第４回予測市場勉強会資料・予測市場を１から学ぼう！

by Yuya-Furusawa

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༧ଌࢢ৔Λ͔̍Βֶ΅͏ʂ ༧ଌࢢ৔ษڧձୈ̐ճ ݹᖒ ༏໵ 2019/10/15

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Table of Contents • ࣗݾ঺հ • ·ͣ༧ଌʹ͍ͭͯ • ༧ଌࢢ৔ͱ͸ʁ • ༧ଌࢢ৔ͷྑ͍ͱ͜ɾѱ͍ͱ͜ • ༧ଌࢢ৔ͷՄೳੑ • ͓ΘΓʹ • Q&A

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ࣗݾ঺հ • ݹᖒ ༏໵ • ౦େܦࡁM2 • ઐ໳ɿήʔϜཧ࿦ɺωοτϫʔΫཧ࿦ • ؔ৺ɿ༧ଌࢢ৔ɺ҉߸௨՟ɺҼՌਪ࿦ • ༧ଌࢢ৔αʔϏε”Eagna”ΛӡӦɾ։ൃͯ͠·͢

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·ͣ͸༧ଌʹ͍ͭͯ

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༧ଌͷॏཁੑ • কདྷͷ༧ଌ͸ඇৗʹॏཁ དྷ݄ͷऩೖˠࠓ೔ͷങ͍෺ ঎඼ͷधཁˠઃඋ౤ࢿɺϓϩϞʔγϣϯઓུ ਺೥ޙͷੈք৘੎ˠ੓෎ͷํ਑

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༧ଌͱ͍͏ӦΈ • ੈͷதʹࢄΒ͹͍ͬͯΔ৘ใΛू໿ͯ͠ɺকདྷ ʹؔ͢Δ৘ใΛಋ͘ߦҝ • Ͱ͸ͲͷΑ͏ʹ৘ใΛू໿͢Ε͹͍͍ͷ͔ʁ • ޮ཰త͔ͭ؆୯ͳू໿ํ๏ͩͱخ͍͠

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༧ଌखஈ̍ɿઐ໳Ոʹฉ͘ • Pros • ૊৫ʹೲಘײΛੜΉ • Cons • ͓ۚͱ͕͔͔࣌ؒΔ • ਖ਼௚ʹ౴͑ΔΠϯηϯςΟϒ͸ʁ • ਫ਼౓ͦΜͳʹߴ͘ͳ͍͔΋͠Εͳ͍ɺɺɺ

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༧ଌखஈ̎ɿଟ਺ܾʢ౤ථʣ • Pros • ؆୯ʹ࣮ߦͰ͖Δ • ࢀՃऀ͕ฏ౳ʹѻΘΕΔ • Cons • ਖ਼௚ʹ౤ථ͢ΔΠϯηϯςΟϒ͕ແ͍ • ৘ใΛ͍࣋ͬͯΔਓͱ࣋ͬͯͳ͍ਓ͕ฏ౳ʹѻΘΕ ͯ͠·͏ • ౤ථऀͷແؾྗԽ(Voter Apathy)

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༧ଌखஈ̏ɿAIͰ༧ଌ • Pros • ༧ଌਫ਼౓͕ඇৗʹߴ͍ • Cons • ๲େͳσʔλ͕ඞཁ • σʔλ͕ͳ͍͜ͱͷ༧ଌ͸೉͍͠

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໰୊఺ 1. ༧ଌΛਖ਼௚ʹݴ͏ΠϯηϯςΟϒ͕ແ͍ 2. ࣌ؒతɾۚમతίετ͕ߴ͍ 3. େྔ͔࣭ͭͷߴ͍σʔλ͕ඞཁ

