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We develop conditions under which individual choices and Walrasian equilibrium prices and allocations can be exactly inferred from finite market data. First, we consider market data that consist of individual demands as prices and incomes…

Theoretical Economics · Economics 2021-07-16 Felix Kübler , Raghav Malhotra , Herakles Polemarchakis

Condorcet's jury theorem states that the correct outcome is reached in direct majority voting systems with sufficiently large electorates as long as each voter's independent probability of voting for that outcome is greater than 0.5. Yet,…

Combinatorics · Mathematics 2023-01-10 Lucas Böttcher , Georgia Kernell

We study statistical parameter estimation in the setting of data markets. A buyer seeks to estimate a parameter based on samples that can be purchased from competing providers that differ in their data quality and provision costs. When…

Computer Science and Game Theory · Computer Science 2026-04-13 Yuchen Hu , Martin J. Wainwright , Stephen Bates

Opinion polls have been the bridge between public opinion and politicians in elections. However, developing surveys to disclose people's feedback with respect to economic issues is limited, expensive, and time-consuming. In recent years,…

Social and Information Networks · Computer Science 2018-02-07 Amir Karami , London S. Bennett , Xiaoyun He

Evaluating novel contextual bandit policies using logged data is crucial in applications where exploration is costly, such as medicine. But it usually relies on the assumption of no unobserved confounders, which is bound to fail in…

Machine Learning · Statistics 2019-08-07 Andrew Bennett , Nathan Kallus

Elections involving a very large voter population often lead to outcomes that surprise many. This is particularly important for the elections in which results affect the economy of a sizable population. A better prediction of the true…

Computer Science and Game Theory · Computer Science 2018-01-31 Palash Dey , Pravesh K. Kothari , Swaprava Nath

Ranking and comparing items is crucial for collecting information about preferences in many areas, from marketing to politics. The Mallows rank model is among the most successful approaches to analyse rank data, but its computational…

Methodology · Statistics 2017-04-28 Valeria Vitelli , Øystein Sørensen , Marta Crispino , Arnoldo Frigessi , Elja Arjas

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Mario Beykirch , Tim Janke , Florian Steinke

Following the idea of Bayesian learning via Gaussian mixture model, we organically combine the backward-looking information contained in the historical data and the forward-looking information implied by the market portfolio, which is…

Portfolio Management · Quantitative Finance 2023-05-30 Yi Huang , Wei Zhu , Duan Li , Shushang Zhu , Shikun Wang

We consider arbitrage free valuation of European options in Black-Scholes and Merton markets, where the general structure of the market is known, however the specific parameters are not known. In order to reflect this subjective uncertainty…

Mathematical Finance · Quantitative Finance 2017-01-13 Hanno Gottschalk , Elpida Nizami , Marius Schubert

Crowdsourcing is becoming increasingly important in entity resolution tasks due to their inherent complexity such as clustering of images and natural language processing. Humans can provide more insightful information for these difficult…

Databases · Computer Science 2017-08-28 Vijaya Krishna Yalavarthi , Xiangyu Ke , Arijit Khan

Polymarket is a prediction market platform where users can speculate on future events by trading shares tied to specific outcomes, known as conditions. Each market is associated with a set of one or more such conditions. To ensure proper…

Cryptography and Security · Computer Science 2025-08-06 Oriol Saguillo , Vahid Ghafouri , Lucianna Kiffer , Guillermo Suarez-Tangil

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

We consider a prediction market in which all aspects are controlled by market forces, in particular the correct outcomes of events are decided by the market itself rather than by trusted arbiters. This kind of a decentralized prediction…

Cryptography and Security · Computer Science 2017-03-09 Iddo Bentov , Alex Mizrahi , Meni Rosenfeld

Consider an election between two candidates in which the voters' choices are random and independent and the probability of a voter choosing the first candidate is $p>1/2$. Condorcet's Jury Theorem which he derived from the weak law of large…

Probability · Mathematics 2007-05-23 Olle Haggstrom , Gil Kalai , Elchanan Mossel

Traditional stock market prediction approaches commonly utilize the historical price-related data of the stocks to forecast their future trends. As the Web information grows, recently some works try to explore financial news to improve the…

Social and Information Networks · Computer Science 2018-01-03 Xi Zhang , Yunjia Zhang , Senzhang Wang , Yuntao Yao , Binxing Fang , Philip S. Yu

We investigate the potential of deliberation to create consensus among fully-informed citizens. Our approach relies on two cognitive assumptions: i. citizens need a thinking frame (or perspective) to consider an issue; and ii. citizens…

Physics and Society · Physics 2024-11-11 Ariane Lambert-Mogiliansky , Irénée Frérot

We discuss a data market technique based on intrinsic (relevance and uniqueness) as well as extrinsic value (influenced by supply and demand) of data. For intrinsic value, we explain how to perform valuation of data in absolute terms (i.e…

Computers and Society · Computer Science 2019-05-17 Ramesh Raskar , Praneeth Vepakomma , Tristan Swedish , Aalekh Sharan

When making a decision as a group, there are two primary paradigms: aggregating preferences (e.g. voting, mechanism design) and aggregating information (e.g. discussion, consulting, forecasting). Almost all formally-studied group…

Computer Science and Game Theory · Computer Science 2025-03-03 Mary Monroe , Bo Waggoner

Market equilibria of matching markets offer an intuitive and fair solution for matching problems without money with agents who have preferences over the items. Such a matching market can be viewed as a variation of Fisher market, albeit…

Computer Science and Game Theory · Computer Science 2017-04-03 Saeed Alaei , Pooya Jalaly , Eva Tardos
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