Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 13 of 13 for “"Double-Auction"”.
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Analysis and design of competing double auction marketplaces
The double auction, a highly efficient market mechanism, has been widely used by both traditional and online exchanges. However, with the globalisation of the economy, these marketplaces increasingly need to compete with each other to attract traders and charge suitable fees to make profits. In …
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Robustness of the k-double auction under Knightian uncertainty
… robustness of private value and common value k-double auctions when those markets are populated by regret minimizers. Regret minimizing agents, unlike typical expected utility maximizers, need not commit to a single prior in their decision rule. In fact, it is a feature of the minimax regret …
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The market economy of trips
… (MET) explores a new operation model based on a double auction market where cost-minimizing users are both buyers and sellers of trip rights while profit-maximizing stations are competing auctioneers that trade them. Trip rights are priced relatively to the inventory needs of origin and …
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Market Simulations with a Matching Engine
… and management processes in a continuous-double auction. Estimation and calibration to the subsequent trade-and-quote data results in a model specification statistically different from the original — providing insight into the limits of the software, inference conducted on HFT models and …
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Analysis of Blockchain-based Smart Contracts for Peer-to-Peer Solar Electricity Transactive Markets
… and explores a comparative analysis of different auction mechanisms that form the basis of smart contracts. Considered auction mechanisms are discriminatory and uniform k-Double Auction with different k values. This thesis also investigates effects of four consumer and prosumer bidding strategies: …
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Assessing the role of human behaviors in the management of extreme hydrological events: an agent-based modeling approach
… hypothetical agricultural water market based on double auction. Farmers’ multiple behaviors (irrigation and bidding behaviors) are modeled in an ABM framework. The impacts of the interplay of these behaviors on water market performance are evaluated under various hydrological conditions. The …
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Performance and functional enhancement of artificial market psychology simulator
… system that includes the MIT Web Market - a double-auction engine for securities trading and RStudio - a physiology data acquisition software. The AMPS system controls price patterns and induces market events in an adaptive fashion. This research improves the performance and functioning of …
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Approaches to mechanism design with boundedly rational agents
… a market environment: unit-demand, private-value double auction markets. This chapter quantitatively studies the tradeoff between inefficiency and susceptibility to manipulation, among all possible mechanisms for such markets. The main result approximately locates the possibility frontier, pinning …
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Essays on Auctions in Financial Markets
This thesis studies the design of auctions used in financial markets. The first chapter studies the market for Credit Default Swaps (CDS), which are financial derivative products that insure bond investors against default. Determining their payout is complicated because the volume of insurance is …
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Electrical Load Disaggregation and Demand Response in Commercial Buildings
… the determination of an optimal bid price for double auctioning between the user and the electric utility, in addition to a load scheduling algorithm that controls single floor HVAC and lighting loads in a commercial building, considering user preferences and load priorities. A number of case …
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Multiple-Target Tracking in Complex Scenarios
… agents, and the interaction among them as a double sided market with both consumers and producers. We propose an iterative double auction mechanism for computing the equilibrium of such a market. We relate the equilibrium point to the solutions of SS, RA and DF.</p><p>Third, we address MTT …
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Three Essays on Emotion, Coordination, and Economic Behavior
… assets with stochastic dividends in a continuous double-auction market. This method allows us to directly compare the price and trading volume across markets under different emotional states, while holding other variables constant. The results show that exogenously inducing emotions does not …
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Integrating Pro-Environmental Behavior with Transportation Network Modeling: User and System Level Strategies, Implementation, and Evaluation
… to trade carbon credits in a market modeled as a double auction game. Random parameter models are estimated to examine the impact of PMCA on short-term travel decisions. Further, to assess the impact at system level, a multi-class dynamic user equilibrium model is formulated that captures the …