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Connections between markets and learning

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2010

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Association for Computing Machinery (ACM)
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Chen, Yiling, and Jennifer Wortman Vaughan. 2010. “Connections Between Markets and Learning.” ACM SIGecom Exchanges 9 (1) (June 1): 1–5. doi:10.1145/1980534.1980540.

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We provide an overview of recent research exploring the striking mathematical connections that exist between market maker mechanisms for prediction markets and no-regret learning. We describe how these connections can be used in the design of efficient prediction markets over combinatorial outcome spaces.

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