Széchenyi 2020
Budapesti Corvinus Egyetem ×

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We show how frictions and continuous transfers jointly affect equilibria in a model of matching in trading networks. Our model incorporates distortionary frictions such as transaction taxes and commissions. When contracts are fully substitutable for firms, competitive equilibria exist and coincide with outcomes that satisfy a cooperative solution concept called trail stability. However, competitive equilibria are generally neither stable nor Pareto-efficient.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
We analyze a model of endogenous two-sided network formation where players are affected by uncertainty in their opponents’ decisions. We model this uncertainty using the notion of equilibrium under ambiguity (Eichberger and Kelsey, 2014). Unlike the set of Nash equilibria, the set of equilibria under ambiguity does not always include underconnected and thus inefficient networks such as the empty network. On the other hand, it may include networks with unreciprocated, one-way links, which comes with an efficiency loss as linking e orts are costly. We characterize equilibria under ambiguity and provide conditions under which increased player optimism comes with an increase in efficiency in equilibrium. Next, we analyze the dynamic situation with one-sided, myopic updating with regular optimistic shocks and derive a global stability condition of bene t-maximizing equilibrium networks.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
Randomized pricing is a frequently observed practice in online retailing. Strategic customers adjust their purchase quantities and/or time their purchases by taking into account their beliefs about the timing of deals. We study a randomized pricing problem of an online retailer selling a single storable product to two customers segments that are heterogeneous in their product valuations and holding costs. To maximize their utility, these customers can stockpile a product without increasing their consumption. The retailer’s objective is to maximize expected revenue using a randomized pricing strategy that serves as an intertemporal price discrimination mechanism. We study two cases where customers act strategically using endogenously or exogenously set stockpile-up-to levels in response to randomized pricing. We first develop a model for the expected revenue maximization problem when stockpile-up-to levels are endogenous and present a decomposition scheme to effectively find the optimal randomized policy. For the case of exogenously set stockpile-up-to levels, we characterize the retailer’s optimal price randomization strategy with a first-order equation. With a computational study, we shed light on the segments’ attributes that make price randomization an attractive strategy for the retailer. Our analysis indicates that, from the retailer’s viewpoint, price randomization can be an effective alternative to commitment to a single and time-independent price in the presence of segments having similar sizes and marked differences in product valuations. We finally demonstrate that the results are also valid for the case of patient customers that wait to make one-time purchases in anticipation of a lower future price.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
Firstly we briefly review some available versions of the strong law of large numbers in Banach spaces and nonlinear extensions provided by Sturm in CAT(0) metric spaces. Sturm’s 2001 L^2-result was directly applied to the case of the geometric (also called Karcher) mean of positive matrices, thus it suggests a natural formulation of the law for positive operators. However there are serious obstacles to overcome to prove the law in the infinite dimensional case. We propose to use a recently established gradient flow theory by Lim-P for the Karcher mean of positive operators and a stochastic proximal point approximation to prove the L^1-strong law of large numbers for the Karcher mean in the operator case.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
Given the final ranking of a competition, how should the total prize endowment be allocated among the competitors? We study consistent prize allocation rules satisfying elementary solidarity and fairness principles. In particular, we axiomatically characterize two families of rules satisfying anonymity, order preservation, and endowment monotonicity, which all fall between the Equal Division rule and the Winner-Takes-All rule. Specific characterizations of rules and subfamilies are directly obtained.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
In a housing market of Shapley and Scarf, each agent is endowed with one indivisible object and has preferences over all objects. An allocation of the objects is in the (strong) core if there exists no (weakly) blocking coalition. In this paper we show that in the case of strict preferences the unique strong core allocation (or competitive allocation) respects improvement: if an agent’s object becomes more attractive for some other agents, then the agent’s allotment in the unique strong core allocation weakly improves. We obtain a general result in case of ties in the preferences and provide new integer programming formulations for computing (strong) core and competitive allocations. Finally, we conduct computer simulations to compare the game-theoretical solutions with maximum size and maximum weight exchanges for markets that resemble the pools of kidney exchange programmes.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
Due to various objectives and constraints, many real life matching markets are vulnerable to preference and capacity misreports. A large amount of such “manipulations” poses a serious threat to the success of these markets. To address this issue, numerous matching systems have recently reformed their matching rules. Examples include the entry-level medical labor market in the US, school admissions systems in New York City, Chicago, Denver, Ghana and England. We use a simple method of counting the number of all relevant manipulating agents and show that these reforms reduced the scope of manipulations.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
We devise a testing framework to rank proxy-based influence maximisation algorithms. Earlier works compare these algorithms by calculating their top choices on a given network, then checking which set fares better in a diffusion simulation. In real-life applications, however, the top choices of these algorithms might be unaccessible for various reasons. Consequently, we have to choose our spreaders from a different set that might not contain any highly ranked agents at all. There is no guarantee that a proxy that is better at predicting the performance of the most popular agents will be equally successful for an arbitrary group of individuals. This calls for a systematic test, and in this paper, we provide one with the help of a novel statistical method, the Sum of Ranking Differences. For demonstration, we use the real-life social network, iWiW and a classical diffusion model, the Linear Threshold. The final ranking of the proxies is remarkably different from what we obtain by examining the performance of their top choices. The results highlight that the standard test alone is an inadequate predictor of performance and SRD should be a necessary, if not the primary tool for ranking proxie

