Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: When should an expert make a prediction?   We consider a setting where in a known future time, a certain continuous
random variable will be realized. There is a public prediction that gradually
converges to its realized value, and an expert that has access to a more
accurate prediction. Our goal is to study {\em when} should the expert reveal
his information, assuming that his reward is based on a logarithmic market
scoring rule (i.e., his reward is proportional to the gain in log-likelihood of
the realized value).
  Our contributions are: (1) we characterize the expert's optimal policy and
show that it is threshold based. (2) we analyze the expert's asymptotic
expected optimal reward and show a tight connection to the Law of the Iterated
Logarithm, and (3) we give an efficient dynamic programming algorithm to
compute the optimal policy.

19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
2
The categories of this paper are: math
17
The categories of this paper are: q-fin
27
The categories of this paper are: comp-gas
15
The categories of this paper are: nucl-ex
32
The categories of this paper are: atom-ph
14
The categories of this paper are: math-ph
9
The categories of this paper are: nlin
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
3
The categories of this paper are: physics
21
The categories of this paper are: adap-org
30
The categories of this paper are: q-alg
25
The categories of this paper are: patt-sol