基于证券的决策市场
Securities Based Decision Markets
摘要：
决策市场是一种机制，根据对结果的预测，从一系列行动中选择一个。基于评分规则的决策市场已被证明提供类似于适当激励预测市场的激励兼容性。然而，与预测市场相比，目前还不清楚如何实施决策市场，以便通过证券交易进行预测。我们在这里提出了这样一个基于证券的实现，并表明它提供了相同的预期收益作为相应的评分规则为基础的决策市场。然而，已实现收益的分布可能会有所不同。我们的分析扩展了基于预测的决策知识，并为直观和易于使用的决策市场实施提供了新的见解。
英文摘要：
Decision markets are mechanisms for selecting one among a set of actions based on forecasts about their consequences. Decision markets that are based on scoring rules have been proven to offer incentive compatibility analogous to properly incentivised prediction markets. However, in contrast to prediction markets, it is unclear how to implement decision markets such that forecasting is done through the trading of securities. We here propose such a securities based implementation, and show that it offers the same expected payoff as the corresponding scoring rules based decision market. The distribution of realised payoffs, however, might differ. Our analysis expands the knowledge on forecasting based decision making and provides novel insights for intuitive and easy-to-use decision market implementations.
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。
