This dissertation investigates the emergence of the Frequent Batch Auction (FBA) as a new auction mechanism for financial exchanges. It aims to explore the performance of academically established algorithms, previously examined in Continuous Double Auctions, when simulated in an FBA. To achieve...

I show that frequent batch auctions for stocks have the potential to reduce the severity of stock price crashes when they occur. For a given sequence of orders from a continuous electronic limit order book market, matching orders using one second apart batch auctions results in nearly the same...

I show that frequent batch auctions for stocks have the potential to reduce the severity of stock price crashes when they occur. For a given sequence of orders from a continuous electronic limit order book market, matching orders using one second apart batch auctions results in nearly the same...

In der Tradition von "The Second Machine Age" erscheint das erste Buch über das nächste Internet: das Metaverse. Der Begriff "Metaverse" ist plötzlich überall, von Debatten über "Fortnite" über die Seiten der New York Times bis hin zu den Reden von Mark Zuckerberg. Aber was genau ist das...

Traditionally, fiscal data for policy analysis are derived from official reports that, depending on the country, are published either monthly, quarterly or annually, often with significant time lags. However, innovations in digitalization of government payments and accounting systems mean that...

Traditionally, fiscal data for policy analysis are derived from official reports that, depending onthe country, are published either monthly, quarterly or annually, often with significant time lags.However, innovations in digitalization of government payments and accounting systems meanthat...

This Element deals with the know-how and show-how to accomplish high velocity business operations. The basis of these operations is real-time data and low latency processing. Relevant applications are pervasive due to the emerging technologies of IoT, 5G, AI and data analytics. This Element...

This fundamental guide on programmatic advertising explains in detail how automated, data-driven advertising really works in practice and how the right adoption leads to a competitive advantage for advertisers, agencies and media. The new way of planning, steering and measuring marketing may...

In this paper, we study the problem of scheduling and dispatching vehicles in vehicle-based internal transport systems within warehouses and production facilities. We develop and use two rolling horizon policies to solve real-time vehicle scheduling problems. To solve static instances of...