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We examine two types of binary betting markets, whose primary goal is for profit (such as sports gambling) or to gain information (such as prediction markets). We articulate the interplay between belief and price-setting to analyse both…

Computer Science and Game Theory · Computer Science 2024-06-07 Haiqing Zhu , Alexander Soen , Yun Kuen Cheung , Lexing Xie

In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating…

Machine Learning · Computer Science 2012-07-19 Joseph Kahn

Forex trading is the largest market in terms of qutantitative trading. Traditionally, traders refer to technical analysis based on the historical data to make decisions and trade. With the development of artificial intelligent, deep…

Statistical Finance · Quantitative Finance 2021-07-30 Yunze Li , Yanan Xie , Chen Yu , Fangxing Yu , Bo Jiang , Matloob Khushi

An approach to distributed machine learning is to train models on local datasets and aggregate these models into a single, stronger model. A popular instance of this form of parallelization is federated learning, where the nodes…

Machine Learning · Computer Science 2019-11-19 Linara Adilova , Julia Rosenzweig , Michael Kamp

The recent developments of social networks and recommender systems have dramatically increased the amount of social information shared in human communities, challenging the human ability to process it. As a result, sharing aggregated forms…

Physics and Society · Physics 2022-01-12 Bertrand Jayles , Clément Sire , Ralf H. J. M Kurvers

There is a fundamental trade-off between the communication cost and latency in information aggregation. Aggregating multiple communication messages over time can alleviate overhead and improve energy efficiency on one hand, but inevitably…

Networking and Internet Architecture · Computer Science 2017-09-25 Chi-Kin Chau , Majid Khonji , Muhammad Aftab

We study a multi-agent setting in which brokers transact with an informed trader. Through a sequential Stackelberg-type game, brokers manage trading costs and adverse selection with an informed trader. In particular, supplying liquidity to…

Trading and Market Microstructure · Quantitative Finance 2025-11-13 Ryan Donnelly , Zi Li

In an illiquid stock, traders can collude and place orders on a predetermined price and quantity at a fixed schedule. This is usually done to manipulate the price of the stock or to create artificial liquidity in the stock, which may…

Trading and Market Microstructure · Quantitative Finance 2016-10-18 Suneel Sarswat , Kandathil Mathew Abraham , Subir Kumar Ghosh

We explore a nuance to 'no arbitrage' in relation to 'information efficiency': acting immediately on an arbitrage is sometimes suboptimal; in such cases optimised trading can suppress the anticipation of predictable risk-outcomes, thereby…

Mathematical Finance · Quantitative Finance 2026-05-12 Kangda Ken Wren

The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…

Mathematical Finance · Quantitative Finance 2025-01-14 Paolo Barucca , Flaviano Morone

We study the implementability of stable matchings in a two-sided market model with one-sided incomplete information. Firms' types are publicly known, whereas workers' types are private information. A mechanism generates a matching and…

Theoretical Economics · Economics 2025-12-23 Dinko Dimitrov , Dipjyoti Majumdar

We study information disclosure policies for contests among groups. Each player endogenously decides whether or not to participate in competition as a member of their group. Within-group aggregation of effort is best-shot, i.e., each…

Theoretical Economics · Economics 2025-03-27 Luke Boosey , Philip Brookins , Dmitry Ryvkin

Considering that a trader or a trading algorithm interacting with markets during continuous auctions can be modeled by an iterating procedure adjusting the price at which he posts orders at a given rhythm, this paper proposes a procedure…

Trading and Market Microstructure · Quantitative Finance 2012-09-12 Sophie Laruelle , Charles-Albert Lehalle , Gilles Pagès

This paper considers the problem of steering the aggregative behavior of a population of noncooperative price-taking agents towards a desired behavior. Different from conventional pricing schemes where the price is fully available for…

Optimization and Control · Mathematics 2022-01-20 Mehran Shakarami , Ashish Cherukuri , Nima Monshizadeh

The Glosten-Milgrom model describes a single asset market, where informed traders interact with a market maker, in the presence of noise traders. We derive an analogy between this financial model and a Szil\'ard information engine by {\em…

Statistical Mechanics · Physics 2021-05-26 Léo Touzo , Matteo Marsili , Don Zagier

We consider the forecast aggregation problem in repeated settings, where the forecasts are done on a binary event. At each period multiple experts provide forecasts about an event. The goal of the aggregator is to aggregate those forecasts…

Machine Learning · Computer Science 2018-02-21 Yakov Babichenko , Dan Garber

Providing opinions through labeling of images, tweets, etc. have drawn immense interest in crowdsourcing markets. This invokes a major challenge of aggregating multiple opinions received from different crowd workers for deriving the final…

Human-Computer Interaction · Computer Science 2016-09-16 Sujoy Chatterjee , Anirban Mukhopadhyay , Malay Bhattacharyya

Information in the form of data, which can be stored and transferred between users, can be viewed as an intangible commodity, which can be traded in exchange for money. Determining the fair price at which a string of data should be traded…

Statistical Mechanics · Physics 2024-09-11 Luca Gamberi , Alessia Annibale , Pierpaolo Vivo

We present our approach to the problem of how an agent, within an economic Multi-Agent System, can determine when it should behave strategically (i.e. learn and use models of other agents), and when it should act as a simple price-taker. We…

Multiagent Systems · Computer Science 2007-05-23 Jose M. Vidal , Edmund H. Durfee

When investors have heterogeneous attitudes towards risk, it is reasonable to assume that each investor has a pricing kernel, and that these individual pricing kernels are aggregated to form a market pricing kernel. The various investors…

Risk Management · Quantitative Finance 2013-09-02 Dorje C. Brody , Lane P. Hughston