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<html>
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</html>
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<!DOCTYPE html>
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<html lang="en">
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<head>
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<meta charset="UTF-8">
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<title>Limit Order Book Dynamics in Matching Markets</title>
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<link rel="stylesheet" href="style.css">
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<style>
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body {
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font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Roboto, Helvetica, Arial, sans-serif;
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padding: 40px;
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max-width: 900px;
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margin: auto;
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line-height: 1.65;
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}
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h1 { font-size: 2.2em; }
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.paper-links a {
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background: #4e79ff;
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color: white;
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padding: 10px 16px;
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border-radius: 8px;
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text-decoration: none;
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margin-right: 10px;
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}
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.code-link { background: #ff5f5f !important; }
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.section { margin-top: 40px; }
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</style>
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</head>
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<body>
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<h1>Limit Order Book Dynamics in Matching Markets</h1>
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<p><strong>Yao Wu, Westlake University</strong></p>
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<div class="paper-links">
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<a href="https://arxiv.org/abs/2511.20606" target="_blank">📄 arXiv Paper</a>
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<a class="code-link" href="https://github.com/Republic1024/Limit-Order-Matching-Microstructure" target="_blank">💻 GitHub Code</a>
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</div>
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<div class="section">
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<h2>Abstract</h2>
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<p>
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This project studies matching markets as a microstructure system built around
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bid–ask spreads, liquidity droughts, and execution constraints.
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It formalizes matching decisions as limit-order-book executions, demonstrating
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that linear compensation cannot close structural preference gaps unless it
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induces identity collapse. A dynamic execution threshold explains settling,
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high-tier instant matches, and post-match regret (slippage).
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</p>
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</div>
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<div class="section">
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<h2>Repository Overview</h2>
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<p>
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This Space mirrors the GitHub repository and provides a lightweight static
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homepage for the associated arXiv paper. All experiments, plots, and simulation
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code are available on GitHub.
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</p>
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</div>
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<div class="section">
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<h2>How to Use</h2>
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<ul>
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<li>Visit GitHub for full code and figures</li>
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<li>Read the arXiv paper for theoretical details</li>
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<li>All images are hosted remotely to comply with HF static Space rules</li>
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</ul>
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</div>
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<div class="section">
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<h2>Citation</h2>
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<pre>
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Wu, Y. (2025). Limit Order Book Dynamics in Matching Markets:
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Microstructure, Spread, and Execution Slippage.
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arXiv:2511.20606.
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</pre>
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</div>
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</body>
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</html>
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