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We consider the algebra of Hecke correspondences (elementary transformations at a single point) acting on the algebraic K-theory groups of the moduli spaces of stable sheaves on a smooth projective surface S. We derive quadratic relations between the Hecke correspondences, and compare the algebra they generate with the Ding-Iohara-Miki algebra (at a suitable specialization of parameters), as well as with a generalized shuffle algebra.

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