Market Scoring Rules Act As Opinion Pools For Risk-Averse Agents.
Mithun ChakrabortySanmay DasPublished in: NIPS (2015)
Keyphrases
- risk averse
- risk neutral
- scoring rules
- risk aversion
- portfolio management
- decision makers
- utility function
- stochastic programming
- decision making
- rank aggregation
- multi agent
- multi agent systems
- multiple agents
- expected utility
- financial data
- evolutionary algorithm
- decision problems
- linear program
- multistage
- dynamic environments
- cooperative