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…