arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2403.03046cs.DScs.GT
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交换问题

The Exchange Problem

Mohit Garg, Suneel Sarswat

AI总结:

本研究探讨交易所买卖匹配问题的算法复杂度,提出统一价格匹配的线性时间算法以改进原有O(n log n)时间的算法,并证明动态价格匹配的运行时间下界为Ω(n log n),即现有最优算法已是时间最优。

摘要:

拍卖被广泛应用于交易所中以匹配买卖请求。一旦买家和卖家提交了他们的请求,交易所就会决定这些请求的匹配方式。确定匹配时最常用的两个目标是在统一价格下最大化交易量,以及在动态定价下最大化交易量。在本研究中,我们探讨了由这些匹配任务衍生出的问题的算法复杂度。\n我们提出了一种用于统一价格匹配的线性时间算法,相比此前匹配n个请求需耗时O(n log n)的算法有所改进。对于动态价格匹配,我们确立了其运行时间的下界为Ω(n log n),从而证明了目前已知的最优算法是时间最优的。

英文摘要:

Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the matching are maximizing volume at a uniform price and maximizing volume with dynamic pricing. In this work, we study the algorithmic complexity of the problems arising from these matching tasks. We present a linear time algorithm for uniform price matching which is an improvement over the previous algorithms that take $O(n\log n)$ time to match $n$ requests. For dynamic price matching, we establish a lower bound of $Ω(n \log n)$ on the running time, thereby proving that the currently known best algorithm is time-optimal.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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