Multi-period Trading Prediction Markets with Connections to Machine Learning.
Jinli HuAmos J. StorkeyPublished in: CoRR (2014)
Keyphrases
- multi period
- prediction markets
- machine learning
- production planning
- kernel methods
- facility location problem
- planning horizon
- routing problem
- multi item
- cooperative game theory
- lot sizing
- total cost
- data envelopment analysis
- decision trees
- electronic commerce
- mechanism design
- learning algorithm
- market prices
- feature selection
- facility location
- support vector
- financial markets
- kernel function
- integer programming
- approximation algorithms