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Convergence Analysis of Prediction Markets via Randomized Subspace Descent

Frongillo, Rafael; Reid, Mark


Prediction markets are economic mechanisms for aggregating information about future events through sequential interactions with traders. The pricing mechanisms in these markets are known to be related to optimization algorithms in machine learning and through these connections we have some understanding of how equilibrium market prices relate to the beliefs of the traders in a market. However, little is known about rates and guarantees for the convergence of these sequential mechanisms, and two...[Show more]

CollectionsANU Research Publications
Date published: 2015
Type: Conference paper
Source: Reflection, Refraction and Hamiltonian Monte Carlo


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