136 citations · 515 across the 65 of their papers we have counts for
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cs.GT2010
An Optimization-Based Framework for Automated Market-Making
Jacob Abernethy, Yiling Chen, Jennifer Wortman Vaughan
Building on ideas from online convex optimization, we propose a general framework for the design of efficient securities markets over very large outcome spaces. The challenge here…
cs.AI2010
A New Understanding of Prediction Markets Via No-Regret Learning
Yiling Chen, Jennifer Wortman Vaughan
We explore the striking mathematical connections that exist between market scoring rules, cost function based prediction markets, and no-regret learning. We show that any cost func…