An optimization-based framework for automated market-making

Proceedings of the ACM Conference on Electronic Commerce

Volumn , Issue , 2011, Pages 297-306

  Abernethy, Jacob ^a   Chen, Yiling ^b   Wortman Vaughan, Jennifer ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b HARVARD UNIVERSITY   (United States)

^c Engineering IV   (United States)

Author keywords

market making; mechanism design; optimization; prediction markets

Indexed keywords

AUTOMATED MARKET MAKINGS; COMPUTATIONAL TRACTABILITY; COMPUTATIONALLY EFFICIENT; CONJUGATE DUALITY; CONVEX COST FUNCTION; CONVEX HULL; EFFICIENT ALGORITHM; INFINITE STATE; MARKET MAKING; MECHANISM DESIGN; POLYNOMIAL-TIME; PREDICTION MARKETS; PRICING MECHANISM; SECURITIES MARKET;

ALGORITHMS; COMPUTATIONAL GEOMETRY; ELECTRONIC COMMERCE; MACHINE DESIGN; OPTIMIZATION;

CONVEX OPTIMIZATION;

EID: 79959624091     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1993574.1993621     Document Type: Conference Paper

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