Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors
From MaRDI portal
Publication:5031659
DOI10.1287/opre.2021.2109zbMath1484.91210OpenAlexW3213414912MaRDI QIDQ5031659
Adam Schultz, John R. Birge, N. Bora Keskin, Yifan Feng
Publication date: 16 February 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2021.2109
dynamic pricingmarket makingsequential learningprediction marketsports analyticsmarket manipulationspread betting marketstrategic agent
Cites Work
- Unnamed Item
- Strategy-proof incentives for predictions
- Perfect Bayesian equilibria in repeated sales
- Information Aggregation in Dynamic Markets With Strategic Traders
- Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies
- Dynamic Pricing for Nonperishable Products with Demand Learning
- A Unified Framework for Dynamic Prediction Market Design
- Continuous Auctions and Insider Trading
- Public Disclosure and Dissimulation of Insider Trades
- Probability
- On Incomplete Learning and Certainty-Equivalence Control
- Incentive-Compatible Learning of Reserve Prices for Repeated Auctions
- Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning
- Dynamic Selling Mechanisms for Product Differentiation and Learning
- Online Network Revenue Management Using Thompson Sampling
- Insider Trading With a Random Deadline
- Introduction to Multi-Armed Bandits
- Stochastic bandits robust to adversarial corruptions
- Information in Securities Markets: Kyle Meets Glosten and Milgrom
- Chasing Demand: Learning and Earning in a Changing Environment
- Stochastic differential equations. An introduction with applications.