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Efficient Market Making via Convex Optimization & Connection to Online Learning
Published on Jan 25, 20124622 Views
A prediction market is a financial market designed to aggregate information. To facilitate trades, prediction markets are often operated by automated market makers. The market maker trades a set of se
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Chapter list
Efficient Market Making Via Optimization & Connections to Online Learning00:00
Arrow-Debreu Securities - 100:35
Arrow-Debreu Securities - 201:01
Arrow-Debreu Securities - 301:29
Arrow-Debreu Securities - 402:05
Arrow-Debreu Securities - 502:18
Market Makers for Complete Markets - 102:40
Market Makers for Complete Markets - 204:50
Market Makers for Complete Markets - 305:11
Market Makers for Complete Markets - 406:13
Market Makers for Complete Markets - 506:36
Example: LMSR - 107:24
Example: LMSR - 208:29
Complex Outcome Spaces - 109:31
Complex Outcome Spaces - 210:37
Complex Outcome Spaces - 311:31
Complex Outcome Spaces - 412:14
Complex Outcome Spaces - 512:50
Menu of Securities - 113:19
Menu of Securities - 213:57
Example: Pair Betting - 114:38
Example: Pair Betting - 215:00
What are “reasonable” prices? - 115:42
What are “reasonable” prices? - 216:08
What are “reasonable” prices? - 316:20
What are “reasonable” prices? - 416:48
What are “reasonable” prices? - 517:02
What are “reasonable” prices? - 617:27
What are “reasonable” prices? - 718:03
What are “reasonable” prices? - 818:13
An Axiomatic Approach - 220:12
An Axiomatic Approach - 320:15
An Axiomatic Approach - 120:17
An Axiomatic Approach - 420:49
An Axiomatic Approach - 521:31
An Axiomatic Approach - 622:05
An Axiomatic Approach - 722:59
An Axiomatic Approach - 824:33
An Axiomatic Approach - 925:08
An Axiomatic Approach - 1025:28
An Axiomatic Approach - 1126:15
How do we find these cost functions? - 129:32
How do we find these cost functions? - 229:53
How do we find these cost functions? - 330:37
How do we find these cost functions? - 431:40
But how do we choose R? - 132:24
But how do we choose R? - 232:41
Online Linear Opt. / Market Making - 134:16
Online Linear Opt. / Market Making - 234:29
Online Linear Opt. / Market Making - 335:23
Online Linear Opt. / Market Making - 435:55
Online Linear Opt. / Market Making - 538:13
Online Linear Opt. / Market Making - 639:31
Online Linear Opt. / Market Making - 740:04
Online Linear Opt. / Market Making - 840:50
Online Linear Opt. / Market Making - 942:07
Online Linear Opt. / Market Making - 1043:57
More on Choosing R - 148:27
More on Choosing R - 248:46
More on Choosing R - 349:36
More on Choosing R - 450:28
Example: Permutations - 151:13
Example: Permutations - 251:31
Example: Permutations - 351:59
Example: Permutations - 452:34
Example: Permutations - 552:35
Example: Permutations - 652:44
Example: Permutations - 753:30
Example: Permutations - 853:33
Example: Permutations - 953:53
Example: Permutations - 1054:31
Example: Permutations - 1155:03
Example: Permutations - 1255:06
Example: Permutations - 1355:08
Summary58:41