Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
-
Updated
Nov 14, 2021 - Python
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
HAMLET: Hierarchical Agent-based Markets for Local Energy Trading
Rajomon: Decentralized and Coordinated Overload Control for Latency-Sensitive Microservices
Implementation of the Gale-Shapley (also known as deferred acceptance) and Top Trading Cycle (TTC) algorithms for 2-sided matching
Simulate the RSD (Random Serial Dictatorships) algorithm.
The works are mostly based on Irving's paper An Efficient Algorithm for the “Stable Roommates” Problem (1985)
Cryptoeconomics research group's repository
Course reader for Nobel laureate Paul Milgrom's market design course (ECON 136) at Stanford.
Codes and notebooks used for the paper.
Clearing Conditional Commitments — working paper draft v1 (Timothy J. Miano, June 2026)
Seminar allocation app based on a market-design approach using the Roth-Pearson algorithm with couples (HRI).
Simulator and adversarial red-team harness for the sealed-bid second-price reverse auction behind invoice early-payment financing, with LLM bidding agents and a Streamlit UI.
Archived snapshot: smart-contract prototype of a four-stage reverse procurement auction on the blockchain. Mechanism design meets Solidity.
Research notes on cryptoeconomic systems, market design, and protocol mechanisms.
Refusal-capacity assessment and option-pricing desk for coercive supply rerouting demands — pricing the right to say no
Add a description, image, and links to the market-design topic page so that developers can more easily learn about it.
To associate your repository with the market-design topic, visit your repo's landing page and select "manage topics."