Far from the madding crowd: collective wisdom in prediction markets

DOI10.1080/14697688.2019.1622285zbMath1420.91541OpenAlexW2961414369MaRDI QIDQ5234369

Giulio Bottazzi, Daniele Giachini

Publication date: 26 September 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://www.lem.sssup.it/WPLem/files/2016-14.pdf

zbMATH Keywords

machine learningprediction marketsmarket selectionwisdom of crowdscollective intelligencemodel aggregation

Mathematics Subject Classification ID

Computational methods for problems pertaining to game theory, economics, and finance (91-08) Actuarial science and mathematical finance (91G99)

Related Items (7)

A continuous-time asset market game with short-lived assets ⋮ Drift criteria for persistence of discrete stochastic processes on the line ⋮ Market selection and learning under model misspecification ⋮ International trade and technological competition in markets with dynamic increasing returns ⋮ On a Diffusion Approximation of a Prediction Game ⋮ Strategically biased learning in market interactions ⋮ Automated and distributed statistical analysis of economic agent-based models

Cites Work

• Capital growth with security
• Evolution and market behavior
• Growth versus security tradeoffs in dynamic investment analysis
• Wealth and price distribution by diffusive approximation in a repeated prediction market
• Evolution and market behavior with endogenous investment rules
• The market organism: Long-run survival in markets with heterogeneous traders
• Prediction market prices under risk aversion and heterogeneous beliefs
• Time to wealth goals in capital accumulation
• Growth Versus Security in Dynamic Investment Analysis
• The wisdom of the crowd in dynamic economies
• An Introduction to Artificial Prediction Markets for Classification
• Prediction, Learning, and Games
• Random forests

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