Convergence Analysis of Prediction Markets via Randomized Subspace Descent.
Rafael M. FrongilloMark D. ReidPublished in: NIPS (2015)
Keyphrases
- convergence analysis
- prediction markets
- global convergence
- kernel methods
- cooperative game theory
- mechanism design
- market prices
- approximation methods
- feature space
- optimality conditions
- convergence rate
- high dimensional
- game theory
- optimization methods
- coalition formation
- electric power
- neural network
- incomplete information
- low level
- machine learning