Personal Information
- Name: Jonathan Pei
- Email: jonpei@sas.upenn.edu
- Office: CoRE 415
- School: University of Pennsylvania
- Project: Differential Liquidity Allocation in Prediction Markets
- Mentor: Xintong Wang
Thank you to my advisor Xintong Wang for her guidance and support throughout this project.
This research was conducted at the 2025 DIMACS REU program, supported by NSF grant CCF-2447342.
I spent this week learning about learning about prediction markets and automated market makers. After meeting with my advisor we settled on the problem of differentially allocating liquidity in a LMSR market. This is building off of a previous paper by her which examined multiresolution interval markets.
Here’s something I cooked recently:
