Chen, K., L. Fine and B. Huberman (2001): "Forecasting Uncertain Events with Small Groups," Proceedings of the ACM EC '01 Conference. Home/Search Document Not in Database Summary Related Articles Check |
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Betting Boolean-Style: A Framework for Trading in.. - Fortnow, Kilian.. (2003) (Correct)
.... markets like NASDAQ, options markets like CBOE [17] futures markets like CME [30] other derivatives markets, insurance markets, political stock markets [11, 12] sports betting markets [7, 13, 32] horse racing markets [33] idea futures markets [16] decision markets [14] and even market games [4, 24, 25]. The economic value of securities markets istwo fold. First, they allow traders to hedge risk, or to insure against undesirable outcomes. For example, the owner of a stockmightbuy a put option (the right to sell thestock at a particular price) in order to insure against astockdownturn. Or the ....
Kay-Yut Chen, Leslie R. Fine, and Bernardo A. Huberman. Forecasting uncertain events with small groups. In Third ACM Conference on Electronic Commerce (EC'01),pages 58--64, 2001.
Eliminating Public Knowledge Biases in Information.. - Kay-Yut Chen Leslie Self-citation (Chen Fine Huberman) (Correct)
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Chen, K., L. Fine and B. Huberman (2001): "Forecasting Uncertain Events with Small Groups," Proceedings of the ACM EC '01 Conference.
Betting Boolean-Style: A Framework for Trading in.. - Fortnow, Kilian.. (2004) (Correct)
No context found.
K.-Y. Chen, L. R. Fine, B. A. Huberman, Forecasting uncertain events with small groups, in: Third ACM Conference on Electronic Commerce (EC'01), 2001, pp. 58--64.
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