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 ...
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2 votes
0 answers
64 views

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 ...
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  • 448
1 vote
0 answers
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 ...
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3 votes
0 answers
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 ...
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2 votes
2 answers
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 ...
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  • 123
0 votes
1 answer
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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], ...
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1 vote
1 answer
109 views

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 ...
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  • 763
1 vote
1 answer
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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 ...
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1 vote
0 answers
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. ...
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1 vote
2 answers
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 ...
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2 votes
1 answer
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 ...
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3 votes
1 answer
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. ...
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1 vote
0 answers
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?
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1 vote
0 answers
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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7 votes
2 answers
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 ...
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4 votes
2 answers
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 ...
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3 votes
1 answer
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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14 votes
2 answers
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 ...
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6 votes
1 answer
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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  • 163
5 votes
0 answers
90 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 ...
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