Research
Advising the Management
(with U. Loginova, A. Malenko, N. Malenko)
Keywords: Advisory voting, Advisory board, Incentive
Information Disclosure in Dynamic OTC Markets
(with F. Song)
Keywords: Restless (Markovian) fundamental, Market liquidity, Welfare, Dealer-based OTC market,
bid-ask spread
Optimal Contracting in Networks
(with A. Jadbabaei)
Keywords: Optimal contracting, Incomplete information, Network externality, Financial networks
On the Negative Performance Puzzle: Positive Alpha and Investor Value
(with M. Kazemi)
Keywords: Active management, Pricing Kernel, Alpha
Information Choice and Amplification of Financial Crises
Review of Financial Studies
vol 30, no. 6, 2017 (with T. Ahnert)
Keywords: Financial crises, Information panics, Costly information acquisition, Global games
Dynamic Pricing in Social Networks: The Word of Mouth Effect
Management Science
vol 64, no. 2, 2017 (with A. Ajorlou and A. Jadbabaei)
Keywords: COASE Conjecture, Price fluctuations, Zero pricing, Information diffusion
Competition in Electricity Markets with Renewable Energy Sources
The Energy Journal (invited)
vol 38, no. SI1, 2017 (with Daron Acemoglu and Asu Ozdaglar)
Keywords: Renewable energy, Merit order effect hypothesis, Price volatility & geographic proximity, Forward contract with incomplete and correlated information, Energy finance
- A preliminary version of this paper was accepted for presentation in
52nd Annual Allerton Conference, UIUC (Allerton'14).
Pay To Bid Auctions: To bid or not to bid.
Operation Research Letters (ORL)
vol 41, no 5, 2013.
[Extended version with re-entry effects]
Keywords: Dynamic Auction, Pay to bid auctions, Risk loving bidders, Entry and re-entry effect
(with U. Loginova, A. Malenko, N. Malenko)
Keywords: Advisory voting, Advisory board, Incentive
Information Disclosure in Dynamic OTC Markets
(with F. Song)
Keywords: Restless (Markovian) fundamental, Market liquidity, Welfare, Dealer-based OTC market,
bid-ask spread
Optimal Contracting in Networks
(with A. Jadbabaei)
Keywords: Optimal contracting, Incomplete information, Network externality, Financial networks
On the Negative Performance Puzzle: Positive Alpha and Investor Value
(with M. Kazemi)
Keywords: Active management, Pricing Kernel, Alpha
Information Choice and Amplification of Financial Crises
Review of Financial Studies
vol 30, no. 6, 2017 (with T. Ahnert)
Keywords: Financial crises, Information panics, Costly information acquisition, Global games
Dynamic Pricing in Social Networks: The Word of Mouth Effect
Management Science
vol 64, no. 2, 2017 (with A. Ajorlou and A. Jadbabaei)
Keywords: COASE Conjecture, Price fluctuations, Zero pricing, Information diffusion
Competition in Electricity Markets with Renewable Energy Sources
The Energy Journal (invited)
vol 38, no. SI1, 2017 (with Daron Acemoglu and Asu Ozdaglar)
Keywords: Renewable energy, Merit order effect hypothesis, Price volatility & geographic proximity, Forward contract with incomplete and correlated information, Energy finance
- A preliminary version of this paper was accepted for presentation in
52nd Annual Allerton Conference, UIUC (Allerton'14).
Pay To Bid Auctions: To bid or not to bid.
Operation Research Letters (ORL)
vol 41, no 5, 2013.
[Extended version with re-entry effects]
Keywords: Dynamic Auction, Pay to bid auctions, Risk loving bidders, Entry and re-entry effect
Book: Resource Allocation in Decentralized Systems with Strategic Agents:
An Implementation Theory Approach
- Springer Outstanding PhD Thesis Award, 2014.
- Winner of the Richard and Eleanor Towner Prize
for Distinguished Academic Achievement, 2013.
