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java.lang.Objectedu.cuny.cat.market.AuctioneerPolicy
edu.cuny.cat.market.matching.ShoutEngine
edu.cuny.cat.market.matching.LazyMaxVolumeShoutEngine
edu.cuny.cat.market.matching.ThetaShoutEngine
edu.cuny.cat.market.matching.AdaptiveThetaShoutEngine
public class AdaptiveThetaShoutEngine
An adaptive version of ThetaShoutEngine in which theta
starts at 0 and increases in the later rounds of a day so as to increase
transaction volume and avoid making intra-marginal traders extremely unhappy
at the same time.
| Field Summary | |
|---|---|
protected int |
dayLen
|
static int |
START_DAY
|
protected int |
startRound
|
| Fields inherited from class edu.cuny.cat.market.matching.ThetaShoutEngine |
|---|
DEFAULT_THETA, orderly, P_DEF_BASE, P_ORDERLY, P_THETA, theta |
| Fields inherited from class edu.cuny.cat.market.matching.LazyMaxVolumeShoutEngine |
|---|
asks, bids, bIn, bOut, matchingVolume, sIn, sOut, uniform |
| Fields inherited from class edu.cuny.cat.market.matching.ShoutEngine |
|---|
AscendingOrder, DescendingOrder |
| Fields inherited from class edu.cuny.cat.market.AuctioneerPolicy |
|---|
auctioneer |
| Constructor Summary | |
|---|---|
AdaptiveThetaShoutEngine()
|
|
| Method Summary | |
|---|---|
void |
eventOccurred(AuctionEvent event)
|
| Methods inherited from class edu.cuny.cat.market.matching.ThetaShoutEngine |
|---|
calculateEquilibriumQuantity, calculateMatchingQuantity, calculateUnorderlyQuantity, getDemandAboveLowestAsk, getOrderly, getTheta, matchShouts, setOrderly, setTheta, setup, toString, validateTheta |
| Methods inherited from class edu.cuny.cat.market.matching.ShoutEngine |
|---|
getMatchedShouts |
| Methods inherited from class edu.cuny.cat.market.AuctioneerPolicy |
|---|
getAuctioneer, initialize, setAuctioneer |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait |
| Field Detail |
|---|
public static final int START_DAY
protected int dayLen
protected int startRound
| Constructor Detail |
|---|
public AdaptiveThetaShoutEngine()
| Method Detail |
|---|
public void eventOccurred(AuctionEvent event)
eventOccurred in interface AuctionEventListenereventOccurred in class AuctioneerPolicy
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