Abstract:This paper presents a new combinatorial optimisation task, the Subset Sum Matching Problem (SSMP), which is an abstraction of common financial applications such as trades reconciliation. We present three algorithms, two suboptimal and one optimal, to solve this problem. We also generate a benchmark to cover different instances of SSMP varying in complexity, and carry out an experimental evaluation to assess the performance of the approaches.
Abstract:In this work we consider a new interpretation of fairness in decision making problems. Building upon existing fairness formulations, we focus on how to reason over fairness from a temporal perspective, taking into account the fairness of a history of past decisions. After introducing the concept of temporal fairness, we propose three approaches that incorporate temporal fairness in decision making problems formulated as optimization problems. We present a qualitative evaluation of our approach in four different domains and compare the solutions against a baseline approach that does not consider the temporal aspect of fairness.