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ޮ཰తʹਫ਼౓ͷߴ͍༧ଌ͕͍ͨ͠ʂʂʂ

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༧ଌࢢ৔ͱ͸ʁ

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༧ଌࢢ৔ Prediction Market • ܈ऺͷӥஐͱࢢ৔ϝΧχζϜΛ༻͍ͨ৘ใू ໿ϝΧχζϜɾ༧ଌखஈ • ଟ਺ͷࢀՃऀ͕ࣗ෼ͷ༧૝ʹैͬͯɺূ݊Խ ͞Εͨ༧૝Λചങ͢Δ • ೔ຊͰ͸͋·Γ஌ΒΕͯ·ͤΜͶɺɺɺ

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܈ऺͷӥஐ Wisdom of Crowds • 1ਓͷ༏Εͨఱ࠽͕Լ͢൑அΑΓ΋ɺී௨ͷਓ ͔Β੒Δूஂ͕Լ͢൑அͷํ͕༏Ε͍ͯΔͱ ͍͏ݱ৅ • ྫɿΰϧτϯڭतͱ༤ڇͷମॏ౰ͯେձ

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ࢢ৔ϝΧχζϜ Market Mechanism • ܦࡁతΠϯηϯςΟϒʹΑΓޮ཰తͳ഑෼Λ ୡ੒ • ʮൃݟతखଓ͖ͱͯ͠ͷڝ૪ʯbyϋΠΤΫ • ৘ใू໿ϝΧχζϜͱͯ͠ͷࢢ৔

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༧ଌࢢ৔ͷ࣮ྫ • Hollywood Stock Exchange • ΞϝϦΧͷ࿝ฮ༧ଌࢢ৔ɺөըͷ༧ଌઐ໳ • Augur • ϒϩοΫνΣʔϯ্ͷ༧ଌࢢ৔ • Google • ࣾ಺ʹ༧ଌࢢ৔Λઃஔ

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༧ଌࢢ৔ͷ࢓૊Έ • τϥϯϓͱώϥϦʔͷͲͪΒ͕উ͔ͭΛ༧ଌ ͢Δ༧ଌࢢ৔Λߟ͑·͠ΐ͏ʂ

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༧ଌࢢ৔ͷ࢓૊Έ 1. τϥϯϓτʔΫϯͱώϥϦʔτʔΫϯΛൃߦ τϥϯϓ $1 $0 τϥϯϓউར τϥϯϓഊ๺ ώϥϦʔ $1 $0 ώϥϦʔউར ώϥϦʔഊ๺

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༧ଌࢢ৔ͷ࢓૊Έ 2. τʔΫϯͷചങΛ͢Δ • উͭͱ༧૝͢ΔํͷτʔΫϯΛങ͏ τϥϯϓ ώϥϦʔ τϥϯϓ͕উͭ ͱࢥ͏ͳΒ… ώϥϦʔ͕উͭ ͱࢥ͏ͳΒ…

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༧ଌࢢ৔ͷ࢓૊Έ 2. τʔΫϯΛചങ͢Δ • ޷͖ͳτʔΫϯΛ޷͖ͳ͚ͩങ͑Δ τϥϯϓ ώϥϦʔ ×̑ ×̑ ൒ʑ͘Β͍ͩͱ ࢥ͏ͳΒ…

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༧ଌࢢ৔ͷ࢓૊Έ 2. τʔΫϯΛചങ͢Δ • ༧૝͕มԽͨ͠ΒͦΕʹԠͯ͡ചങ τϥϯϓ ώϥϦʔ ώϥϦʔ͕উͪͦ͏ͩ ͱͳͬͨΒ…

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༧ଌࢢ৔ͷ࢓૊Έ 3. ݁Ռ͕ܾ·ͬͨͷͪɺ෷͍໭͕͠ߦΘΕΔ τϥϯϓ ώϥϦʔ

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Ձ֨ͱ༧ଌ • Ձ͕֨ߴ͍ʹΈΜͳ͕༧૝͍ͯ͠Δ • Ձ֨ʹࢢ৔ͷ༧ଌ • ܦࡁతΠϯηϯςΟϒ͕ਖ਼֬ͳ༧ଌΛ΋ͨΒ ͢

