Prediction Markets for Machine Learning: Equilibrium Behaviour through Sequential Markets
Prediction markets which trade on contracts representing unknown future outcomes are designed specifically to aggregate expert predictions via the market price. While there are some existing machine learning interpretations for the market price and connections to Bayesian updating under the equilibrium analysis of such markets, there is less of an understanding of what the instantaneous price in sequentially traded markets means. In this thesis I show that the prices generated in...[Show more]
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