Pricing and clearing combinatorial markets with singleton and swap orders. Efficient algorithms for the futures opening auction problem (Q2014365)
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scientific article
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| English | Pricing and clearing combinatorial markets with singleton and swap orders. Efficient algorithms for the futures opening auction problem |
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Pricing and clearing combinatorial markets with singleton and swap orders. Efficient algorithms for the futures opening auction problem (English)
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11 August 2017
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equilibrium problems
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hierarchical objectives
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linear programming
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network flows
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combinatorial auctions
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futures exchanges
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0.7854519486427307
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0.7548912763595581
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0.723775327205658
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