Interpreting Prediction Markets: A Stochastic Approach
Frongillo, Rafael M; Della Penna, Nicolas; Reid, Mark
Description
We strengthen recent connections between prediction markets and learning by showing that a natural class of market makers can be understood as performing stochastic mirror descent when trader demands are sequentially drawn from a fixed distribution. This
Collections | ANU Research Publications |
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Date published: | 2012 |
Type: | Conference paper |
URI: | http://hdl.handle.net/1885/65138 |
Source: | NEURAL INFORMATION PROCESSING SYSTEMS. Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012 |
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01_Frongillo_Interpreting_Prediction_2012.pdf | 1.24 MB | Adobe PDF | Request a copy |
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