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- W4299419107 abstract "We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome. We quantify this risk using the concept of risk measures from finance, and introduce a class of trade dynamics which allow agents to trade contracts contingent upon the future outcome. We then show that these trade dynamics exactly correspond to a variant of randomized coordinate descent. By extending the analysis of these coordinate descent methods to account for our more organic setting, we are able to show convergence rates for very general trade dynamics, showing that the market or network converges to a unique steady state. Applying these results to prediction markets, we expand on recent results by adding convergence rates and general aggregation properties. Finally, we illustrate the generality of our framework by applying it to agent interactions on a scale-free network." @default.
- W4299419107 created "2022-10-02" @default.
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- W4299419107 date "2014-10-01" @default.
- W4299419107 modified "2023-09-27" @default.
- W4299419107 title "Risk Dynamics in Trade Networks" @default.
- W4299419107 doi "https://doi.org/10.48550/arxiv.1410.0413" @default.
- W4299419107 hasPublicationYear "2014" @default.
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