scholarly journals Maximum Matching and Linear Programming in Fixed-Point Logic with Counting

2013 ◽  
Author(s):  
Matthew Anderson ◽  
Anuj Dawar ◽  
Bjarki Holm
Keyword(s):  
Fixed Point ◽  
Linear Programming ◽  
Maximum Matching

scholarly journals Combination trading with limit orders

1997 ◽  
Vol 1 (2) ◽  
pp. 133-150 ◽  
Author(s):  
Henry Schellhorn
Keyword(s):  
Fixed Point ◽  
Linear Programming ◽  
Mutual Funds ◽  
Contraction Mapping ◽  
Homotopy Theory ◽  
Programming Approach ◽  
Optimal Price ◽  
Fixed Point Algorithm ◽  
Limit Orders ◽  
Mapping Theory

We model the exchange of commodities that are contingent upon each other, when traders place mostly limit orders. Examples include: 1) a market of financial futures where future spreads are also traded, 2) a market of mutual funds and stocks, 3) a market of options and stocks, under the viewpoint that they are both combinations of Arrow-Debreu securities. We prove that consistent prices are optimal. We develop a fixed-point algorithm to compute an optimal price and allocation. The algorithm combines ideas from contraction mapping theory and from homotopy theory. It is much faster than a traditional linear programming approach.

Mental equilibrium: Identifying fixed-point attractors in the stream of thought

2003 ◽  
Author(s):  
Robin R. Vallacher ◽  
Andrzej Nowak ◽  
Matthew Rockloff
Keyword(s):  
Fixed Point
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