Interpreting Prediction Markets: A Stochastic Approach
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|
|Source:||NEURAL INFORMATION PROCESSING SYSTEMS. Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012|
|01_Frongillo_Interpreting_Prediction_2012.pdf||1.24 MB||Adobe PDF||Request a copy|
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