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...
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Autores principales: | , , , , |
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Formato: | article |
Lenguaje: | EN |
Publicado: |
Elsevier
2021
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Materias: | |
Acceso en línea: | https://doaj.org/article/0371b0eea7d244c1a7354a283dde5f59 |
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