155 search results - page 6 / 31 » Modeling volatility in prediction markets |
INCDM
2007
Springer
14 years 2 months ago
2007
Springer
For difficult prediction problems, practitioners often segment the data into relatively homogenous groups and then build a model for each group. This two-step procedure usually res...
ATAL
2008
Springer
13 years 10 months ago
2008
Springer
We construct a novel agent-based model of prediction markets in which putative human qualities like learning, reasoning, and profit-seeking are absent. We show that the prices whi...
ELECTRONICMARKETS
1998
13 years 8 months ago
1998
AbstractAbstractAbstractAbstract This paper discusses the development of remote bidding electronic fish auctions. The first electronic fish auctions were introduced in Belgium and ...
HICSS
2002
IEEE
14 years 1 months ago
2002
IEEE
We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...
HICSS
2006
IEEE
14 years 2 months ago
2006
IEEE
Problems such as price volatility have been observed in electric power markets. Demand-side participation is often offered as a potential solution by promising to increase market ...