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Optimized Trading Algorithm
Author

Scott Kiskaddon
Conference

Wolfram Technology Conference 2014
Conference location

Champaign, Illinois, USA
Description

We present an algorithm for ordering trades between players with initial endowments, the Descending Value Serial Dictatorship, solving the Housing Market Problem with Non-Strict Preferences. This allows players to be indifferent between any two assets when deciding what they'd prefer to trade. The resulting assignment is Highest Aggregate Value with the highest probability of all serial orderings. It is Individually Rational, Pareto Optimal, Strategy-Proof, and stable.
Subject

*Wolfram Technology
URL

http://www.wolfram.com/events/technology-conference/2014
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Final Descending Value Serial Dictatorship_Scott Kiskaddon.nb (362.5 KB) - Mathematica Notebook