Essays about: "Combinatorial auction"

Found 3 essays containing the words Combinatorial auction.

  1. 1. A Combinatorial Auction with Equilibrium Price Selection

    University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)

    Author : Kiril Videlov; [2015]
    Keywords : Combinatorial auction; Equilibrium price; Discrete optimization;

    Abstract : Financial markets use auctions to provide accurate liquidity snapshots for traded instruments. Combination orders, such as time spreads require the atomic trading of more than one security contract. In order to auction such complex order types, a new design, which considers all contingent instruments simultaneously, is required. READ MORE

  3. 2. A simulation study of two combinatorial auctions

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : David Nordström; [2012]
    Keywords : PD auction; UCE auction; Combinatorial auction; Ascending auction; VCG payments; Strategy-proof; Primal-dual algorithm; Business and Economics;

    Abstract : Combinatorial auctions allow buyers to express preferences over bun- dles of items. The Primal-Dual (PD) auction developed by de Vries et al. (2007) is an efficient ascending combinatorial auction which, given certain conditions on buyers valuations, achieves Vickrey-Clarke-Groves (VCG) payments. READ MORE

  4. 3. Constraint Programming for Random Testing of a Trading System

    University essay from KTH/Programvaru- och datorsystem, SCS

    Author : Roberto Castañeda Lozano; [2010]
    Keywords : constraint programming; random testing; trading system; test oracle; continuous double auction;

    Abstract : Financial markets use complex computer trading systems whose failures can cause serious economic damage, making reliability a major concern. Automated random testing has been shown to be useful in finding defects in these systems, but its inherent test oracle problem (automatic generation of the expected system output) is a drawback that has typically prevented its application on a larger scale. READ MORE