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.
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.