The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that...
The electricity market has changed rapidly in the Northern European countries. Harmonisation of the legislation and trading methods widens the market area outside national limits....
In this study we rethought efficient market hypothesis from a viewpoint of complexity of market participants’ prediction methods and market price’s dynamics, and examined the ...
This paper provides a single broad model for the analysis of a range of issues underlying a market for Grid services. The demand and the supply sides of such a market are being tre...
Recent years have seen extensive investigation of the information aggregation properties of prediction markets. However, relatively little is known about conditions under which a ...
Krishnamurthy Iyer, Ramesh Johari, Ciamac Cyrus Mo...
We explore the striking mathematical connections that exist between market scoring rules, cost function based prediction markets, and no-regret learning. We first show that any c...
We analyze data from 52 online in-game sports betting markets (where betting is allowed continuously throughout a game), including 34 markets based on soccer (European football) g...
Sandip Debnath, David M. Pennock, C. Lee Giles, St...
New applications for the Internet such as video on demand, grid computing etc. depend on the availability of high bandwidth connections with acceptable Quality of Service (QoS). T...
David Michael Turner, Vassilis Prevelakis, Angelos...
Recently, there has been an increase in the usage of centrally managed markets which are run by some form of pari-mutuel mechanism. A parimutuel mechanism is characterized by the ...
: In recent years, market forecasting by machine learning methods has been flourishing. Most existing works use a past market data set, because they assume that each trader’s in...