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
In a cooperative game when the problem of computing the minimum excess coalition for a given allocation can be formulated as a dynamic program we show that the nucleolus can be computed in time polynomial in the size of the dynamic program. This gives a general technique for designing efficient algorithms for computing the nucleolus of a cooperative game. This technique is inspired by a recent result of Pashkovich on weighted voting games. However, our technique significantly extends beyond the capabilities of previous work. We demonstrate this by applying it to give an algorithm for computing the nucleolus of b-matching games in polynomial time on graphs of bounded treewidth.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
When sanctioning construction works on the Russian offshore natural gas pipeline Nordstream 2 to Germany in late 2019, U.S. President Trump has drawn attention to the United States’ own natural gas exports. The United States of America started exporting liquefied natural gas (LNG) over the world’s seas only a few years ago. LNG export capacities and trade flows have increased at high speed since 2016. Observers have wondered whether the U.S. sanctions on Nordstream 2 were in fact meant at supporting U.S. LNG exports. We shed some light on the role of U.S. LNG for Europe and analyze the impact of several politically motivated scenarios with a country level, global oligopolistic gas market model. We focus on EU imports and consumption and prices and discuss ripple effects throughout global markets.

Our Base Case to 2050 is calibrated to IEA World Energy Outlook (2018) and PRIMES European Reference Scenario (2016). In addition, we define three LNG support policy scenarios that we name after the main promoters of national gas policies: “Trump” assumes U.S. policies of Nordstream 2 sanctions and financial support to LNG shipments to Europe, “Altmaier” and “Jinping” assume financial support to LNG import terminals in Germany and China, respectively. In addition, the “Putin” scenario involves a total and lasting boycott of Russian exports to Europe.

