性：一种基于图的区块链欺诈预防方法标题： Transaction Proximity: A Graph-Based Approach to Blockchain Fraud Prevention主题： 密码学与安全 (cs.CR) ; 计算工程、金融与科学 (cs.CE) ; 一般经济学 (econ.GN)
本文介绍了一种针对公共区块链的防欺诈访问验证系统，利用了两个互补的概念：“交易邻近性”，即衡量交易图中钱包之间的距离；以及“易获得身份（EAIs）”，即与中心化交易所存在直接交易连接的钱包。 认识到传统方法如黑名单（反应式、缓慢）和严格的白名单（侵犯隐私、阻碍采用）的局限性，我们提出了一种通过分析交易模式来识别与中心化交易所有密切联系的钱包的系统。 我们对以太坊区块链的有向图分析显示，56% 的大额 USDC 钱包（终身最大余额超过 10,000 美元）是 EAI，并且 88% 距离一个 EAI 不超过一个交易跳。对于超过 2,000 美元的交易，91% 涉及至少一个 EAI。 关键的是，对过去攻击的分析表明，83% 的已知攻击者地址不是 EAIs，其中 21% 距离任何受监管的交易所超过五个跳点。 我们提出了三种实现方法，具有不同的 gas 成本和隐私权衡，证明基于 EAI 的访问控制可能防止大多数此类事件，同时保留区块链的开放性。 重要的是，我们的方法不会限制访问或共享个人可识别信息，但它为协议提供了信息，使其可以根据具体需求实施自己的验证或风险评分系统。 这种折衷方案能够在保持开放区块链核心价值的同时实现程序化的合规性。
This paper introduces a fraud-deterrent access validation system for public blockchains, leveraging two complementary concepts: "Transaction Proximity", which measures the distance between wallets in the transaction graph, and "Easily Attainable Identities (EAIs)", wallets with direct transaction connections to centralized exchanges. Recognizing the limitations of traditional approaches like blocklisting (reactive, slow) and strict allow listing (privacy-invasive, adoption barriers), we propose a system that analyzes transaction patterns to identify wallets with close connections to centralized exchanges. Our directed graph analysis of the Ethereum blockchain reveals that 56% of large USDC wallets (with a lifetime maximum balance greater than \$10,000) are EAI and 88% are within one transaction hop of an EAI. For transactions exceeding \$2,000, 91% involve at least one EAI. Crucially, an analysis of past exploits shows that 83% of the known exploiter addresses are not EAIs, with 21% being more than five hops away from any regulated exchange. We present three implementation approaches with varying gas cost and privacy tradeoffs, demonstrating that EAI-based access control can potentially prevent most of these incidents while preserving blockchain openness. Importantly, our approach does not restrict access or share personally identifiable information, but it provides information for protocols to implement their own validation or risk scoring systems based on specific needs. This middle-ground solution enables programmatic compliance while maintaining the core values of open blockchain.
- [10] arXiv:2505.24296 (交叉列表自 stat.ME) [中文pdf, pdf, html, 其他]
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标题： 因果效应部分识别的数据融合标题： Data Fusion for Partial Identification of Causal Effects主题： 方法论 (stat.ME) ; 机器学习 (cs.LG) ; 计量经济学 (econ.EM)
数据融合技术整合了来自异构数据源的信息，以提高数据科学领域中的学习、泛化和决策能力。 在因果推断中，这些方法利用丰富的观测数据来改进因果效应的估计，同时保留随机对照试验的信任度。 现有的方法通常通过假设反事实结果在数据源之间的可交换性来放松强无未观察到混杂因素的假设。 然而，当这两种假设同时失效时——这是实际应用中的常见情况——当前的方法无法识别或估计因果效应。 我们通过提出一种新的部分识别框架解决了这一局限性，使研究人员能够回答关键问题，例如：因果效应是正还是负？ 以及假设违反的程度必须有多大才能推翻这个结论？ 我们的方法引入了解释性强的敏感性参数来量化假设违反，并推导出相应的因果效应边界。 我们为这些边界开发了双重稳健估计器，并将崩溃前沿分析操作化，以理解因果结论如何随着假设违反程度的增加而变化。 我们将该框架应用于“项目STAR”研究，该研究调查了班级规模对学生三年级标准化考试成绩的影响。 我们的分析表明，“项目STAR”的结果对关键假设的同时违反具有鲁棒性，无论是在平均情况下还是在各种感兴趣的子群体中。 这增强了对该研究结论的信心，尽管数据中可能存在未测量的偏差。
Data fusion techniques integrate information from heterogeneous data sources to improve learning, generalization, and decision making across data sciences. In causal inference, these methods leverage rich observational data to improve causal effect estimation, while maintaining the trustworthiness of randomized controlled trials. Existing approaches often relax the strong no unobserved confounding assumption by instead assuming exchangeability of counterfactual outcomes across data sources. However, when both assumptions simultaneously fail - a common scenario in practice - current methods cannot identify or estimate causal effects. We address this limitation by proposing a novel partial identification framework that enables researchers to answer key questions such as: Is the causal effect positive or negative? and How severe must assumption violations be to overturn this conclusion? Our approach introduces interpretable sensitivity parameters that quantify assumption violations and derives corresponding causal effect bounds. We develop doubly robust estimators for these bounds and operationalize breakdown frontier analysis to understand how causal conclusions change as assumption violations increase. We apply our framework to the Project STAR study, which investigates the effect of classroom size on students' third-grade standardized test performance. Our analysis reveals that the Project STAR results are robust to simultaneous violations of key assumptions, both on average and across various subgroups of interest. This strengthens confidence in the study's conclusions despite potential unmeasured biases in the data.
