I study online and batch matching algorithms for two-sided markets. Comparisons are made via simulations where I replicate agents with stochastic arrival/departure times and valuations. Work in progress.
- traders.py: Simulates agents who arrive to the platform according to Poisson process, and departs stochastically. Their valuations are also drawn iid from some distribution.
- mechanism.py: Four dynamic matching algorithms. Online algorithms adapted from Blum et al. 2006 (https://www.cs.cmu.edu/~sandholm/online_clearing.jacm.pdf).
- main.py: Main program to import and run the above files and plot using matplotlib and pandas.
Avrim Blum, Tuomas Sandholm, and Martin Zinkevich. Online algorithms for marketclearing.Journal of the ACM (JACM), 53(5):845–879, 2006.