We find that the interconnectedness of global gas markets through abundant LNG import capacity both in Europe and other regions – namely in Asia – allows for adjustments of global trade patterns that mitigate the consequences of regional disturbances. Neither Chinese nor German subsidies on regasification terminals nor moderate financial support of US LNG exports affect aggregate EU consumption levels in a significant way. Only a Russian boycott or large subsidies on US LNG exports have a discernable effect. In any year, compared to the Base Case, EU consumption varies not more than between -5% and +3%, and average prices by -5% to +10% only.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
Our talk will have two parts. First, we give an introduction to optimisation in two-sided matching markets by giving details also on practical results in different applications, such as the Hungarian university admission scheme. Then we present a novel application for allocating voluntary mentors to students. After the closure of the schools in Hungary from March 2020 due to the pandemic, many students were left at home with no or not enough parental help for studying, and, in the meantime some people had more free time and willingness to help others in need during the lockdown. In this paper we describe the optimisation aspects of a joint NGO project for allocating voluntary mentors to students using a web-based coordination mechanism. Our goal has been to form optimal pairs and study groups by taking into the preferences and the constraints of the participants. We present the optimisation concept, the integer programming techniques used, and some simulation results conducted on real and generated datasets.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
In an information graph situation, some agents that are connected by an undirected graph can share with no cost some information or technology that can also be obtained from a source. If an agent is not connected to an informed player, this agent pays a unitary cost to obtain this technology. A coalitional cost game can be defined from this situation, and the core of this game is known to be non- empty. We prove that the core of an information graph game is a von Neumann-Morgenstern stable set if and only if the graph is cycle- complete, or equivalently if the information graph game is concave. When the graph is not cycle-complete, whether there always exists a stable set is an open question. In this regard, we show that if the information graph consists of a ring that contains the source, then a stable set always exists and it is the core of a related information graph situation where one edge has been deleted.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
There are many ways of measuring the influence of scientific journals. We will survey most of these measures but in this talk we will focus on two important measures of journal impact (EF and SJR) both employing a similar algorithm to the PageRank algorithm. We will explain in detail how these indicators are computed and provide axiomatic characterizations to underline their employments. Finally, we will discuss where and how these indicators are applied, and speak in general about journal and university rankings.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
We study how to rank candidates based on individual rankings via positional scoring rules. Each position in each individual ranking is worth a certain number of points; the total sum of points determines the aggregate ranking. Our selection principle is consistency: once one of the candidates is removed, we want the aggregate ranking to remain intact. This principle is crucial whenever the set of the candidates might change and the remaining ranking guides our actions: whom should we interview if our first choice got a better offer? Who gets the cup once the previous winner is convicted of doping? Which movie should a group watch if everyone already saw the recommender system’s first choice? Will adding a spoiler candidate rig the election?
Unfortunately, no scoring rule is completely consistent, but there are weaker notions of consistency we can use. There are scoring rules which are consistent if we add or remove a unanimous winner — such as an athlete with suspiciously strong results. Likewise, consistent for removing or adding a unanimous loser — such as a spoiler candidate in an election. While extremely permissive individually, together these two criteria pin down a one-parameter family with the geometric sequence of scores. These geometric scoring rules include Borda count, generalised plurality (medal count), and generalised antiplurality (threshold rule) as edge cases, and we provide elegant new axiomatisations of these rules. Finally, we demonstrate how the one-parameter formulation can simplify the selection of suitable scoring rules for particular scenarios.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
The presentation is a broad-brush summary of the overarching theme of my research with cherry-picking the latest and/or best papers. Briefly, using examples from my papers I attempt to show that sustainable competitive advantage, to a great extent, can be explained with soft, infrastructural factors that present the hardest barriers to imitation. Additionally, and informally, relying on my academic experience in Hungary, in the United States and in Europe, I offer three lessons for consideration for those who are willing to consider them.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)

In this presentation, we present an overview of the characterization
of properties of several classes of coloring games in terms of the
underlying graph.First, we discuss the class of minimum
coloring games introduced by Deng et al. (1999). Here totally
balancedness, existence of PMAS and submodularity are characterized by
perfect graphs, 2K2P4 -free graphs and complete r-partite graphs,
respectively (cf. Deng et al. (2000), Hamers et al. (2014), Okamoto
(2003)).Second, we discuss the class of weighted minimum
coloring games introduced by Hamers et al. (2019). Here global (local)
totally balancedness and global (local) submodularity are characterized
by perfect graphs (any graph) and complete r-partite graphs (2K2P4 -free
graphs), respectively.Finally, we discuss the class of
multiple player coloring games introduced in Hamers et al. (2020). Here
we present some preliminary results.
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++Deng,
X., Ibaraki, T., Nagamochi, H., 1999. Algorithmic aspects of the core of combinatorial optimization games. Mathematics of Operations Research 24(3), 751–766.
Deng, X., Ibaraki, T., Nagamochi, H., Zang, W., 2000. Totally balanced combinatorial optimization games. Mathematical Programming 87, 441–452.
Hamers, H., Miquel, S., Norde, H., 2014. Monotonic stable solutions for minimum coloring games. Mathematical Programming 145, 509–529.
Hamers, H., Horozoglu, N., Norde, H., Tornoe Platz, T. On totally balanced, submodular and PMAS-admissible weighted minimum coloring games (submitted).
Hamers, H., Miquel, S., Norde, H., Obadi, S. On submodular multiple minimum coloring games (in preparation).
Okamoto, Y., 2003. Submodularity of some classes of the combinatorial optimization games. Mathematical Methods of Operations Research 58(1), 131–139.

