Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic
During any unique crisis, panic sell-off leads to a massive stock market crash that may
continue for more than a day, termed as mainshock. The effect of a mainshock in the form of …
continue for more than a day, termed as mainshock. The effect of a mainshock in the form of …
Opinion Dynamics Explain Price Formation in Prediction Markets
Prediction markets are heralded as powerful forecasting tools, but models that describe
them often fail to capture the full complexity of the underlying mechanisms that drive price …
them often fail to capture the full complexity of the underlying mechanisms that drive price …
A logarithmic market scoring rule agent-based model to evaluate prediction markets
Abstract Prediction Markets (PMs) are markets in which agents trade event contingent
assets. Enterprises use PMs to forecast revenues and project deadlines. This paper …
assets. Enterprises use PMs to forecast revenues and project deadlines. This paper …
It takes all sorts: The complexity of prediction markets
V Restocchi - 2018 - eprints.soton.ac.uk
Prediction markets represent a great tool to harness the wisdom of the crowd and, for this
reason, they are used to provide accurate forecasts on great variety of events. However …
reason, they are used to provide accurate forecasts on great variety of events. However …