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A Logarithmic Market Scoring Rule Agent-based Model to Evaluate Prediction Markets

V. C. Carvalho, Athos; Silveira, Douglas; Ely, Regis Augusto - 2022

Prediction Markets (PMs) are markets in which agents trade event contingent assets. Enterprises use PMs to forecast revenues and project deadlines. This paper presents an Agent-based model, called Logarithmic Market Scoring Rule-Automated Market Maker (LMSR-ASM), to evaluate Prediction Markets....

Persistent link: https://www.econbiz.de/10013289339

Interbank network and regulation policies : an analysis through agent-based simulations with adaptive learning

Barroso, R. V.; Lima, J. I. A. V.; Lucchetti, A. H.; … - In: The journal of network theory in finance 2 (2016) 4, pp. 53-86

Persistent link: https://www.econbiz.de/10011668570

The impacts of interest rates on banks' loan portfolio risk-taking

Adão, Luiz F. S.; Silveira, Douglas; Ely, Regis Augusto; … - In: Journal of economic dynamics & control 144 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013543114

A logarithmic market scoring rule agent-based model to evaluate prediction markets

Carvalho, Athos V. C.; Silveira, Douglas; Ely, Regis Augusto - In: Journal of evolutionary economics 33 (2023) 4, pp. 1303-1343

Persistent link: https://www.econbiz.de/10014495664

Interactions between monetary and macroprudential policies

Lima, Gustavo Libório Rocha; Ely, Regis Augusto; … - In: Quantitative finance 24 (2024) 3/4, pp. 481-498

Persistent link: https://www.econbiz.de/10014552087