Terence Kelly. Offline Algorithms in Low-Frequency Trading: Clearing Combinatorial Auctions. ACM Queue, 18(6):37-51, 2020. [doi]
@article{Kelly20c,
title = {Offline Algorithms in Low-Frequency Trading: Clearing Combinatorial Auctions},
author = {Terence Kelly},
year = {2020},
doi = {10.1145/3442632.3448307},
url = {https://doi.org/10.1145/3442632.3448307},
researchr = {https://researchr.org/publication/Kelly20c},
cites = {0},
citedby = {0},
journal = {ACM Queue},
volume = {18},
number = {6},
pages = {37-51},
}