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