Sciweavers

5 search results - page 1 / 1
» Parimutuel Betting on Permutations
Sort
View
CORR
2008
Springer
63views Education» more  CORR 2008»
13 years 6 months ago
Parimutuel Betting on Permutations
Shipra Agrawal, Zizhuo Wang, Yinyu Ye
SIGECOM
2004
ACM
132views ECommerce» more  SIGECOM 2004»
13 years 11 months ago
A dynamic pari-mutuel market for hedging, wagering, and information aggregation
I develop a new mechanism for risk allocation and information speculation called a dynamic pari-mutuel market (DPM). A DPM acts as hybrid between a pari-mutuel market and a contin...
David M. Pennock
WINE
2009
Springer
179views Economy» more  WINE 2009»
14 years 25 days ago
Betting on the Real Line
We study the problem of designing prediction markets for random variables with continuous or countably infinite outcomes on the real line. Our interval betting languages allow tra...
Xi Gao, Yiling Chen, David M. Pennock
SIGECOM
2008
ACM
88views ECommerce» more  SIGECOM 2008»
13 years 6 months ago
Permutation betting markets: singleton betting with extra information
Mohammad Ghodsi, Hamid Mahini, Vahab S. Mirrokni, ...
WINE
2009
Springer
121views Economy» more  WINE 2009»
14 years 25 days ago
Gaming Dynamic Parimutuel Markets
We study the strategic behavior of risk-neutral non-myopic agents in Dynamic Parimutuel Markets (DPM). In a DPM, agents buy or sell shares of contracts, whose future payoff in a p...
Qianya Lin, Yiling Chen