Sökning: "Combinatorial auction"

Hittade 3 uppsatser innehållade orden Combinatorial auction.

  1. 1. A Combinatorial Auction with Equilibrium Price Selection

    Master-uppsats, KTH/Skolan för informations- och kommunikationsteknik (ICT)

    Författare :Kiril Videlov; [2015]
    Nyckelord :Combinatorial auction; Equilibrium price; Discrete optimization;

    Sammanfattning : 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. LÄS MER

  3. 2. A simulation study of two combinatorial auctions

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

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

    Sammanfattning : 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. LÄS MER

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

    Master-uppsats, KTH/Programvaru- och datorsystem, SCS

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

    Sammanfattning : 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. LÄS MER