# Questions tagged [algorithms]

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### Algorithmic pricing

Many sellers operating in digital platforms (like Amazon) nowadays rely on artificial intelligence algorithms to set their prices and adjust them over time. I wonder whether there is a sense in the ...
• 543
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### Algorithmic game theory and decentralized exchange of information

An intresting topic that I want to understad has to do with the decentralized exchange of information among a network of agents, however there is not a specific theory to make such a mathematical ...
• 448
1 vote
40 views

### Stable roommates problem: returning a list of ideal matches, even when stable matching doesn't exist

I am trying to find a way to return a list of ideal matches based on preferences. This is similar to the Stable Roommate Problem. I have a list of people, and each person has ranked everyone else from ...
54 views

### The college admissions problem with externalities

In the classic College Admissions problem, there are $m$ colleges and $n$ students. The colleges have a preference over the students and the students have preferences over the colleges. The students ...
56 views

### Generating profit by leveraging fluctuations

I was writing some code akin to a sound limiter when it occurred to me that if you could find something fluctuating in price between two extremes (what and when those extremes would be isn't relevant ...
• 123
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### House allocation: Data notation correction with Top Trading Cycles (TTC) example

I am trying to understand TTC algorithm for house allocation. I have got a small problem. I am trying to understand the following example: IE=[i1 , i2 , i3 , i4], IN=[i5], Ho=[h1 , h2 , h3 , h4], ...
• 103
1 vote
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### What is the latest thinking on the economic calculation problem? [closed]

Eric Posner and Glen Weyl write in the epilogue of Radical Markets (2018) that they “remain confident that for at least a few generations markets – Radical Markets, that is – will remain the best ...
• 763
1 vote
89 views

### Algorithm to find Bayesian Nash Equilibria [closed]

I am working on a Bayesian game with a finite number of players and discrete types, but the complexity of the equations is not allowing me to find the BNEs by hand. I read a paper describing ...
1 vote
71 views

### Yang's Impact on Algorithmic Trading?

Presidential candidate Andrew Yang has published the following policy proposals on his website: 1. FINANCIAL TRANSACTION TAX Financial markets have grown dramatically over the past decades. ...
1 vote
84 views

### Building a time-series demand forecasting model

I am forecasting demand for certain types of goods and services, which I expect to be correlated to a sub-set of a basket of macroeconomic indicators (considering 15-20 indicators) I do not know ...
500 views

### Is there a systematic approach to find equilibria in sequential games?

I know that one can use backward induction to find one particular subgame perfect NE. And I know that wherever possible one can represent the game in normalform and then find all NE. But is there a ...
144 views

### Does the VCG algorithm work for any bundle valuation function?

Assume we have $n$ buyers of $|M|=m$ items in a combinatorial auction. So as we know, we can use the Vickrey-Clarke-Groves (VCG) algorithm to allocate bundles of items to buyers as best as possible. ...
• 131
1 vote
43 views

### Online stock portfolio selection algorithms applicable to forex markets?

Are stock portfolio selection algorithms, like the universal portfolio algorithm, applicable to forex markets, treating each currency like a stock?
1 vote
30 views

### How to dynamically update/calculate the price if we have the following values?

Need to update/calculate the price, the given values are: Reserve (Stock) (higher the price can be lower) Cost (the higher, the price can be higher) Sales Speed (the higher, the price can be higher) ...
3k views

### Code finding all stable matchings in one-to-one problem

Do you know of any publicly available code in python or R (or any other free high level language) that returns all the stable matchings for any one-to-one matching problem? Note: This is related but ...
1k views

### Computing Boston and TTC in Python

This is somewhat of a follow up question to Available code for computing solutions to matching algorithms?. In the above question, I got great answers, but all of them were for ...
76 views

### Is there an algorithm to find as many NE as possible in this generalized second price auction?

Suppose three advertisers, I, II, III are participating in an auction for three positions for online advertising, top, middle and bottom. Assume that click per second for a position is not affected ...
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3k views

### Available code for computing solutions to matching algorithms?

The question of designing matching procedure (between high-schools and students, med intern and hospitals, kidney donors and receivers,...) has been widely studied by economists and vastly contributed ...
45 views

### trading security volume that affects price

Curious if there's a formula for this. There are some notorious cases of software (accidentally) and people (purposefully) quickly unloading a given security, causing the price to (temporarily, ...
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