506 citations · 1.3k across the 28 of their papers we have counts for
Showing 2012 · cs.GTShow all
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cs.GT2012★ 136 cited
A Utility Framework for Bounded-Loss Market Makers
Yiling Chen, David M Pennock
We introduce a class of utility-based market makers that always accept orders at their risk-neutral prices. We derive necessary and sufficient conditions for such market makers to…
cs.GT2012★ 5 cited
Price Updating in Combinatorial Prediction Markets with Bayesian Networks
David M. Pennock, Lirong Xia
To overcome the #P-hardness of computing/updating prices in logarithm market scoring rule-based (LMSR-based) combinatorial prediction markets, Chen et al. [5] recently used a simpl…