Timing is Money: The Impact of Arrival Order in Beta-Bernoulli Prediction Markets
B Martin, S Kutty, and M Chakraborty
2nd ACM International Conference on AI in Finance (ICAIF), Article No.: 41, pages 1–9, November 2021.
Abstract
Prediction markets are incentive-based mechanisms for eliciting and combining the diffused,…
Designing a Combinatorial Financial Options Market
X Wang, DM Pennock, NR Devanur, DM Rothschild, B Tao, and MP Wellman
22nd ACM Conference on Economics and Computation (EC), pages 864-883, July 2021.
Abstract
Financial options are contracts that specify the right to buy or sell an underlying…
Log-time Prediction Markets for Interval Securities
M Dudík, X Wang, D Pennock, and D Rothschild
20th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), pages 465-473, May 2021.
Abstract
We design a prediction market to recover a complete and fully general probability…
Some issues in the design of market-oriented agents
T Mullen and MP Wellman
International Workshop on Agent Theories, Architectures, and Languages (ATAL-95), 1995.
Abstract
In a computational market, distributed market agents interact with other agents primarily through the exchange of…
Market Reductions
Last month, Ye Du defended his dissertation in Computer Science at the University of Michigan. His thesis included several interesting contributions at the boundary of economic and computational theory, for example regarding the complexity of…