本次Marketing代写主要是市场设计相关
GU 4260 Spring 21 — Assignment
3

仔细写下您的答案。简明扼要(不要写小说)。成绩的10%与您的写作质量有关(英语,简洁明了)。

您所有的答案都必须合理

问题1我们考虑交易者针对表1中给出的相同安全性提交的订单顺序。到达顺序与表中的顺序相同(即,A的顺序是第一个,然后是B,然后是C,…)。 。在第一个订单到达之前,这本书是空的。

交易方向

卖出

类型

限制
限制
限制
立即或取消
限制8 1

极限8.3 7

极限8.7 4立即或取消11.4 1极限12 8极限9.1 8立即或取消11.2 5极限8.9 2极限9 3

表1:提交的订单

价格数量

买买买买买买卖卖买买买买卖M卖

8.9 8 10.7 4 11.1 3

B C D E F G H I J K L

8.2 3

对于每个交易者,如果我们使用连续限价订单簿协议,请给出出售/购买资产的数量和价格。对于购买/出售的每个数量,请说明交易者是流动性接受者还是流动性提供者。

对于每个交易者,如果我们使用双重拍卖来等待最后一个交易者的订单到达进行拍卖并考虑所有订单(例如,包括“立即或-取消”订单)。

问题2我们考虑以下匹配问题,其中有4个学生(i1,i2,i3和i4)和4个学校(s1,s2,s3和s4)。每所学校的容量等于1。

表2给出了学生的偏好,表3给出了学校的优先级。表2中缺少一些条目:

•i2的第二和第三最喜欢的学校; •i3最受青睐的学校排名第一和第二;

1个

完成表2中学生的偏好,以便DA算法和学生提出的建议以7个步骤运行。

您的答案应在每个步骤以及最终流程中显示建议和接受/拒绝的决定。

在执行波士顿算法时,请使用完整的首选项来计算分配。

您的答案应在每个步骤以及最终流程中显示建议和接受/拒绝的决定。

Pi1 Pi2 Pi3 Pi4 s4s4 s2 s3 s3 s2 s2s1 s1 s1 s1 s4

表2:学生的偏好

容量→

1 1 1 1

Ps1 Ps2 Ps3 Ps4 i4 i3 i2 i1 i2 i4 i3 i4 i1 i1 i4 i2 i3 i2 i1 i3

表3:学校的优先事项

2个

Write your answers carefully. Be concise (don’t write a novel). 10% of the grade will be related to the quality of your writing (English, being clear, and concise).

All your answers have to be justified

Problem 1 We consider the sequence of orders submitted by trader for the same security given in Table 1. The order of arrival is the same as in the table (i.e., A’s order is the first, then B, then C, . . . ). The book is empty before the first order arrives.

Trader Direction

A sell

Type

limit
limit
limit
immediate or cancel
limit 8 1

limit 8.3 7

limit 8.7 4 immediate or cancel 11.4 1 limit 12 8 limit 9.1 8 immediate or cancel 11.2 5 limit 8.9 2 limit 9 3

Table 1: Submitted orders

Price Quantity

buy sell buy buy sell buy sell sell buy buy sell M sell

8.9 8 10.7 4 11.1 3

B C D E F G H I J K L

8.2 3

  1. For each trader, give the quantity and price at which the asset is sold/bought if we use the continuous limit order book protocol. For each quantity bought/sold say whether the trader was a liquidity taker or liquidity provider.
  2. For each trader, give the quantity and price at which the asset is sold/bought if we use a double auction waiting for the last trader’s order to arrive to run the auction and considering all the order (i.e., including the “immediate-or-cancel” orders).

Problem 2 We consider the following matching problem with 4 students (i1,i2,i3, and i4) and 4 schools (s1,s2,s3, and s4). Each school has a capacity equal to 1.

Students’ preferences are given by Table 2 and schools’ priorities are given by Table 3. In Table 2 some entries are missing:

The 2nd and 3rd most preferred schools for i2; The 1st and 2nd most preferred schools for i3;

1

  1. Complete the students’ preferences in Table 2 such that the DA algorithm with students proposing runs in 7 steps.

    Your answer should show the proposals and acceptance/rejection decisions at each step and the final maching.

  2. With the complete preferences calculate the assignment when we run the Boston algo- rithm.

    Your answer should show the proposals and acceptance/rejection decisions at each step and the final maching.

Pi1 Pi2 Pi3 Pi4 s4s4 s2 s3 s3 s2 s2s1 s1 s1 s1 s4

Table 2: Students’ Preferences

capacity

1 1 1 1

Ps1 Ps2 Ps3 Ps4 i4 i3 i2 i1 i2 i4 i3 i4 i1 i1 i4 i2 i3 i2 i1 i3

Table 3: Schools’ Priorities

2


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