It takes all sorts : a heterogeneous agent explanation for prediction market mispricing
- Submitting institution
-
University of Southampton
- Unit of assessment
- 11 - Computer Science and Informatics
- Output identifier
- 34284765
- Type
- D - Journal article
- DOI
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10.1016/j.ejor.2018.04.011
- Title of journal
- European Journal of Operational Research
- Article number
- -
- First page
- 556
- Volume
- 270
- Issue
- 2
- ISSN
- 0377-2217
- Open access status
- Compliant
- Month of publication
- April
- Year of publication
- 2018
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- Yes
- Number of additional authors
-
3
- Research group(s)
-
-
- Citation count
- 1
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- This pioneering paper analyses pricing anomalies in betting markets and combines real data and agent-based modelling to reverse engineer the behaviour of the market participants and market makers. This interdisciplinary work was published in a top OR journal (H index 226) and resulted from a collaboration between the Business School and Computer Science. The paper was a key factor in the career of the first author who was able to obtain a lectureship position at University of Edinburgh Computer Science department within 1 year of obtaining his PhD.
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -