A practical liquidity-sensitive automated market maker

Proceedings of the ACM Conference on Electronic Commerce

Volumn , Issue , 2010, Pages 377-386

  Othman, Abraham ^a   Sandholm, Tuomas ^a   Pennock, David M ^b   Reeves, Daniel M ^b  

^a Carnegie Mellon University   (United States)

^b YAHOO RESEARCH   (United States)

Author keywords

automated market making; liquidity; market design; market scoring rules; prediction markets; pricing rules

Indexed keywords

EVENT SPACE; MARKET DESIGN; MARKET-MAKER; PREDICTION MARKETS; PRICING RULES; SAMPLING METHOD; SCORING RULES; STATE SPACE;

AUTOMATION; COST FUNCTIONS; ELECTRONIC COMMERCE; PROFITABILITY;

COSTS;

EID: 77954810269     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1807342.1807402     Document Type: Conference Paper

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