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Prediction markets aggregate agents' beliefs regarding a future event, where each agent is paid based on the accuracy of its reported belief when compared to the realized outcome. Agents may strategically manipulate the market (e.g., delay…

Computer Science and Game Theory · Computer Science 2012-12-27 Ayman Ghoneim , Robert C. Williamson

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Machine Learning · Computer Science 2026-05-14 Michael Vitali , Pierre Pinson

A prediction market is a useful means of aggregating information about a future event. To function, the market needs a trusted entity who will verify the true outcome in the end. Motivated by the recent introduction of decentralized…

Artificial Intelligence · Computer Science 2016-12-16 Rupert Freeman , Sebastien Lahaie , David M. Pennock

We outline how to create a mechanism that provides an optimal way to elicit, from an arbitrary group of experts, the probability of the truth of an arbitrary logical proposition together with collective information that has an explicit form…

Computer Science and Game Theory · Computer Science 2023-09-04 Alexey V. Osipov , Nikolay N. Osipov

Information that is of relevance for decision-making is often distributed, and held by self-interested agents. Decision markets are well-suited mechanisms to elicit such information and aggregate it into conditional forecasts that can be…

Computer Science and Game Theory · Computer Science 2023-03-21 Wenlong Wang , Thomas Pfeiffer

Prediction markets are powerful tools to elicit and aggregate beliefs from strategic agents. However, in current prediction markets, agents may exhaust the social welfare by competing to be the first to update the market. We initiate the…

Computer Science and Game Theory · Computer Science 2021-03-09 Grant Schoenebeck , Chenkai Yu , Fang-Yi Yu

Prediction markets are often used as mechanisms to aggregate information about a future event, for example, whether a candidate will win an election. The event is typically assumed to be exogenous. In reality, participants may influence the…

Computer Science and Game Theory · Computer Science 2014-07-28 Mithun Chakraborty , Sanmay Das

We study a setting where Bayesian agents with a common prior have private information related to an event's outcome and sequentially make public announcements relating to their information. Our main result shows that when agents' private…

Computer Science and Game Theory · Computer Science 2022-11-28 Yuqing Kong , Grant Schoenebeck

Our aim is to design mechanisms that motivate all agents to reveal their predictions truthfully and promptly. For myopic agents, proper scoring rules induce truthfulness. However, as has been described in the literature, when agents take…

Computer Science and Game Theory · Computer Science 2019-12-05 Amir Ban

The Artificial Prediction Market is a recent machine learning technique for multi-class classification, inspired from the financial markets. It involves a number of trained market participants that bet on the possible outcomes and are…

Machine Learning · Statistics 2014-08-18 Nathan Lay , Adrian Barbu

Prediction markets provide an efficient means to assess uncertain quantities from forecasters. Traditional and competitive strictly proper scoring rules have been shown to incentivize players to provide truthful probabilistic forecasts.…

Computer Science and Game Theory · Computer Science 2012-02-20 SangIn Chun , Ross D. Shachter

Prediction markets are often described as mechanisms that ``aggregate information'' into prices, yet the mapping from dispersed private information to observed market histories is typically noisy, endogenous, and shaped by heterogeneous and…

Mathematical Finance · Quantitative Finance 2026-01-28 Juan Pablo Madrigal-Cianci , Camilo Monsalve Maya , Lachlan Breakey

Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that…

Applications · Statistics 2022-04-05 Pierre Pinson , Liyang Han , Jalal Kazempour

Prediction markets are used in real life to predict outcomes of interest such as presidential elections. This paper presents a mathematical theory of artificial prediction markets for supervised learning of conditional probability…

Machine Learning · Statistics 2015-03-18 Adrian Barbu , Nathan Lay

In many areas of industry and society, e.g., energy, healthcare, logistics, agents collect vast amounts of data that they deem proprietary. These data owners extract predictive information of varying quality and relevance from data…

Theoretical Economics · Economics 2022-10-07 Aitazaz Ali Raja , Pierre Pinson , Jalal Kazempour , Sergio Grammatico

In many settings, an effective way of evaluating objects of interest is to collect evaluations from dispersed individuals and to aggregate these evaluations together. Some examples are categorizing online content and evaluating student…

Computer Science and Game Theory · Computer Science 2016-06-23 Alice Gao , James R. Wright , Kevin Leyton-Brown

Prediction markets are designed to elicit information from multiple agents in order to predict (obtain probabilities for) future events. A good prediction market incentivizes agents to reveal their information truthfully; such incentive…

Computer Science and Game Theory · Computer Science 2012-05-14 Vincent Conitzer

Scoring rules for eliciting expert predictions of random variables are usually developed assuming that experts derive utility only from the quality of their predictions (e.g., score awarded by the rule, or payoff in a prediction market). We…

Computer Science and Game Theory · Computer Science 2011-06-14 Craig Boutilier

When eliciting forecasts from a group of experts, it is important to reward predictions so that market participants are incentivized to tell the truth. Existing mechanisms partially accomplish this but remain susceptible to groups of…

Theoretical Economics · Economics 2024-11-26 Jack Edwards

We consider the problem of belief aggregation: given a group of individual agents with probabilistic beliefs over a set of uncertain events, formulate a sensible consensus or aggregate probability distribution over these events. Researchers…

Artificial Intelligence · Computer Science 2013-02-08 David M. Pennock , Michael P. Wellman
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