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Ձ֨ͱࣗ෼ͷ༧ଌ • ͍ͭങ͍ͬͯͭചΔ΂͖͔ʁ • ྫɿτϥϯϓτʔΫϯͷՁ͕֨$0.6ͷͱ͖ τϥϯϓ͕উͭ֬཰ 80% ظ଴஋ɿ$1 × 80% = $0.8 > $0.6 30% ظ଴஋ɿ$1 × 30% = $0.3 < $0.6 ങͬͨํ͕ ྑ͍ ചͬͨํ͕ ྑ͍

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༧ଌࢢ৔ͷϝΧχζϜ • Ձ֨ΛͲ͏΍ܾͬͯΊΔ͔ʁ • Ձ͕֨༧ଌΛදͯ͠΄͍͠ • ͦͷ༧ଌ͸ਖ਼֬ͳ΋ͷͰ͋ͬͯ΄͍͠ • ࣗ෼ͷ༧ଌ௨Γʹਖ਼௚ʹചങͯ͠΄͍͠

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࿈ଓμϒϧΦʔΫγϣϯํࣜ Continuous Double Auction Mechanism • τʔΫϯΛചങ • ചΓ஫จͱങ͍஫จΛͦΕͧΕఏग़ • ৚͕݅Ϛον͢Ε͹໿ఆ • גࣜࢢ৔ɺҝସࢢ৔ͳͲͱಉ͡΍Γํ

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࿈ଓμϒϧΦʔΫγϣϯํࣜ Continuous Double Auction Mechanism • Thin Market Problem • ಛʹબ୒ࢶ͕ଟ͘ͳΔͱ૬ख͕ݟ͔ͭΒͳ ͍Մೳੑ • No Trade Theorem • ૬ख͕औҾ͠Α͏ͱ͢ΔͳΒʹͦΕʹԠ͡ ͳ͍ํ͕ྑ͍

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ϚʔέοτϝΠΧʔํࣜ Automated Market Maker Mechanism • ࢢ৔ͷ؅ཧऀͱऔҾΛߦ͏ • ؅ཧऀ͔ΒτʔΫϯΛߪೖ͠ɺ؅ཧऀ͕ใु Λࢧ෷͏ • Ձ֨͸ΞϧΰϦζϜʹैܾͬͯఆ͞ΕΔ →ࠓճ͸ׂѪ͠·͢ʂ

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༧ଌࢢ৔ͷྑ͍ͱ͜ɾѱ͍ͱ͜

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͍͢͝ͱ͜Ζ 1. ༧ଌ͕ਖ਼֬ “Prediction Markets”, Wolfers and Zitzewitz

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͍͢͝ͱ͜Ζ 2. ϦΞϧλΠϜੑ • Ձ֨(ʹ༧ଌ)ͷมԽ͕Θ͔Δ • χϡʔεͳͲͰ༧ଌ͕DynamicʹมԽ • ଞͷ༧ଌखஈʹ͸ݟΒΕͳ͍ಛੑ

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“Prediction Markets”, Wolfers and Zitzewitz

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͍͢͝ͱ͜Ζ 3. ৘ใͷओମతͳ֫ಘ • औҾͰಘΛ͢ΔͨΊʹ͸৘ใΛͨ͘͞Μू ΊΔඞཁ͕͋Δ • ྫ͑͹ώϥϦʔͱτϥϯϓͲ͕ͬͪউ͔ͭ ʹ͍ͭͯ͘͢͝ௐ΂ΔΑ͏ʹͳΓ·͢

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μϝͳͱ͜Ζ 1. ϚʔέοτͷσβΠϯ͕೉͍͠ 2. ๏తͳ໰୊ • ೔ຊͩͱṌത๏ͰΞ΢τͰ͢^^ 3. ྲྀಈੑͷ֬อɺ؅ཧऀͷଛࣦ 4. ݁Ռͷղऍ͕೉͍͠

