Lin, Hung-Wen; Tung, Chen-yuan; Yeh, Jason - In: Journal of Prediction Markets 7 (2013) 3, pp. 29-44
This study successfully establishes the principal component analysis with discriminant analysis (PCA-DA) model to assess the accuracy of contracts in the prediction markets ex ante based on the highest-price criterion. Trained by the xFuture data (7,274 contracts of future events) from...