- [11] arXiv:2505.24440 (交叉列表自 cs.CR) [中文pdf, pdf, html, 其他]
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标题： 重新质押的成本 vs. 权益证明标题： The Cost of Restaking vs. Proof-of-Stake主题： 密码学与安全 (cs.CR) ; 理论经济学 (econ.TH)
我们从权益要求的角度比较了重质押和权益证明（PoS）协议的效率。 首先，我们考虑重质押图安全的充分条件。 我们证明该条件意味着总是有可能将这样的重质押图转换为安全的PoS协议。 接着，我们推导出两个主要结果，给出了为了能够将安全的重质押图转换为安全的PoS协议，需要向验证者添加的额外权益的上下界。 特别是，我们表明与PoS协议相比，重质押的节省可能非常大，并且在最坏情况下可以渐近地以验证者数量平方根的形式增长。 我们还研究了将安全的PoS协议转换为聚合安全的重质押图的互补问题，并提供了与重质押相比的PoS节省的上下界。
We compare the efficiency of restaking and Proof-of-Stake (PoS) protocols in terms of stake requirements. First, we consider the sufficient condition for the restaking graph to be secure. We show that the condition implies that it is always possible to transform such a restaking graph into secure PoS protocols. Next, we derive two main results, giving upper and lower bounds on required extra stakes that one needs to add to validators of the secure restaking graph to be able to transform it into secure PoS protocols. In particular, we show that the restaking savings compared to PoS protocols can be very large and can asymptotically grow in the worst case as a square root of the number of validators. We also study a complementary question of transforming secure PoS protocols into an aggregate secure restaking graph and provide lower and upper bounds on the PoS savings compared to restaking.
交叉提交 (展示 6 之 6 条目 )
- [12] arXiv:2212.11833 (替换) [中文pdf, pdf, html, 其他]
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标题： 时变扩散模型中实现方差估计的有效抽样方法标题： Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion ModelsTimo Dimitriadis, Roxana Halbleib, Jeannine Polivka, Jasper Rennspies, Sina Streicher, Axel Friedrich Wolter主题： 计量经济学 (econ.EM) ; 统计理论 (math.ST) ; 风险管理 (q-fin.RM)
本文分析了在固有时空中抽样日内收益率对实现方差（RV）估计量的益处。 我们在有限样本下理论证明，在允许的抽样信息条件下，RV估计量在以下两种情况下效率最高：一是击中时间抽样，即每当价格变化达到预设阈值时进行抽样；二是基于观察到的交易和估计的点方差组合的新概念——实际营业时间抽样。 该分析基于资产价格遵循随时间变化的扩散过程，并且这种扩散过程被跳跃过程所时间变换的假设。这提供了一个灵活的模型，允许杠杆规格和Hawkes型跳跃过程，并分别捕获实证中变化的交易强度和点方差过程，这对于分离抽样方案的驱动因素尤为重要。 广泛的模拟验证了我们的理论结果，并表明对于低噪声水平，击中时间抽样仍然更优，而对于不断增加的噪声水平，实际营业时间成为经验上最有效的抽样方案。 股票数据的应用提供了使用这些固有抽样方案构建更有效RV估计量以及提高预测性能的实证证据。
This paper analyzes the benefits of sampling intraday returns in intrinsic time for the realized variance (RV) estimator. We theoretically show in finite samples that depending on the permitted sampling information, the RV estimator is most efficient under either hitting time sampling that samples whenever the price changes by a pre-determined threshold, or under the new concept of realized business time that samples according to a combination of observed trades and estimated tick variance. The analysis builds on the assumption that asset prices follow a diffusion that is time-changed with a jump process that separately models the transaction times. This provides a flexible model that allows for leverage specifications and Hawkes-type jump processes and separately captures the empirically varying trading intensity and tick variance processes, which are particularly relevant for disentangling the driving forces of the sampling schemes. Extensive simulations confirm our theoretical results and show that for low levels of noise, hitting time sampling remains superior while for increasing noise levels, realized business time becomes the empirically most efficient sampling scheme. An application to stock data provides empirical evidence for the benefits of using these intrinsic sampling schemes to construct more efficient RV estimators as well as for an improved forecast performance.
