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SSRN Electronic Journal, 2023
We propose a new market design for trading financial assets. The design combines three elements: (1) Orders are downward-sloping linear demand curves with quantities expressed as flows; (2) Markets clear in discrete time using uniform-price batch auctions; (3) Traders may submit orders for portfolios of assets, expressed as arbitrary linear ...
Budish, Eric +4 more
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We propose a new market design for trading financial assets. The design combines three elements: (1) Orders are downward-sloping linear demand curves with quantities expressed as flows; (2) Markets clear in discrete time using uniform-price batch auctions; (3) Traders may submit orders for portfolios of assets, expressed as arbitrary linear ...
Budish, Eric +4 more
openaire +2 more sources
Vector Flows and Integer Flows
SIAM Journal on Discrete Mathematics, 2015Summary: A vector \({S}^d\)-flow is a flow whose flow values are vectors in \(S^d\), where \(S^d\) is the set of all unit vectors in \(\mathbb{R}^{d+1}\). \textit{K. Jain} [``Unit vector flows'', in: Open Problem Garden. Praha: CSI of Charles University (2007); \url{http://www.openproblemgarden.org/op/unit_vector_flows}] and \textit{C.
Wang, Yi +3 more
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