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This study aims at developing an intra-firm prediction market system for obtaining not only a point estimate but also a continuous forecast distribution of the demand quantity of a certain product in a future time period based on the collective knowledge of the firm's sales people. The system uses the variable-interval prediction security (VIPS) as the prediction security to be traded in the market, and possesses a computerized market maker which evaluates each unit of VIPS with a Gaussian price density and updates the price density function, or the forecast distribution, intermittently every time a certain condition is met according to the transactions in the market. In earlier work, a market maker with a simple weighted average updating logic has been found to be vulnerable to arbitrage. Thus, this paper refines the market maker by introducing the inventory-based updating logic and book value constraint in order to fix the vulnerability. How the market maker functions and on what parameters its performance mainly depends are studied through agent-based simulation

Intermittent-Updating-Type Market Maker for Prediction Market System Using VIPS for Collective-Knowledge-Based Demand Forecasting