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Record W2802397222 · doi:10.1287/deca.2017.0362

On the Road to Making Science of “Art”: Risk Bias in Market Scoring Rules

2018· article· en· W2802397222 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueDecision Analysis · 2018
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicSports Analytics and Performance
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsPrediction marketMarket liquidityFunction (biology)Standard deviationBounded functionScoring ruleEconometricsEconomicsActuarial scienceComputer scienceMathematicsStatisticsMachine learning

Abstract

fetched live from OpenAlex

We study market scoring rule (MSR) prediction markets in the presence of risk-averse or risk-seeking agents that have unknown yet bounded risk preferences. It is well known that if agents can be prescreened, then MSRs can be corrected to elicit agents’ beliefs. However, agents cannot always be screened, and instead, an online MSR mechanism is needed. We show that agents’ submitted reports always deviate from their beliefs, unless their beliefs are identical to the current market estimate. This means, in most cases it is impossible for a MSR prediction market to elicit an individual agent’s exact belief. To analyze this issue, we introduce a measure to calculate the deviation between an agent’s reported belief and personal belief. We further derive the necessary and sufficient conditions for a MSR to yield a lower deviation relative to another MSR. We find that the deviation of a MSR prediction market is related to the liquidity provided in the MSR’s corresponding cost-function prediction market. We use the relation between deviation and liquidity to present a systematic approach to help determine the amount of liquidity required for cost-function prediction markets, an activity that up to this point has been described as “art” in the literature.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.255
Threshold uncertainty score0.998

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.004
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.063
GPT teacher head0.292
Teacher spread0.229 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it