相关论文: Models, Markets, and the Forecasting of Elections

Two-sided matching markets have long existed to pair agents in the absence of regulated exchanges. A common example is school choice, where a matching mechanism uses student and school preferences to assign students to schools. In such…

We develop a model of how information flows into a market, and derive algorithms for automatically detecting and explaining relevant events. We analyze data from twenty-two "political stock markets" (i.e., betting markets on political…

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…

One of the hallmarks of a free and fair society is the ability to conduct a peaceful and seamless transfer of power from one leader to another. Democratically, this is measured in a citizen population's trust in the electoral system of…

We process private equity transactions to predict public market behavior with a logit model. Specifically, we estimate our model to predict quarterly returns for both the broad market and for individual sectors. Our hypothesis is that…

Estimating population models from uncertain observations is an important problem in ecology. Perretti et al. observed that standard Bayesian state-space solutions to this problem may provide biased parameter estimates when the underlying…

Bots have been in the spotlight for many social media studies, for they have been observed to be participating in the manipulation of information and opinions on social media. These studies analyzed the activity and influence of bots in a…

People vary in their ability to make accurate predictions about the future. Prior studies have shown that some individuals can predict the outcome of future events with consistently better accuracy. This leads to a natural question: what…

Analyzing stocks and making higher accurate predictions on where the price is heading continues to become more and more challenging therefore, we designed a new financial algorithm that leverages social media sentiment analysis to enhance…

Binary options trading is often marketed as a field where predictive models can generate consistent profits. However, the inherent randomness and stochastic nature of binary options make price movements highly unpredictable, posing…

In an online prediction market, forecasters who could not see the current state of the market until they made their own separate estimates moved their estimates closer to the market forecast when the current state of the market became…

Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting and to improve the predictive performance. First, we…

The Efficient Market Hypothesis has been a staple of economics research for decades. In particular, weak-form market efficiency -- the notion that past prices cannot predict future performance -- is strongly supported by econometric…

A 24-hour exchange market was created on the Web to trade political futures contracts using fictitious money. In this online market, a political futures contract is a futures contract which matures on the election day with a liquidation…

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

This paper uses daily Behavioral Risk Factor Surveillance System data to estimate the causal effect of the 2024 U.S. presidential election, a highly competitive race whose outcome resolved lingering uncertainty on election day, on…

In the rapidly evolving field of financial forecasting, the application of neural networks presents a compelling advancement over traditional statistical models. This research paper explores the effectiveness of two specific neural…

Whether or not a country is at war, or experiencing escalating or deescalating levels of conflict, has massive ramifications on a country's national and foreign policy. Given a country's history of conflict, or lack thereof, future…

Load forecasts have become an integral part of energy security. Due to the various influencing factors that can be considered in such a forecast, there is also a wide range of models that attempt to integrate these parameters into a system…

Conditional forecasts, i.e. projections of a set of variables of interest on the future paths of some other variables, are used routinely by empirical macroeconomists in a number of applied settings. In spite of this, the existing…