A unified framework for dynamic pari-mutuel information market design

Proceedings of the ACM Conference on Electronic Commerce

Volumn , Issue , 2009, Pages 255-264

  Agrawal, Shipra ^a   Delage, Erick ^b   Peters, Mark ^a   Wang, Zizhuo ^a   Ye, Yinyu ^a  

^a STANFORD UNIVERSITY   (United States)

^b HEC MONTRÉAL   (Canada)

Author keywords

Convex optimization; Prediction markets; Risk measures; Unified framework

Indexed keywords

CONTINGENT CLAIMS; CONVEX OPTIMIZATION PROBLEMS; EFFECTIVE TOOL; EFFICIENT COMPUTATION; INFORMATION MARKET; LOGARITHMIC MARKET SCORING RULE; MARKET MECHANISMS; MARKET-MAKER; NUMBER OF STATE; POLYNOMIAL-TIME; PREDICTION MARKETS; RISK ATTITUDE; RISK MEASURES; RISK MINIMIZATION; SUFFICIENT CONDITIONS; UNIFIED FRAMEWORK; UTILITY FUNCTIONS;

COST FUNCTIONS; ELECTRIC CONDUCTIVITY MEASUREMENT; ELECTRONIC COMMERCE; FORECASTING; OPTIMIZATION; POLYNOMIAL APPROXIMATION; RISK ASSESSMENT;

CONVEX OPTIMIZATION;

EID: 76649135735     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1566374.1566412     Document Type: Conference Paper

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