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NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.


Spring 2021 Industrial Engineering and Operations Research E4725 section V01
TOPICS IN QUANTITATIVE FINANCE
Networks:Form,Contgn,Epidemics

Call Number 17905
Points 3
Grading Mode Standard
Approvals Required None
Instructor Agostino Capponi
Type LECTURE
Method of Instruction On-Line Only
Course Description Prediction markets are marketplaces for trading contracts that yield payoff that is determined by the future outcome of an event, e.g. political elections or sports games. Many suggest such markets could produce more accurate forecasts than conventional forecasting methods. This course will introduce the basic concepts in prediction markets as well as their background and recent development. The focus of this course is to understand the information elicitation and aggregation mechanism in prediction markets, to empirically evaluate the performance of different forecasts, and to develop effective statistical methods using data that is available in prediction markets. Other similar markets, like sports betting markets, will also be discussed in this course. Background in statistics and experience in programming are required.
Web Site Vergil
Department Video Network
Enrollment 2 students (99 max) as of 8:04PM Friday, April 9, 2021
Subject Industrial Engineering and Operations Research
Number E4725
Section V01
Division School of Engineering and Applied Science: Graduate
Open To Columbia Video Network
Campus Video Network
Fee $395 CVN Course Fee
Note VIDEO NETWORK STUDENTS ONLY
Section key 20211IEOR4725EV01

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SIS update 04/09/21 20:04    web update 04/09/21 21:23