NYU Faculty Digital Archive
metadata only
Modeling Volatility in Prediction Markets
Nowadays, there is a significant experimental evidence of excellent ex-post predictive accuracy in certain types of prediction markets, such as markets for elections. This evidence shows that prediction markets are efficient mechanisms for aggregating information and are more accurate in forecasting
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Forecasting Efficiency of Prediction Markets: Prediction Markets Platform, 2019#207754
- The Conversation Turns First: Crowd Discussion and Price Reversals in Prediction Markets#1076621
- Reducing Measurement Error in Forecaster Evaluation Using the Wisdom of Crowds#1040335
- Beyond Point Predictions: Distribution-Informed Prediction-Powered Inference#1115962
- What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting#221620
Record · ID 942805
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive