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arXiv 1805.04867cs.GT
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预测的策略验证激励

Strategy-Proof Incentives for Predictions

Amir Ban

摘要:

我们的目标是设计一种机制,激励所有的代理人如实,及时地揭示他们的预测。对于近视代理,适当的评分规则诱导真实性。然而,正如文献中所描述的,当代理人考虑到其行动的长期影响时,可能会出现欺骗和沉默。没有简单的规则来区分真实和不真实的情况,只在个别情况下进行了确定。这与预测市场有关,市场价值是一种常见的预测,更普遍的是在非正式的公共预测论坛,如分析师的股票市场估计。我们描述了三种机制,是防策略与非短视的考虑,并表明,其中之一,满足我们所有的要求,从一个机制,在几乎所有的预测设置。我们制定规则来区分真实和不真实的设置,并使用它们来广泛分类预测设置连续的结果。我们展示了我们提出的机制如何在现有机制失败的情况下恢复即时真实性,并提供了在预测市场中实施该机制的指导方针。

英文摘要:

Our aim is to design mechanisms that motivate all agents to reveal their predictions truthfully and promptly. For myopic agents, proper scoring rules induce truthfulness. However, as has been described in the literature, when agents take into account long-term effects of their actions, deception and reticence may appear. No simple rules exist to distinguish between the truthful and the untruthful situations, and a determination has been done in isolated cases only. This is of relevance to prediction markets, where the market value is a common prediction, and more generally in informal public prediction forums, such as stock-market estimates by analysts. We describe three mechanisms that are strategy-proof with non-myopic considerations, and show that one of them meets all our requirements from a mechanism in almost all prediction settings. We formulate rules to distinguish truthful from untruthful settings, and use them to extensively classify prediction settings with continuous outcomes. We show how our proposed mechanism restores prompt truthfulness where incumbent mechanisms fail, and offer guidelines to implementing it in a prediction market.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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