- [13] arXiv:2405.20912 (替换) [中文pdf, pdf, html, 其他]
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标题： 一种针对机场行李处理任务中随机旅行时间的团队形成与路由优化的分支定价剪切与切换方法标题： A Branch-Price-Cut-And-Switch Approach for Optimizing Team Formation and Routing for Airport Baggage Handling Tasks with Stochastic Travel Times主题： 一般经济学 (econ.GN) ; 优化与控制 (math.OC)
在机场运营中，最优地分配专门人员从事行李处理任务对于设计资源高效的工作流程起着至关重要的作用。需要组建由不同资质工人组成的团队，并将装卸任务分配给他们。每个任务都有一个时间窗口，在此窗口内可以开始并应完成。违反这些时间限制将对运营商造成严重的经济损失。实际上，这一过程的各个组成部分都受到不确定性的影响。我们假设停机坪上的旅行时间具有随机性，从而考虑上述问题。我们提出了两种二元规划形式来建模该问题，并提出了一种称为“分支-定价-切割-切换”的新型解决方案方法，在其中我们动态切换两个主问题模型。此外，我们使用精确分离方法来识别违反的秩-1 Chvátal-Gomory切割，并利用依赖于任务完成时间的有效分枝规则。我们在基于一家欧洲主要枢纽机场真实数据生成的实例上测试了算法，规划范围可达两小时，每小时30个航班，并有三种可用的任务执行模式可供选择。我们的结果显示，我们的算法能够显著优于现有的解决方案方法。此外，显式考虑随机旅行时间允许更有效地利用现有劳动力，同时确保行李处理操作员的服务水平稳定。
In airport operations, optimally using dedicated personnel for baggage handling tasks plays a crucial role in the design of resource-efficient processes. Teams of workers with different qualifications must be formed, and loading or unloading tasks must be assigned to them. Each task has a time window within which it can be started and should be finished. Violating these temporal restrictions incurs severe financial penalties for the operator. In practice, various components of this process are subject to uncertainties. We consider the aforementioned problem under the assumption of stochastic travel times across the apron. We present two binary program formulations to model the problem at hand and propose a novel solution approach that we call Branch-Price-Cut-and-Switch, in which we dynamically switch between two master problem formulations. Furthermore, we use an exact separation method to identify violated rank-1 Chv\'atal-Gomory cuts and utilize an efficient branching rule relying on task finish times. We test the algorithm on instances generated based on real-world data from a major European hub airport with a planning horizon of up to two hours, 30 flights per hour, and three available task execution modes to choose from. Our results indicate that our algorithm is able to significantly outperform existing solution approaches. Moreover, an explicit consideration of stochastic travel times allows for solutions that utilize the available workforce more efficiently, while simultaneously guaranteeing a stable service level for the baggage handling operator.
