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AUSDM
2006
Springer
158views Data Mining» more  AUSDM 2006»
13 years 8 months ago
What Types of Events Provide the Strongest Evidence that the Stock Market is Affected by Company Specific News?
The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that...
Calum Robertson, Shlomo Geva, Rodney Wolff
HICSS
1999
IEEE
123views Biometrics» more  HICSS 1999»
13 years 8 months ago
Analysis of Power Pools in the Deregulated Energy Market through Simulation
The electricity market has changed rapidly in the Northern European countries. Harmonisation of the legislation and trading methods widens the market area outside national limits....
Simo Makkonen, Risto Lahdelma
JSAI
2001
Springer
13 years 8 months ago
Complexity of Agents and Complexity of Markets
In this study we rethought efficient market hypothesis from a viewpoint of complexity of market participants’ prediction methods and market price’s dynamics, and examined the ...
Kiyoshi Izumi
GECON
2009
Springer
144views Business» more  GECON 2009»
13 years 9 months ago
A Framework for Analyzing the Economics of a Market for Grid Services
This paper provides a single broad model for the analysis of a range of issues underlying a market for Grid services. The demand and the supply sides of such a market are being tre...
Robin Mason, Costas Courcoubetis, Natalia Miliou
SIGECOM
2010
ACM
152views ECommerce» more  SIGECOM 2010»
13 years 9 months ago
Information aggregation in smooth markets
Recent years have seen extensive investigation of the information aggregation properties of prediction markets. However, relatively little is known about conditions under which a ...
Krishnamurthy Iyer, Ramesh Johari, Ciamac Cyrus Mo...
SIGECOM
2010
ACM
149views ECommerce» more  SIGECOM 2010»
13 years 9 months ago
A new understanding of prediction markets via no-regret learning
We explore the striking mathematical connections that exist between market scoring rules, cost function based prediction markets, and no-regret learning. We first show that any c...
Yiling Chen, Jennifer Wortman Vaughan
SIGECOM
2003
ACM
89views ECommerce» more  SIGECOM 2003»
13 years 9 months ago
Information incorporation in online in-Game sports betting markets
We analyze data from 52 online in-game sports betting markets (where betting is allowed continuously throughout a game), including 34 markets based on soccer (European football) g...
Sandip Debnath, David M. Pennock, C. Lee Giles, St...
ISCC
2005
IEEE
105views Communications» more  ISCC 2005»
13 years 10 months ago
The Bandwidth Exchange Architecture
New applications for the Internet such as video on demand, grid computing etc. depend on the availability of high bandwidth connections with acceptable Quality of Service (QoS). T...
David Michael Turner, Vassilis Prevelakis, Angelos...
WINE
2007
Springer
149views Economy» more  WINE 2007»
13 years 10 months ago
Pari-Mutuel Markets: Mechanisms and Performance
Recently, there has been an increase in the usage of centrally managed markets which are run by some form of pari-mutuel mechanism. A parimutuel mechanism is characterized by the ...
Mark Peters, Anthony Man-Cho So, Yinyu Ye
KESAMSTA
2007
Springer
13 years 10 months ago
Reinforcement Learning on a Futures Market Simulator
: In recent years, market forecasting by machine learning methods has been flourishing. Most existing works use a past market data set, because they assume that each trader’s in...
Koichi Moriyama, Mitsuhiro Matsumoto, Ken-ichi Fuk...