155 search results - page 4 / 31 » Modeling volatility in prediction markets |
ICDM
2007
IEEE
14 years 3 months ago
2007
IEEE
A popular theory of markets is that they are efficient: all available information is deemed to provide an accurate valuation of an asset at any time. In this paper, we consider ho...
ISNN
2007
Springer
14 years 2 months ago
2007
Springer
Stock market prediction has always been one of the hottest topics in research, as well as a great challenge due to its complex and volatile nature. However, most of the existing me...
ATAL
2010
Springer
13 years 9 months ago
2010
Springer
We consider (prediction) markets where myopic agents sequentially interact with an automated market maker. We show a broad negative result: by varying the order of participation, ...
HPCS
2005
IEEE
14 years 2 months ago
2005
IEEE
— With the principal goal of developing an alternative, relatively simple and tractable pricing framework for accurately reproducing a market implied volatility surface, this pap...
CDC
2010
IEEE
13 years 11 days ago
2010
IEEE
— The paper proposes a mathematical model for the dynamic evolution of supply, demand, and clearing prices under a class of real-time pricing mechanisms characterized by passing ...