- [14] arXiv:2411.03502 (替换) [中文pdf, pdf, html, 其他]
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标题： 全球粮食生产和贸易多层网络中的自适应冲击补偿标题： Adaptive Shock Compensation in the Multi-layer Network of Global Food Production and Trade主题： 一般经济学 (econ.GN)
全球粮食生产和贸易网络高度动态，尤其是在应对短缺时，各国会调整供应策略。 本研究考察了来自192个国家的123种农食产品的调整，产生了23616个粮食短缺的个体情景，并校准了一个多层网络模型以理解冲击的传播。 我们分析了诸如增加进口、提高生产或替换食品项目等冲击缓解措施。 我们的研究结果显示，这些措施可能导致溢出效应，可能加剧粮食不平等：印度大米冲击导致低人类发展指数（HDI）国家的稻米损失增加了5.8 %，而在高HDI国家则减少了14.2 %。 考虑到多个相互作用的冲击会导致全球粮食生产网络中总可用食物量高达12 %的超加性损失。 此框架使我们能够识别出造成重大系统风险并降低全球粮食供应韧性的冲击组合。
Global food production and trade networks are highly dynamic, especially in response to shortages when countries adjust their supply strategies. In this study, we examine adjustments across 123 agri-food products from 192 countries resulting in 23616 individual scenarios of food shortage, and calibrate a multi-layer network model to understand the propagation of the shocks. We analyze shock mitigation actions, such as increasing imports, boosting production, or substituting food items. Our findings indicate that these lead to spillover effects potentially exacerbating food inequality: an Indian rice shock resulted in a 5.8 % increase in rice losses in countries with a low Human Development Index (HDI) and a 14.2 % decrease in those with a high HDI. Considering multiple interacting shocks leads to super-additive losses of up to 12 % of the total available food volume across the global food production network. This framework allows us to identify combinations of shocks that pose substantial systemic risks and reduce the resilience of the global food supply.
- [15] arXiv:2505.22862 (替换) [中文pdf, pdf, html, 其他]
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标题： 动态随机环境下的最优拍卖设计：Myerson 遇见 Naor标题： Optimal Auction Design for Dynamic Stochastic Environments: Myerson Meets Naor主题： 理论经济学 (econ.TH)
商品和服务的分配通常涉及随机供应和随机需求。 受云计算、零工平台和区块链拍卖等应用的推动，我们研究了一种环境下的最优销售机制设计，在这种环境中，具有私人估值的买家以随机方式到达并被分配随机到达的商品，并且买家或商品可以以成本排队直到分配。 最优机制通过管理买家队列和商品库存，利用时间上的竞争压力，使用随队列中买家数量增加而增加且随库存中项目数量减少的保留价格，以及拍卖来分配商品。
Allocation of goods and services often involves both stochastic supply and stochastic demand. Motivated by applications such as cloud computing, gig platforms, and blockchain auctions, we study the design of optimal selling mechanisms in an environment where buyers with private valuations arrive stochastically and are assigned goods that also arrive stochastically, and either buyers or goods can be held in a queue at costs until allocation. The optimal mechanism dynamically leverages competitive pressure across time by managing the queue of buyers and inventory of goods, using reserve prices that increase with the number of buyers in the queue and decrease with the number of items in inventory, and an auction to allocate the goods.
- [16] arXiv:2505.23336 (替换) [中文pdf, pdf, 其他]
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标题： 政治自由的分配后果：转型国家的不平等标题： Distributional Consequences of Political Freedom: Inequality in Transition Countries期刊参考： 《共产主义与后共产主义研究》（2025）主题： 一般经济学 (econ.GN)
本文探讨了1991年至2016年间中东欧和中亚地区前社会主义国家收入不平等的起源。 目标是分析民主与收入不平等之间的关系。 在先前的研究中，这一主题导致了模棱两可的结果，尤其是在我们关注的国家群体背景下。 我们考察了民主化进程是否在整个研究期间伴随着收入分配的变化，并对其对个人收入十分位数的影响进行评估，以确定谁从新制度中受益最多。 获得的结果使我们能够确认，在20世纪90年代，民主化与收入不平等之间的实际关系不存在，或者至多是虚幻的，但在2001年至2016年期间，这种关系存在、相关且具有亲平等性。 在那段时期，民主制度的发展至少使收入分配下部80%的人受益，尤其以牺牲顶层十分位数的总收入份额为代价。 这些结果证实了民主化对前社会主义国家较低收入十分位数的份额产生了积极影响。
This article addresses the origins of income inequality in post-socialist countries from Central and Eastern Europe and Central Asia, from 1991 to 2016. The aim is to analyze the relationship between democracy and income inequality. In previous studies, this topic has led to ambiguous findings, especially in the context of the group of countries we are focusing on. We examine whether the process of democratization cooccurred with changes in income distribution over the entire period under study, and its impact on individual income deciles to determine who benefited most from the new system. The obtained results allowed us to confirm that the actual relationship between democratization and income inequality did not exist, or at most was illusory in the 1990s, but it was present, relevant, and had a proequality character between 2001 and 2016. During that period, the development of the democratic system benefited at least 80\% of the lower part of the income distribution, at the expense especially of the top deciles share of total income. Those results confirmed that democratization positively affected the shares of lower income deciles in postsocialist countries.
