论预测市场中预测的趋同性

arXiv - QuantFin - Mathematical Finance Pub Date : 2024-02-26 DOI:arxiv-2402.16345

Nina Badulina, Dmitry Shatilovich, Mikhail Zhitlukhin

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引用次数: 0

摘要

我们提出了一个预测市场的动态模型，在这个模型中，代理人预测一系列随机向量的值。主要结果表明，如果有代理人做出正确（或近似正确）的下期预测，那么市场的综合预测就会趋同于随机向量的下期条件预期。

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On convergence of forecasts in prediction markets

We propose a dynamic model of a prediction market in which agents predict the values of a sequence of random vectors. The main result shows that if there are agents who make correct (or asymptotically correct) next-period forecasts, then the aggregated market forecasts converge to the next-period conditional expectations of the random vectors.

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arXiv - QuantFin - Mathematical Finance

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