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Writing - Probability

Applications of Probability: Prediction Markets

Probability models for prediction markets.

2026ResearchPythonProbabilityMartingalesBinomial treesPrediction markets

GitHub ->PDF ->

Problem

Prediction markets are often discussed informally as probabilities, but the mathematical structure benefits from a discrete probability framing.

Built

Modeled markets with binomial trees and risk-neutral probabilities.
Proved markets are approximately martingales under the model assumptions.
Built Python simulations comparing theoretical paths against sports and 5-minute Bitcoin market data.

Impact

Math 482 research paper at Texas A&M.
Connects probability theory to real-world market microstructure examples.

Embedded draft / paper PDF.

Edgar Yepez

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