We develop a tractable model of endogenous production networks. Each one of a number
of products can be produced by combining labor and an endogenous subset of the other …

With the rise of social media, investors have a new tool for measuring sentiment in real time.
However, the nature of these data sources raises serious questions about its quality. …

In the classical prophet inequality, a gambler observes a sequence of stochastic rewards V
1 , …, V n and must decide, for each reward V i , whether to keep it and stop the game or to …

Discussion In broad terms, the authors assess whether (and to what degree) social-media
sentiment and news sentiment lend insight on market activity that is not already captured in …

We study revenue maximization for digital auctions, where there are infinitely many copies of
a good for sale. There are n buyers, each of whom is interested in obtaining one copy of the …

… problem PD that asks, given x and R and k, whether there exists y such that R(x, y) ≥ k. With
some modifications to break ties, one can show a Turing reduction that uses answers to PD …

Information asymmetry is a central problem in both computer science and economics. In many
fundamental problems, an uninformed principal wants to obtain some knowledge from an …

The value of assets in the digital ecosystem has grown rapidly amid periods of high volatility.
Does the digital financial system create new potential challenges to financial stability? This …

This thesis studies the relation between the numerical information found in financial markets
and the verbal information reported in financial news. I explore whether we can use market …

Prophet inequalities have recently become a fundamental tool in the design of sequential
and multi-dimensional mechanisms in Bayesian settings. However, existing mechanisms—as …