Learning performance of prediction markets with Kelly bettors

Alina Beygelzimer, John Langford, David M. Pennock. Learning performance of prediction markets with Kelly bettors. In Wiebe van der Hoek, Lin Padgham, Vincent Conitzer, Michael Winikoff, editors, International Conference on Autonomous Agents and Multiagent Systems, AAMAS 2012, Valencia, Spain, June 4-8, 2012 (3 Volumes). pages 1317-1318, IFAAMAS, 2012. [doi]

Abstract

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