I attended earlier today the 3rd Workshop on Prediction Markets, organized with the support of Yahoo Research at the Kellogg School of Management, Northwestern University in Chicago. The event managed to gather top-notch researchers and practitioners of the field from Japan till, well, Greece, and I really enjoyed the focus and depth of all presentations.

What’s more, I had the chance to met up in person and chat with, among others “PM colleagues”, the Chicago-based Inkling guys -we owe them a lot at askmarkets-, Emile Servan-Schreiber of Newsfutures -he proved to be voluble and absolutely helpful on sharing experiences from many years of providing markets services-, as well as his own majesty and my very own prediction markets guru David Pennock; yes, he is such a geek but modest.

The presentation I gave for our late research attempts with Panos Ipeirotis entitled as ‘Detecting Important Events Using Prediction Markets, Text Mining and Volatility Modeling’ is attached hereby, while, as a work in progress, your comments are more than welcome.

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