A prediction market design that uses online learning to adaptively mix liquidity regimes from cost functions, achieving switching-regret bounds against the best hindsight sequence.
ACM Transactions on Economics and Computation (TEAC) , volume=
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Adaptive Liquidity in Prediction Markets via Online Learning
A prediction market design that uses online learning to adaptively mix liquidity regimes from cost functions, achieving switching-regret bounds against the best hindsight sequence.