File size: 2,392 Bytes
1980258 a6222b0 1980258 b91c767 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 |
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="UTF-8">
<meta name="citation_arxiv_id" content="2511.20606">
<title>Limit Order Book Dynamics in Matching Markets</title>
<link rel="stylesheet" href="style.css">
<style>
body {
font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Roboto, Helvetica, Arial, sans-serif;
padding: 40px;
max-width: 900px;
margin: auto;
line-height: 1.65;
}
h1 { font-size: 2.2em; }
.paper-links a {
background: #4e79ff;
color: white;
padding: 10px 16px;
border-radius: 8px;
text-decoration: none;
margin-right: 10px;
}
.code-link { background: #ff5f5f !important; }
.section { margin-top: 40px; }
</style>
</head>
<body>
<h1>Limit Order Book Dynamics in Matching Markets</h1>
<p><strong>Yao Wu, Westlake University</strong></p>
<div class="paper-links">
<a href="https://arxiv.org/abs/2511.20606" target="_blank">📄 arXiv Paper</a>
<a class="code-link" href="https://github.com/Republic1024/Limit-Order-Matching-Microstructure" target="_blank">💻 GitHub Code</a>
</div>
<div class="section">
<h2>Abstract</h2>
<p>
This project studies matching markets as a microstructure system built around
bid–ask spreads, liquidity droughts, and execution constraints.
It formalizes matching decisions as limit-order-book executions, demonstrating
that linear compensation cannot close structural preference gaps unless it
induces identity collapse. A dynamic execution threshold explains settling,
high-tier instant matches, and post-match regret (slippage).
</p>
</div>
<div class="section">
<h2>Repository Overview</h2>
<p>
This Space mirrors the GitHub repository and provides a lightweight static
homepage for the associated arXiv paper. All experiments, plots, and simulation
code are available on GitHub.
</p>
</div>
<div class="section">
<h2>How to Use</h2>
<ul>
<li>Visit GitHub for full code and figures</li>
<li>Read the arXiv paper for theoretical details</li>
<li>All images are hosted remotely to comply with HF static Space rules</li>
</ul>
</div>
<div class="section">
<h2>Citation</h2>
<pre>
Wu, Y. (2025). Limit Order Book Dynamics in Matching Markets:
Microstructure, Spread, and Execution Slippage.
arXiv:2511.20606.
</pre>
</div>
</body>
</html>
|