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Questions tagged [algorithms]

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23 views

Broyden-Fletcher-Goldfarb-Shanno, L-BFGS-B, PORT

I was looking for advantages and disadvantages of the Broyden-Fletcher-Goldfarb-Shanno algorithm (BFGS), the L-BFGS-B and PORT algorithm in optimization. Which one promises the best results and why?
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1answer
324 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 ...
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1answer
83 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. ...
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0answers
28 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?
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0answers
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) ...
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2answers
849 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 ...
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2answers
586 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 ...
3
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1answer
63 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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2answers
2k 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 ...
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1answer
38 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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0answers
77 views

Simulations Using Binomial Coefficients

In closed loop toy models with a fixed money supply, what are the downsides of calculating probable outcomes with a binomial coefficient? For example, given a toy economy where trades yield a profit ...