Subsidized Prediction Markets for Risk Averse Traders.
Stanko DimitrovRahul SamiMarina A. EpelmanPublished in: WINE (2009)
Keyphrases
- prediction markets
- risk averse
- stock market
- market prices
- risk neutral
- utility function
- decision makers
- stochastic programming
- mechanism design
- cooperative game theory
- kernel methods
- portfolio management
- short term
- trading strategies
- expected utility
- financial data
- stock exchange
- portfolio optimization
- bidding strategies
- trading agents
- feature selection
- stock price
- markov chain
- np hard
- lower bound
- decision making