Profitable Prediction Market Making
學年 110
學期 1
發表日期 2021-10-22
作品名稱 Profitable Prediction Market Making
作品名稱（其他語言）
著者 Po-An Chen; Yiling Chen; Chi-Jen Lu; Chuang-Chieh Lin
作品所屬單位
出版者
會議名稱 The 14th Annual Meeting of the Asian Association for Algorithms and Computation (AAAC'2021)
會議地點 Tainan, Taiwan
摘要 We take advantage of the correspondence between online learning algorithms design for negative regrets under certain predictable (or regular) losses and pro table prediction market makers design under some patterns of trade sequences. Thus, we adopt the optimistic (or double) lazy-update mirror descent algorithm: when in each time step, a leader is called a \strong" one compared with the other non-minimizers in terms of its much little current cumulative loss, the regret would be negative in this case, and the more frequent changes of leaders the more negative of the regret. Moreover, if the immediately previous loss vector is a good estimator of the current loss vector, the regret stays negative. On the other hand, we are using the modified double-update multiplicative update algorithm of for catching the switches of \dominant experts" quickly enough to beat a fixed best expert in hindsight in cumulative losses thereby to obtain negative regrets.
關鍵字 Online learning;market making;no-regret algorithms
語言 en
收錄於
會議性質 國際
校內研討會地點 無
研討會時間 20211022~20211024
通訊作者 Po-An Chen
國別 TWN
公開徵稿
出版型式
出處 Proceedings of the 14th Annual Meeting of the Asian Association for Algorithms and Computation (AAAC'2021)
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/121348 )

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