Strictly Proper Contract Functions Can Be Arbitrage-Free
Authors: Eric Neyman, Tim Roughgarden5150-5155
AAAI 2022 | Conference PDF | Archive PDF | Plain Text | LLM Run Details
| Reproducibility Variable | Result | LLM Response |
|---|---|---|
| Research Type | Theoretical | We resolve this question positively, exhibiting a class of strictly proper arbitrage-free contract functions. These contract functions have two parts: one ensures that the total reward of a coalition of experts depends only on the average of their reports; the other ensures that changing this average report hurts the experts under at least one outcome. The paper also contains sections titled 'Proof of Theorem 0.2 for n = 2' and 'Proof of Theorem 0.2 for general n' in the appendix, indicating a focus on mathematical proofs and theoretical contributions. |
| Researcher Affiliation | Academia | Eric Neyman, Tim Roughgarden Columbia University eric.neyman@columbia.edu, tim.roughgarden@gmail.com |
| Pseudocode | No | The paper contains mathematical definitions, theorems, and proofs but does not include any pseudocode or algorithm blocks. |
| Open Source Code | No | The paper does not contain any statement about releasing source code or links to a code repository. |
| Open Datasets | No | The paper is theoretical and does not involve the use of datasets for training or evaluation. |
| Dataset Splits | No | The paper is theoretical and does not involve the use of datasets, thus no validation splits are mentioned. |
| Hardware Specification | No | The paper is theoretical and does not describe any hardware used for experiments. |
| Software Dependencies | No | The paper is theoretical and does not mention any software dependencies with version numbers. |
| Experiment Setup | No | The paper is theoretical and does not describe any experimental setup or hyperparameter details. |