Amennyiben szeretne linket kapni az esemény napján a zoom meetinghez való csatlakozáshoz, kérem küldjön egy emailt Solymosi Tamásnak (tamas pont solymosi kukac uni kötőjel corvinus pont hu)
  • november 20.  Bozóki Sándor: Hét, páronként érintkező végtelen henger; társszerzők: Rónyai Lajos, Tsung-Lin Lee

október 4. Csató László: Nem teljesen kitöltött páros összehasonlítás mátrixok alkalmazásai

október 18. Kovács András: Együttbiztosítások elemzése kooperatív játékelméleti eszközökkel

október 29. (hétfő, 9.50-10.50) Egri Péter: Coordinating decisions in supply chains (közösen a játékelméleti szemináriummal)

november 15. Neszveda Gábor – Dezső Linda: Helyettesítheti-e a kvázi-hiperbolikus diszkontálás az általánosított hiperbolikus diszkontálást hosszú távon?

november 29. Rétallér Orsolya: Big Boss játékok alkalmazási lehetőségei a biztosítási piacon

február 28. Bozóki Sándor: Intranzitív dobókockák
  • március 13. Ágoston Kolos: Banki készpénz-optimalizáció
  • április 10. Vakhal Péter: Gazdasági idősorok vizsgálata önszervező neurális hálók segítségével
  • április 24. Fliszár Vilmos: Banki ügyfélminősítő modellek (scoring)

október 26. Aczél Balázs: A figyelem és a tudat szerepe komplex döntési helyzetekben

november 9. Mala József: A Beck-Fiala tételről

november 23. Kovács Ildikó: Kockázatkezelési technikák a biztosítótársaságoknál, elmélet és gyakorlat

december 7. Solymosi Tamás: A hozzárendelési LP duál megoldásairól

február 16. Bozóki Sándor: Érzékenységvizsgálat a Promethee módszertanban

március 2. Neszveda Gábor: Stratégia-elemzés és -kialakítás szimulációval a hadvezér játék kapcsán
  • március 30. Bíró Péter: Központi párosító programok a gyakorlatban

április 20. Bozóki Sándor, Dezső Linda, Poesz Attila, Temesi József: Páros összehasonlítási mátrixok empírikus vizsgálata

április 27. Szüle Borbála: Nyugdíjjárulékszint optimalizálási modell portfólióelméleti megközelítésben

május 11. Németh László: Minimális költségű feszítőfa játékok

szeptember 30. Ágoston Kolos: CVAR számítás SRA algoritmussal

október 14. Vékás Péter: Vasúti menetrendek optimalizálása

október 21. Dobos Imre – Gelei Andrea – Kovács Erzsébet: Üzleti kapcsolatok modellezése

november 4. Ábele-Nagy Kristóf: Nem teljesen kitöltött páros összehasonlítás mátrixok sajátérték optimalizálása Newton-módszerrel

november 4. Poesz Attila: Különböző konzisztencia indexek összehasonlítása
  • november 18. Tasnádi Attila: Választási rendszerek normatív vizsgálata, különös tekintettel a magyar választási rendszerre
  • december 2. Berlinger Edina: Európai diákhitel modell

Február 18. Augusztinovics Mária: Nyugdíjreform – Kerekasztal – paradigmák

Március 4. Matits Ágnes: Pontrendszer ÉS alapnyugdíj – egy lehetséges paradigma
  • Március 18. Bozóki Sándor: Nem teljesen kitöltött páros összehasonlítás mátrixokról

Április 1. Poesz Attila: Néhány elemmel konzisztenssé tehető páros összehasonlítás mátrixok

Április 15. Kovács Erzsébet: A nyugdíjreform demográfiai korlátai

Április 29. Mezey Gyula: A „Baleset 2010” döntéstámogató rendszer bemutatása

Május 13. Solymosi Tamás: Hozzárendelési feladat duálja és leghosszabb utak
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GEN.:2021.03.07. - 21:09:07