ミズヤマ ハジメ   MIZUYAMA Hajime
  水山 元
   所属   青山学院大学  理工学部 経営システム工学科
   職種   教授
言語種別 英語
発行・発表の年月 2013
形態種別 学術雑誌
査読 査読有り
標題 Prediction Market System Using VIPS, Gaussian Forecast Distribution and Batch-Updating Central Market Maker for Demand Forecasting
執筆形態 単独
掲載誌名 日本経営工学会論文誌
巻・号・頁 pp.258-271
概要 This paper presents an intra-company prediction market system as a collective-knowledge- based demand forecasting tool. The system uses the variable interval prediction security (VIPS) to be traded in the market and is controlled by a newly introduced computerized central market maker (CMM). The CMM has a Gaussian forecast distribution and updates the distribution on a batch basis through an inventory-based updating logic according to the transactions of the VIPS in the market. An agent-based simulation and laboratory experiments are performed to confirm whether the proposed system functions properly as a subjective forecasting tool.