基于群体智慧的预测市场合约交易算法的设计研究

Research on Algorithm Design for Prediction Market-based Contracts Trading Focusing on Collective Intelligence

充分利用社会成员所掌握的数据、信息和知识的关键在于怎样有效地汇聚这些分散的、隐性的资源。分析了预测市场的基本特征,给出了事件合约交易过程中涉及的合约购买、用户间合约交易以及合约结算等关键算法。在交易有效期内,合约的市场价格呈现一定幅度的波动现象,使得任意时刻的合约价格都能客观地反映当前市场汇聚而来的所有信息,从而为事件预测提供参考。最后,通过实验和数据分析证明了所提方法在预测未来事件方面的汇聚性和有效性。

To sufficiently utilize the data, information and knowledge we have, the key issue is how to converge the dispersed and tacit resources. For this PUrpose, this paper first analyzed the essential features of prediction market, and then gave three key algorithms, mainly including contract purchase algorithm, inter-user contract exchange algorithm and contract settlement algorithm. The fluctuant contract price reveals the trend development of future events, by which the changed price reflects the impact of all factors and the market＇s collective consensus to the event result. It provides a reference for event prediction. Finally, the aggregation and effectiveness of our method are demonstrated by experiments and data analysis.