In this paper, we introduce how one can validate an event-centric trading simulation platform that is built with multi-agent technology. The issue of validation is extremely import...
We study combinatorial prediction markets where agents bet on the sum of values at any tree node in a hierarchy of events, for example the sum of page views among all the children...
TAC-02 was the third in a series of Trading Agent Competition events fostering research in automating trading strategies by showcasing alternate approaches in an open-invitation m...
Shih-Fen Cheng, Evan Leung, Kevin M. Lochner, Kevi...
Abstract We address the problem of monitoring and identification of correlated burst patterns in multi-stream time series databases. We follow a two-step methodology: first we iden...
Abstract. Most existing market maker mechanisms for prediction markets are designed for events with a finite number of outcomes. All known attempts on designing market makers for f...