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We focus on the one-to-one two-sided matching model with two disjoint sets of agents of equal size, where each agent in a set has preferences on the agents in the other set modeled by a linear order. A matching mechanism associates a set of…

Theoretical Economics · Economics 2024-11-27 Daniela Bubboloni , Michele Gori , Claudia Meo

We study dynamic matching in exchange markets with easy- and hard-to-match agents. A greedy policy, which attempts to match agents upon arrival, ignores the positive externality that waiting agents generate by facilitating future matchings.…

Theoretical Economics · Economics 2019-06-14 Itai Ashlagi , Afshin Nikzad , Philipp Strack

We introduce and analyze a variation of the Bertrand game in which the revenue is shared between two players. This game models situations in which one economic agent can provide goods/services to consumers either directly or through an…

The role of a market maker is to simultaneously offer to buy and sell quantities of goods, often a financial asset such as a share, at specified prices. An automated market maker (AMM) is a mechanism that offers to trade according to some…

Computer Science and Game Theory · Computer Science 2024-02-15 Michael J. Curry , Zhou Fan , David C. Parkes

We consider a simple simultaneous first price auction for multiple items in a complete information setting. Our goal is to completely characterize the mixed equilibria in this setting, for a simple, yet highly interesting, {\tt AND}-{\tt…

Computer Science and Game Theory · Computer Science 2012-10-08 Avinatan Hassidim , Haim Kaplan , Yishay Mansour , Noam Nisan

We study a dynamic matching setting where homogeneous agents arrive at random according to a Poisson process and randomly form edges yielding a sparse market. Agents stay in the market according to a certain sojourn time and wait to be…

Data Structures and Algorithms · Computer Science 2025-11-27 Johannes Bäumler , Martin Bullinger , Stefan Kober , Donghao Zhu

We present a novel agent-based approach to simulating an over-the-counter (OTC) financial market in which trades are intermediated solely by market makers and agent visibility is constrained to a network topology. Dynamics, such as changes…

Econometrics · Economics 2024-05-07 James T. Wilkinson , Jacob Kelter , John Chen , Uri Wilensky

We study gains from trade in multi-dimensional two-sided markets. Specifically, we focus on a setting with $n$ heterogeneous items, where each item is owned by a different seller $i$, and there is a constrained-additive buyer with…

Computer Science and Game Theory · Computer Science 2022-03-15 Yang Cai , Kira Goldner , Steven Ma , Mingfei Zhao

A breakthrough of Ashlagi, Kanoria, and Leshno [AKL17] found that imbalance in the number of agents on either side of a random matching market has a profound effect on the market's expected characteristics. Specifically, across all stable…

Computer Science and Game Theory · Computer Science 2021-03-12 Linda Cai , Clayton Thomas

We study truthful mechanisms for welfare maximization in online bipartite matching. In our (multi-parameter) setting, every buyer is associated with a (possibly private) desired set of items, and has a private value for being assigned an…

Computer Science and Game Theory · Computer Science 2024-02-20 Michal Feldman , Federico Fusco , Stefano Leonardi , Simon Mauras , Rebecca Reiffenhäuser

Prediction markets provide an efficient means to assess uncertain quantities from forecasters. Traditional and competitive strictly proper scoring rules have been shown to incentivize players to provide truthful probabilistic forecasts.…

Computer Science and Game Theory · Computer Science 2012-02-20 SangIn Chun , Ross D. Shachter

In two-sided matching markets, the agents are partitioned into two sets. Each agent wishes to be matched to an agent in the other set and has a strict preference over these potential matches. A matching is stable if there are no blocking…

Computer Science and Game Theory · Computer Science 2013-02-26 Georgios Askalidis , Nicole Immorlica , Emmanouil Pountourakis

Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…

Computer Science and Game Theory · Computer Science 2020-03-05 Daniel Lehmann

Many interesting problems in the Internet industry can be framed as a two-sided marketplace problem. Examples include search applications and recommender systems showing people, jobs, movies, products, restaurants, etc. Incorporating…

Artificial Intelligence · Computer Science 2020-06-24 Kinjal Basu , Cyrus DiCiccio , Heloise Logan , Noureddine El Karoui

We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges.…

General Finance · Quantitative Finance 2018-03-14 Carlo Brugna , Giuseppe Toscani

A combinatorial market consists of a set of indivisible items and a set of agents, where each agent has a valuation function that specifies for each subset of items its value for the given agent. From an optimization point of view, the goal…

Computer Science and Game Theory · Computer Science 2023-01-05 Kristóf Bérczi , Laura Codazzi , Julian Golak , Alexander Grigoriev

Booking.com is a virtual two-sided marketplace where guests and accommodation providers are the two distinct stakeholders. They meet to satisfy their respective and different goals. Guests want to be able to choose accommodations from a…

Information Retrieval · Computer Science 2018-02-12 Themis Mavridis , Pablo Estevez , Lucas Bernardi

An agent-based model with interacting low frequency liquidity takers inter-mediated by high-frequency liquidity providers acting collectively as market makers can be used to provide realistic simulated price impact curves. This is possible…

Trading and Market Microstructure · Quantitative Finance 2021-08-23 Ivan Jericevich , Patrick Chang , Tim Gebbie

Market power exercise in the electricity markets distorts market prices and diminishes social welfare. Many markets have implemented market power mitigation processes to eliminate the impact of such behavior. The design of mitigation…

Optimization and Control · Mathematics 2022-11-08 Yiqian Wu , Jip Kim , James Anderson

This paper studies a delegation problem faced by the planner who wants to regulate receivers' reaction choices in markets for matching between receivers and senders with signaling. We provide a noble insight into the planner's willingness…

Theoretical Economics · Economics 2023-03-17 Seungjin Han , Alex Sam , Youngki Shin
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