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New and simple algorithms for stable flow problems
Cseh, Ágnes; Matuschke, Jannik - 2018
it to the stable allocation problem.We present an augmenting path algorithm for computing a stable flow, the first … algorithm that achieves polynomial running time for this problem without using stable allocations as a black-box subroutine. We … this problem, we present an elegant graph transformation and based on this, we devise a simple and fast algorithm, which …
Persistent link: https://www.econbiz.de/10012290264
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Popular matchings in complete graphs
Cseh, Ágnes; Kavitha, Telikepalli - 2020
Our input is a complete graph G on n vertices where each vertex has a strictranking of all other vertices in G. The goal is to construct a matching in G that is "globallystable" or popular. A matching M is popular if M does not lose a head-to-head election againstany matching M': here each...
Persistent link: https://www.econbiz.de/10012211577
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Understanding popular matchings via stable matchings
Cseh, Ágnes; Faenza, Yuri; Kavitha, Telikepalli; … - 2020
graph. Results from the literature seem to suggest that stable and dominant matchings behave, from a complexity theory point …
Persistent link: https://www.econbiz.de/10012290306
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Popular matchings in complete graphs
Cseh, Ágnes; Kavitha, Telikepalli - 2020
Our input is a complete graph G on n vertices where each vertex has a strictranking of all other vertices in G. The goal is to construct a matching in G that is "globallystable" or popular. A matching M is popular if M does not lose a head-to-head election againstany matching M': here each...
Persistent link: https://www.econbiz.de/10012290307
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Understanding popular matchings via stable matchings
Cseh, Ágnes; Faenza, Yuri; Kavitha, Telikepalli; … - 2020
graph. Results from the literature seem to suggest that stable and dominant matchings behave, from a complexity theory point …
Persistent link: https://www.econbiz.de/10012211535
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Integer programming methods for special college admissions problems
Ágoston, Kolos Csaba; Biró, Péter; McBride, Iain - 2016
college admissions problem NP-hard to solve. Currently, a heuristic based on the Gale-Shapley algorithm is being used in the …
Persistent link: https://www.econbiz.de/10011562748
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Stable project allocation under distributional constraints
Ágoston, Kolos Csaba; Biró, Péter; Szántó, Richárd - 2017
In a two-sided matching market when agents on both sides have preferences the stability of the solution is typically the most important requirement. However, we may also face some distributional constraints with regard to the minimum number of assignees or the distribution of the assignees...
Persistent link: https://www.econbiz.de/10012010799
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Metropolis-Hastings prefetching algorithms
Strid, Ingvar (contributor) - 2008 - Rev. December 2, 2009
Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based … random walk Metropolis-Hastings algorithm is obtained for a special case and it is shown to decrease in the number of …
Persistent link: https://www.econbiz.de/10003779724
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Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance
Homescu, Cristian - 2011
Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an overview of adjoint and automatic differentiation (AD), also known as algorithmic...
Persistent link: https://www.econbiz.de/10013125827
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Generalized Optimal Wavelet Decomposing Algorithm for Big Financial Data
Sun, Edward - 2016
decomposition algorithm) that allows us to deconstruct price series into the true efficient price and microstructure noise …
Persistent link: https://www.econbiz.de/10013001056