Keywords: Full Nash Implementation, Contract, Wallrasian equilibrium, Lindahl equilibrium, Budget balance on and off equilibrium, Individual rationality, Complex Networks, Mechanism-Market design
An Implementation Theory Approach
- Springer Outstanding PhD Thesis Award, 2014.
- Winner of the Richard and Eleanor Towner Prize
for Distinguished Academic Achievement, 2013.
Keywords: Full Nash Implementation, Contract, Wallrasian equilibrium, Lindahl equilibrium, Budget balance on and off equilibrium, Individual rationality, Complex Networks, Mechanism-Market design
Book Chapter: Power Allocation, Spectrum Sharing, and Revenue Maximization
in Networks: An Implementation Theory Approach
Ch. 5 in In Mechanisms and Games for Dynamic Spectrum Allocation.
Editors: T. Alpcan, H. Boche, M. Honig, H. Vincent Poor
Cambridge University Press, 2014.
(with A. Nayyar, S. Sharma and D. Teneketzis)
Keywords: Full Nash Implementation, Auction, Contract, Complex Networks,
Mechanism-Market design
Tight Bounds On the Redundancy of Huffman codes
IEEE Transactions on Information Theory (IT)
vol. 58, no. 11, 2012. (with S. Mohajer, P. Pakzad)
Keywords: A proof to the YE & YEUNG Conjecture with extensions, Huffman coding,
Information (Shannon) theory, Probability theory
An Efficient Game Form for Unicast Service Provisioning
IEEE Transactions on Automatic Control (TAC)
vol. 57, no. 2, 2012. (with D. Teneketzis)
- A preliminary version of this paper was accepted for presentation in
47th Annual Allerton Conference, UIUC, (Allerton'09).
Keywords: Full Nash Implementation, Market mechanisms, Wallrasian equilibrium, Complex Networks,
Mechanism-Market design
Power Allocation and Spectrum Sharing in Multiuser Multichannel Systems with Strategic Users
IEEE Transactions on Automatic Control (TAC)
vol. 57, no. 9, 2012. (with D. Teneketzis)
- A preliminary version of this paper was accepted for presentation in
49th Conference on Decision and Control, (CDC2010).
Keywords: Full Nash Implementation, Public good mechanisms, Lindahl equilibrium, Budget balance on and off equilibrium, Individual rationality, Contract
On Describing the Routing Capacity Regions of Networks
Mathematical Methods of Operations Research (MMOR)
vol. 72, no. 1, 2012. (S. M. S. Yazdi)
Keywords: Complexity theory, Probabilistic methods, Fourier–Motzkin elimination, Farkas lemma, Japanese theorem
Book Chapter: On the Routing Capacity Regions of Networks
iConcept press 2012. (S. M. S. Yazdi)
Keywords: Discrete optimization, Farkas lemma, Japanese theorem, Complexity theory, Probabilistic methods, Network capacity
An Efficient Game Form for Multirate Multicast Service Provisioning
IEEE Journal on Selected Areas in Communications (JSAC)
Lead article in the Special issue on "Network Economics"
vol. 30, no. 11, 2012. (with D. Teneketzis)
Keywords: Nash Implementation, Public good/Market mechanisms, Lindahl/Wallrasian equilibrium, Budget balance on and off equilibrium, Individual rationality, Contract
On the construction of prefix-free and fix-free codes with specified codeword compositions
Discrete Applied Mathematics (DAM)
vol. 159, no. 18, 2011. (with M. Zadimoghaddam)
Keywords: A proof to the CARTER & GILL Conjecture for distinct codes, Approximation algorithm
Anti-Uniform Huffman Codes
IET Communications
vol. 5, no. 1, 2011. (with S. Mohajer)
Keywords: Information (Shannon) theory, AUH codes, Huffman coding
Revenue Maximization in Spectrum Auction for Dynamic Spectrum Access
ACM VALUETOOLS, Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools, Paris, France. pp. 558-564. 2011. (with A. Nayyar, D. Teneketzis)
Keywords: Bayesian Auction, Spectrum allocation, Revenue maximization
Last Update: August 2018