Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
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Updated
Nov 14, 2021 - Python
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
HAMLET: Hierarchical Agent-based Markets for Local Energy Trading
Rajomon: Decentralized and Coordinated Overload Control for Latency-Sensitive Microservices
Implementation of the Gale-Shapley (also known as deferred acceptance) and Top Trading Cycle (TTC) algorithms for 2-sided matching
Simulate the RSD (Random Serial Dictatorships) algorithm.
The works are mostly based on Irving's paper An Efficient Algorithm for the “Stable Roommates” Problem (1985)
Codes and notebooks used for the paper.
Cryptoeconomics research group's repository
Course reader for Nobel laureate Paul Milgrom's market design course (ECON 136) at Stanford.
Seminar allocation app based on a market-design approach using the Roth-Pearson algorithm with couples (HRI).
Research notes on cryptoeconomic systems, market design, and protocol mechanisms.
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