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Interpreting Prediction Markets: A Stochastic Approach

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dc.contributor.authorFrongillo, Rafael M
dc.contributor.authorDella Penna, Nicolas
dc.contributor.authorReid, Mark
dc.contributor.editorBartlett, P.
dc.coverage.spatialLake Tahoe Nevada USA
dc.date.accessioned2015-12-10T23:16:36Z
dc.date.createdDecember 3-6 2012
dc.date.issued2012
dc.date.updated2019-05-19T08:21:28Z
dc.description.abstractWe 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
dc.identifier.isbn9781627480031
dc.identifier.urihttp://hdl.handle.net/1885/65138
dc.publisherNeural Information Processing Systems Foundation
dc.relation.ispartofseriesNeural Information Processing Systems Conference (NIPS 2012)
dc.sourceNEURAL INFORMATION PROCESSING SYSTEMS. Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012
dc.source.urihttp://www.proceedings.com/17576.html
dc.source.urihttp://papers.nips.cc/paper/4529-interpreting-prediction-markets-a-stochastic-approach
dc.subjectKeywords: Making mechanism; Market analysis; Optimization problems; Prediction markets; Stationary points; Stochastic approach; Traditional markets; Walrasian equilibrium; Costs; Learning algorithms; Random processes; Stochastic systems; Commerce
dc.titleInterpreting Prediction Markets: A Stochastic Approach
dc.typeConference paper
local.bibliographicCitation.lastpage9
local.bibliographicCitation.startpage1
local.contributor.affiliationFrongillo, Rafael M, University of California
local.contributor.affiliationDella Penna, Nicolas, College of Engineering and Computer Science, ANU
local.contributor.affiliationReid, Mark, College of Engineering and Computer Science, ANU
local.contributor.authoruidDella Penna, Nicolas, u4941783
local.contributor.authoruidReid, Mark, u4466898
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor080109 - Pattern Recognition and Data Mining
local.identifier.absseo970108 - Expanding Knowledge in the Information and Computing Sciences
local.identifier.ariespublicationu4334215xPUB1057
local.identifier.scopusID2-s2.0-84877756866
local.type.statusPublished Version

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