MUDA: A Truthful Multi-Unit Double-Auction Mechanism

Authors: Erel Segal-Halevi, Avinatan Hassidim, Yonatan Aumann

AAAI 2018 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental We complement our worst-case analysis that depends on k with simulations of both variants of MUDA on agents drawn from both synthetic and realistic distributions. The simulations show that, when valuations are random (and not worst-case), the competitive-ratio of MUDA increases with the number of traders. These are presented in Section 6. [...] 6 Simulations To complement our theoretic analysis, we simulated MUDA on traders with valuations sampled both from a synthetic distribution and an empirical distribution based on real stock-exchange data.
Researcher Affiliation Academia Erel Segal-Halevi Ariel University Ariel, Israel 40700 Avinatan Hassidim, Yonatan Aumann Bar-Ilan University Ramat-Gan, Israel 52900
Pseudocode No The paper describes the MUDA general scheme with numbered steps but it is not formatted as pseudocode (e.g., using if/else or loops with indentation) or explicitly labeled "Pseudocode" or "Algorithm".
Open Source Code Yes Source code for reproducing the experiments is available at https://github.com/erelsgl/economics.
Open Datasets Yes In the second experiment, we used the TORQ database (Hasbrouck 1992; Lee and Radhakrishna 2000).
Dataset Splits No No specific training, validation, or test dataset splits (percentages, counts, or explicit standard splits) were mentioned.
Hardware Specification No No specific hardware details (like GPU or CPU models, memory, or cloud instance types) used for running experiments were provided.
Software Dependencies No No specific software dependencies with version numbers were mentioned.
Experiment Setup Yes In the first experiment, for each agent, we sampled M/m values from a uniform distribution with support [V A, V + A]. We considered each of these values as the marginal-value of m virtual-traders, so that each agent has M virtualtraders. We ordered the values in decreasing order to get DMR valuations. In the experiments, we took m = 100 and V = 500 and varied the noise-amplitude A between 50 and 450. Here we show the results for A = 250; varying A did not have much effect on the results. We repeated each experiment 100 times and averaged the results.