Search Machine Learning Repository: @inproceedings{icml2014c2_hu14,
    Publisher = {JMLR Workshop and Conference Proceedings},
    Title = {Multi-period Trading Prediction Markets with Connections to Machine Learning},
    Url = {http://jmlr.org/proceedings/papers/v32/hu14.pdf},
    Abstract = {We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice of modelling approach enables us to show that the whole market approaches a global objective, despite the fact that the market is designed such that each agent only cares about its own goal. In addition, the market dynamic provides a sensible algorithm for optimising the global objective. An intimate connection between machine learning and our markets is thus established, such that we could 1) analyse a market by applying machine learning methods to the global objective; and 2) solve machine learning problems by setting up and running certain markets.},
    Author = {Jinli Hu and Amos Storkey},
    Editor = {Tony Jebara and Eric P. Xing},
    Year = {2014},
    Booktitle = {Proceedings of the 31st International Conference on Machine Learning (ICML-14)},
    Pages = {1773-1781}
   }