Design and analysis of a synthetic prediction market using dynamic convex sets
We present a synthetic prediction market whose agent purchase logic is defined using a sigmoid transformation of a convex semi-algebraic set defined in feature space. Asset prices are determined by a logarithmic scoring market rule. Time varying asset prices affect the structure of the semi-algebrai...
Guardado en:
| Autores principales: | , , , , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Elsevier
2021
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/0371b0eea7d244c1a7354a283dde5f59 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|