Agostino Capponi, Umberto Cherubini. A Copula Function Approach to Infer Correlation in Prediction Markets. In Sanmay Das, Michael Ostrovsky, David Pennock, Boleslaw K. Szymanski, editors, Auctions, Market Mechanisms and Their Applications, First International ICST Conference, AMMA 2009, Boston, MA, USA, May 8-9, 2009, Revised Selected Papers. Volume 14 of Lecture Notes of the Institute for Computer Sciences, Social Informatics and Telecommunications Engineering, pages 4-12, Springer, 2009. [doi]
Abstract is missing.