Does anyone have any idea what the big I in this equation is?
3.2. .Prediction Markets for Logistic Regression
A variant of logistic regression can also be modeled using prediction markets, with the following betting functions:
. . . . .\(\displaystyle \phi_m^1(\mbox{x},\, 1\, -\, c)\, =\, (1\, -\, c)\left(x_m^+\, -\, \dfrac{1}{B}\ln(1\, -\, c)\right)\)
. . . . .\(\displaystyle \phi_m^2(\mbox{x},\, c)\, =\, c\left(-x_m^-\ -\, \dfrac{1}{B}\ln(c)\right)\)
where x+=xI(x>0),x−=xI(x<0), and B=m∑βm.
I can't for the life of me figure it out, and can't find a prior reference in the article. Thanks.
3.2. .Prediction Markets for Logistic Regression
A variant of logistic regression can also be modeled using prediction markets, with the following betting functions:
. . . . .\(\displaystyle \phi_m^1(\mbox{x},\, 1\, -\, c)\, =\, (1\, -\, c)\left(x_m^+\, -\, \dfrac{1}{B}\ln(1\, -\, c)\right)\)
. . . . .\(\displaystyle \phi_m^2(\mbox{x},\, c)\, =\, c\left(-x_m^-\ -\, \dfrac{1}{B}\ln(c)\right)\)
where x+=xI(x>0),x−=xI(x<0), and B=m∑βm.
I can't for the life of me figure it out, and can't find a prior reference in the article. Thanks.
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