We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
Sham Kakade, Michael J. Kearns, Yishay Mansour, Lu...
We examine a class of wagering mechanisms designed to elicit truthful predictions from a group of people without requiring any outside subsidy. We propose a number of desirable pr...
Nicolas S. Lambert, John Langford, Jennifer Wortma...
In most public companies in China, there are two thirds of shares that cannot be traded freely in the secondary market. These illiquid shares, however, may be allowed to circulate...
In game advertising or IGA is an increasingly common means of promoting brands and products. This study seeks to understand the effectiveness of in game advertising by understandi...
Proper scoring rules, particularly when used as the basis for a prediction market, are powerful tools for eliciting and aggregating beliefs about events such as the likely outcome...