Clearing time randomization and transaction fees for auction market design
By Thibaut Mastrolia, Tianrui Xu
Rating
1560
Battle Count: 93
Relevance
9/10
Highly relevant for market makers and traders participating in auction markets, provides insights on optimal timing and fee structures
Implementation Complexity
7/10
Requires advanced mathematical knowledge and numerical optimization techniques
Reproducibility
4/5
Detailed mathematical models and numerical methods provided, but specific code not included
About this paper
Methodology: Optimal control and stopping. Problem types: Optimization, Market Making, Auction Design.
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