- [17] arXiv:2112.14249 (替换) [中文pdf, pdf, 其他]
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标题： 非参数工具变量回归的嵌套非参数工具变量回归标题： Nested Nonparametric Instrumental Variable Regression主题： 机器学习 (stat.ML) ; 机器学习 (cs.LG) ; 计量经济学 (econ.EM) ; 统计理论 (math.ST)
短面板数据模型中的几个因果参数是嵌套非参数工具变量回归（嵌套NPIV）的泛函。近期的例子包括通过代理变量识别的中介效应、时变效应和长期治疗效应。在计量经济学中，三角形联立方程和隐性价格系统中也存在此类例子。然而，似乎嵌套NPIV的明确均方收敛率尚不清楚，这阻碍了使用通用机器学习方法对这些参数进行推断。一个主要挑战是由于嵌套反问题导致的不适定性的复合效应。为了限制不适定性如何复合，我们引入了两种技术：相对适定性和对不适定性的多重稳健性。通过这些技术，我们为嵌套NPIV提供了明确的均方收敛率，并对最近识别的因果参数进行了有效的推断。我们的非渐近分析可以适应神经网络、随机森林和再生核希尔伯特空间。它还可以扩展到因果函数，例如异质的长期治疗效应。
Several causal parameters in short panel data models are functionals of a nested nonparametric instrumental variable regression (nested NPIV). Recent examples include mediated, time varying, and long term treatment effects identified using proxy variables. In econometrics, examples arise in triangular simultaneous equations and hedonic price systems. However, it appears that explicit mean square convergence rates for nested NPIV are unknown, preventing inference on some of these parameters with generic machine learning. A major challenge is compounding ill posedness due to the nested inverse problems. To limit how ill posedness compounds, we introduce two techniques: relative well posedness, and multiple robustness to ill posedness. With these techniques, we provide explicit mean square rates for nested NPIV and efficient inference for recently identified causal parameters. Our nonasymptotic analysis accommodates neural networks, random forests, and reproducing kernel Hilbert spaces. It extends to causal functions, e.g. heterogeneous long term treatment effects.
- [18] arXiv:2210.03905 (替换) [中文pdf, pdf, html, 其他]
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标题： 经验贝叶斯选择用于价值最大化标题： Empirical Bayes Selection for Value Maximization主题： 方法论 (stat.ME) ; 计量经济学 (econ.EM)
我们研究了从一组$n$中选择最佳$m$个单位的问题$m / n \to \alpha \in (0, 1)$，其中可获得单位真实值的嘈杂且异方差的测量数据，并且决策者希望最大化所选单位的真实总价值。 给定一个参数化的先验分布，经验贝叶斯决策规则相对于知道真实先验的贝叶斯预言机产生的遗憾为$O_p(n^{-1})$。 更一般地，如果估计先验的误差为$O_p(r_n)$阶，则遗憾为$O_p(r_n^2)$。 在这一意义上，最好的单元集 \emph{选择} 本质上比它们的值集 \emph{估计} 更容易处理。 我们通过一个例子表明，在参数情形下该遗憾界是尖锐的，即它可以被达到。 利用从四千多个互联网实验数据集中校准出的先验信息，我们证实经验贝叶斯方法在检测最佳治疗方案时仅需少量实验即可表现良好。
We study the problem of selecting the best $m$ units from a set of $n$ as $m / n \to \alpha \in (0, 1)$, where noisy, heteroskedastic measurements of the units' true values are available and the decision-maker wishes to maximize the aggregate true value of the units selected. Given a parametric prior distribution, the empirical Bayes decision rule incurs $O_p(n^{-1})$ regret relative to the Bayesian oracle that knows the true prior. More generally, if the error in the estimated prior is of order $O_p(r_n)$, regret is $O_p(r_n^2)$. In this sense \emph{selection} of the best units is fundamentally easier than \emph{estimation} of their values. We show this regret bound is sharp in the parametric case, by giving an example in which it is attained. Using priors calibrated from a dataset of over four thousand internet experiments, we confirm that empirical Bayes methods perform well in detecting the best treatments with only a modest number of experiments.
