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» Modeling volatility in prediction markets
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COMPLEX
2009
Springer
14 years 3 months ago
Return Intervals Approach to Financial Fluctuations
Financial fluctuations play a key role for financial markets studies. A new approach focusing on properties of return intervals can help to get better understanding of the fluct...
Fengzhong Wang, Kazuko Yamasaki, Shlomo Havlin, H....
MKTSCI
2011
218views Multimedia» more  MKTSCI 2011»
12 years 11 months ago
Demystifying Disruption: A New Model for Understanding and Predicting Disruptive Technologies
ic copy available at: http://ssrn.com/abstract=1629493 Marketing Science Institute Working Paper Series 2010 Report No. 10-102 Demystifying Disruption: A New Model for Understandin...
Ashish Sood, Gerard J. Tellis
CEC
2009
IEEE
14 years 3 months ago
Evolving hypernetwork models of binary time series for forecasting price movements on stock markets
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
ISPW
2007
IEEE
14 years 3 months ago
Coping with the Cone of Uncertainty: An Empirical Study of the SAIV Process Model
There is large uncertainty with the software cost in the early stages of software development due to requirement volatility, incomplete understanding of product domain, reuse oppor...
Da Yang, Barry W. Boehm, Ye Yang, Qing Wang, Mings...
SIGECOM
2008
ACM
90views ECommerce» more  SIGECOM 2008»
13 years 8 months ago
Non-myopic strategies in prediction markets
One attractive feature of market scoring rules [Hanson '03] is that they are myopically strategyproof: It is optimal for a trader to report her true belief about the likeliho...
Stanko Dimitrov, Rahul Sami