Computing equilibria of prediction markets via persuasion

DOI10.1007/978-3-030-35389-6_4zbMath1435.91181arXiv2009.03607OpenAlexW2990994751MaRDI QIDQ776231

Jerry Anunrojwong, Yiling Chen, Bo Waggoner, Hai-Feng Xu

Publication date: 30 June 2020

Full work available at URL: https://arxiv.org/abs/2009.03607

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Signaling and communication in game theory (91A28)

Cites Work

• Gaming prediction markets: equilibrium strategies with a market maker
• Bayesian persuasion with multiple senders and rich signal spaces
• An axiomatic characterization of wagering mechanisms
• Information Aggregation in Dynamic Markets With Strategic Traders
• MEASURES OF THE VALUE OF INFORMATION
• Bayes correlated equilibrium and the comparison of information structures in games
• Persuasion of a Privately Informed Receiver
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Elicitation of Personal Probabilities and Expectations

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