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78
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IAT
2010
IEEE
14 years 9 months ago
Event Study Approach for Validating Agent-Based Trading Simulations
In this paper, we introduce how one can validate an event-centric trading simulation platform that is built with multi-agent technology. The issue of validation is extremely import...
Shih-Fen Cheng
ATAL
2009
Springer
15 years 5 months ago
Combinatorial prediction markets for event hierarchies
We study combinatorial prediction markets where agents bet on the sum of values at any tree node in a hierarchy of events, for example the sum of page views among all the children...
Mingyu Guo, David M. Pennock
78
Voted
ATAL
2003
Springer
15 years 4 months ago
Walverine: a Walrasian trading agent
TAC-02 was the third in a series of Trading Agent Competition events fostering research in automating trading strategies by showcasing alternate approaches in an open-invitation m...
Shih-Fen Cheng, Evan Leung, Kevin M. Lochner, Kevi...
102
Voted
DATAMINE
2008
219views more  DATAMINE 2008»
14 years 11 months ago
Correlating burst events on streaming stock market data
Abstract We address the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. We follow a two-step methodology: first we iden...
Michail Vlachos, Kun-Lung Wu, Shyh-Kwei Chen, Phil...
85
Voted
WINE
2010
Springer
144views Economy» more  WINE 2010»
14 years 8 months ago
An Axiomatic Characterization of Continuous-Outcome Market Makers
Abstract. Most existing market maker mechanisms for prediction markets are designed for events with a finite number of outcomes. All known attempts on designing market makers for f...
Xi Alice Gao, Yiling Chen