- [19] arXiv:2504.03743 (替换) [中文pdf, pdf, html, 其他]
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标题： 通过 Wasserstein 约束对有限理性决策进行建模标题： Modelling bounded rational decision-making through Wasserstein constraints评论： 已被RLDM 2025接受主题： 机器学习 (cs.LG) ; 人工智能 (cs.AI) ; 计算机科学与博弈论 (cs.GT) ; 一般经济学 (econ.GN)
通过受信息约束处理的有界理性决策建模为在强化学习框架内表示偏离理性提供了原则性方法，同时仍将决策视为一种优化过程。 然而，现有的方法通常基于熵、Kullback-Leibler 散度或互信息。 在这项工作中，我们强调了这些方法在处理序数动作空间时存在的问题。 具体来说，熵假设均匀的先验信念，忽略了先验偏差对决策的影响。 KL-散度解决了这个问题，但没有“动作接近性”的概念，并且还具有一些众所周知的潜在不理想特性，例如缺乏对称性，并且要求分布具有相同的支撑集（例如，所有动作都有正概率）。 互信息往往难以估计。 在这里，我们提出了一种利用 Wasserstein 距离来模拟有界理性的 RL 智能体的替代方法。 这种方法克服了上述问题。 至关重要的是，该方法考虑了序数动作的接近性，建模了智能体决策中的“粘滞性”以及不太可能迅速切换到远离的动作，同时支持低概率动作、零支撑先验分布，并且易于直接计算。
Modelling bounded rational decision-making through information constrained processing provides a principled approach for representing departures from rationality within a reinforcement learning framework, while still treating decision-making as an optimization process. However, existing approaches are generally based on Entropy, Kullback-Leibler divergence, or Mutual Information. In this work, we highlight issues with these approaches when dealing with ordinal action spaces. Specifically, entropy assumes uniform prior beliefs, missing the impact of a priori biases on decision-makings. KL-Divergence addresses this, however, has no notion of "nearness" of actions, and additionally, has several well known potentially undesirable properties such as the lack of symmetry, and furthermore, requires the distributions to have the same support (e.g. positive probability for all actions). Mutual information is often difficult to estimate. Here, we propose an alternative approach for modeling bounded rational RL agents utilising Wasserstein distances. This approach overcomes the aforementioned issues. Crucially, this approach accounts for the nearness of ordinal actions, modeling "stickiness" in agent decisions and unlikeliness of rapidly switching to far away actions, while also supporting low probability actions, zero-support prior distributions, and is simple to calculate directly.
- [20] arXiv:2505.23432 (替换) [中文pdf, pdf, html, 其他]
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标题： 工作环境中的人工智能-人类集成的数学框架标题： A Mathematical Framework for AI-Human Integration in Work评论： 本文将于2025年ICML会议上发表。主题： 人工智能 (cs.AI) ; 计算机与社会 (cs.CY) ; 一般经济学 (econ.GN)
生成式人工智能（GenAI）工具的快速兴起引发了关于它们在不同工作场景中补充或取代人类工作者角色的争论。 我们提出了一种数学框架来建模工作、工人以及工人与工作的匹配度，并引入了对技能的新分解方法，将技能分为决策层面和操作层面的子技能，以反映人类和GenAI的互补优势。 我们分析了子技能能力的变化如何影响工作成功，识别了成功概率发生急剧变化的条件。 我们还确立了在何种条件下结合具有互补子技能的工人显著优于依赖单一工人。 这解释了诸如生产力压缩现象，即GenAI辅助对低技能工人带来的更大收益。 我们使用O*NET和Big-Bench Lite的数据演示了该框架的实际应用，通过子技能划分方法将真实世界数据与我们的模型对齐。 我们的结果显示了GenAI何时以及如何补充而非取代人类技能。
The rapid rise of Generative AI (GenAI) tools has sparked debate over their role in complementing or replacing human workers across job contexts. We present a mathematical framework that models jobs, workers, and worker-job fit, introducing a novel decomposition of skills into decision-level and action-level subskills to reflect the complementary strengths of humans and GenAI. We analyze how changes in subskill abilities affect job success, identifying conditions for sharp transitions in success probability. We also establish sufficient conditions under which combining workers with complementary subskills significantly outperforms relying on a single worker. This explains phenomena such as productivity compression, where GenAI assistance yields larger gains for lower-skilled workers. We demonstrate the framework' s practicality using data from O*NET and Big-Bench Lite, aligning real-world data with our model via subskill-division methods. Our results highlight when and how GenAI complements human skills, rather than replacing them.