严格适当的合同函数可以是无仲裁的
Strictly Proper Contract Functions Can Be Arbitrage-Free
摘要：
我们考虑的机制，如实地从一组专家的概率预测。标准的方法--使用适当的评分规则来分别奖励每个专家--对共谋并不稳健：专家们可能会合谋误报他们的信念，以保证他们无论最终结果如何都能获得更大的总奖励。Chun和Shachter（2011）将任何此类共谋称为“套利”，并询问是否存在任何真实的诱导机制，使套利成为不可能。我们积极地解决了这个问题，展示了一类严格适当的无仲裁的合同功能。这些契约函数有两个部分：一个部分确保专家联盟的总回报仅取决于他们报告的平均值;另一个部分确保改变这个平均值报告至少会在一个结果下伤害专家。
英文摘要：
We consider mechanisms for truthfully eliciting probabilistic predictions from a group of experts. The standard approach -- using a proper scoring rule to separately reward each expert -- is not robust to collusion: experts may collude to misreport their beliefs in a way that guarantees them a larger total reward no matter the eventual outcome. Chun and Shachter (2011) termed any such collusion "arbitrage" and asked whether there is any truthful elicitation mechanism that makes arbitrage impossible. We resolve this question positively, exhibiting a class of strictly proper arbitrage-free contract functions. These contract functions have two parts: one ensures that the total reward of a coalition of experts depends only on the average of their reports; the other ensures that changing this average report hurts the experts under at least one outcome.
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