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).
Simulate the RSD (Random Serial Dictatorships) algorithm.
HAMLET: Hierarchical Agent-based Markets for Local Energy Trading
Implementation of the Gale-Shapley (also known as deferred acceptance) and Top Trading Cycle (TTC) algorithms for 2-sided matching
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.
Interactive course reader for Paul Milgrom's market design course (ECON 136) at Stanford.
Cryptoeconomics research group's repository
Seminar allocation app based on a market-design approach using the Roth-Pearson algorithm with couples (HRI).
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