no code implementations • 28 Jan 2023 • Aitazaz Ali Raja, Sergio Grammatico
Motivated by the markets operating on fast time scales, we present a framework for online coalitional games with time-varying coalitional values and propose real-time payoff distribution mechanisms.
no code implementations • 5 May 2022 • Aitazaz Ali Raja, Pierre Pinson, Jalal Kazempour, Sergio Grammatico
This market delivers an aggregated forecast to the buyer (pre-event) and allocates a payoff to the sellers (post-event) for their contribution.