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AIʹΑΔ༧ଌͱͷҧ͍ • ҧ͍ɿσʔλɾϞσϧΛඞཁͱ͠ͳ͍ • σʔλ͕ແ͍ɺऔΕͳ͍ྖҬ • Ϟσϧ͕ෳࡶͳྖҬ • ٯʹϦονͳσʔλɾཱ֬͞ΕͨϞσϧ͕͋ Ε͹AIͷํ͕༏Ε͍ͯΔ

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༧ଌࢢ৔͸ઈରతʹ༏Εͨ༧ଌखஈͰ͸ͳ͍ Ή͠Ζଞͷ༧ଌखஈͱิ׬తͳؔ܎

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༧ଌࢢ৔ͷՄೳੑ

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ࣾձɾ੓࣏໰୊ʹؔ͢Δ༧ଌ • ྫɿʮ೔ؖट೴ձஊ͕൒೥Ҏ಺ʹ࣮ݱ͢Δ ͔ʁʯ • σʔλ౳Ͱ͸༧ଌࠔ೉ • Ϗδωεతʹ͸ඇৗʹॏཁͳ༧ଌ

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৚݅෇͖ͷ༧ଌ • ྫɿʮফඅ੫Λ૿੫ͨ͠Βɺ̑೥ޙɺ೔ຊͷ ܦࡁ੒௕཰͸˓%Λ௒͑Δ͔ʁʯ • ੓ࡦͷ൑அʹ࢖͏͜ͱ͕Մೳ • ੈ࿦ௐࠪͷ୅ΘΓ • ϙδγϣϯτʔΫͳ͘ͳΔʢʁʣ

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ਅ࣮Λ๫͘(ʁ)༧ଌ • ྫɿʮްੜ࿑ಇলͷ౷ܭʹෆਖ਼͕͋Δ͔ʁʯ • ಺෦ͷਓͨͪ͸ෆਖ਼͕͋Δͱ༧ଌ͢ΔΠϯη ϯςΟϒ͕͋Δ • Ձ͕֨ߴ͔ͬͨΒʮͳΜ͔ո͍͠ɺɺɺʯͬ ͯͳΔ

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͓ΘΓʹ

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΋ͬͱ஌Γ͍ͨਓ͸ • ʮී௨ͷਓͨͪΛ༬ݴऀʹม͑Δʰ༧ଌࢢ৔ʱͱ͍ ͏৽ઓུʯɺυφϧυɾτϯϓιϯ • ʮʰΈΜͳͷҙݟʱ͸Ҋ֎ਖ਼͍͠ʯɺδΣʔϜζɾ εϩ΢ΟοΩʔ • “Prediction Market : Theory and Application”, Leighton Vaughan Williams

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Eagna • ”Eagna”ͱ͍͏αʔϏεΛӡӦɾ։ൃͯ͠·͢ • PCɺεϚϗͷϒϥ΢β্Ͱ༧ଌࢢ৔ΛແྉͰ ମݧͰ͖·͢ʢsign upඞཁɺεϚϗਪ঑ʣ • Ϛʔέοτ͝ͱʹίΠϯΛ഑෍͢ΔͷͰɺͦ ΕΛͨ͘͞Μ૿΍͍ͯͩ͘͠͞ʂ

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Eagna • ใु΋͋Γ·͢ʂ • ֫ಘͨ͠ίΠϯʹൺྫͯ֬͠཰తʹελόͱ͔ͷ Ϊϑτ݊Λ഑ͬͯ·͢ • eagna.ioͰݕࡧʂ • ϑΟʔυόοΫେେେ׻ܴͰ͢ʂ

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༧ଌࢢ৔ษڧձ • ೔ຊͷ༧ଌࢢ৔ίϛϡχςΟͱͯ͠ຖ݄ߦͬ ͍ͯ͘༧ఆͰ͢ • ೔࣌ɺձ৔ɺςʔϚ͸connpass౳Ͱʂ • ੋඇ࣍ճ΋͝ࢀՃԼ͍͞ʂ