David Pennock is a Principal Researcher and Assistant Managing Director of Microsoft Research in New York City, focusing on algorithmic economics. He has over sixty academic publications relating to computational issues in electronic commerce and the web, including papers in PNAS, Science, IEEE Computer, Theoretical Computer Science, Algorithmica, AAAI, EC, KDD, UAI, SIGIR, ICML, NIPS, and WWW. He has authored three patents and thirteen patent applications. In 2005, he was named to MIT Technology Review's list of 35 top technology innovators under age 35. Prior to his current position, David worked as a Principal Research Scientist at Yahoo! Research, a Research Scientist at NEC Laboratories America, a research intern at Microsoft Research, and in 2001 served as an adjunct professor at Pennsylvania State University. He received a Ph.D. in Computer Science from the University of Michigan, an M.S. in Computer Science from Duke University, and a B.S. in Physics from Duke. His work has been featured in Discover Magazine, New Scientist, CNN, the New York Times, the Economist, Surowiecki’s "The Wisdom of Crowds", and other publications.
For more details see David's personal homepage.
- Hoda Heidari, Sébastien Lahaie, David M. Pennock, and Jennifer Wortman Vaughan, Integrating Market Makers, Limit Orders, and Continuous Trade in Prediction Markets, ACM – Association for Computing Machinery, June 2015.
- Nicolas S. Lambert, John Langford, Jennifer Wortman Vaughan, Yiling Chen, Daniel Reeves, Yoav Shoham, and David M. Pennock, An Axiomatic Characterization of Wagering Mechanisms, in Journal of Economic Theory, vol. 156, pp. 389-416, March 2015.
- Yiling Chen, Nikhil R. Devanur, David M. Pennock, and Jennifer Wortman Vaughan, Removing Arbitrage from Wagering Mechanisms, June 2014.
- Sebastien Lahaie, Miro Dudik, David Rothschild, and David Pennock, A Combinatorial Prediction Market for the U.S. Elections, ACM Conference on Electronic Commerce, June 2013.
- Miroslav Dudik, Sebastien Lahaie, and David Pennock, A Tractable Combinatorial Market Maker Using Constraint Generation, in ACM Conference on Electronic Commerce, 2012.
- Alina Beygelzimer, John Langford, and David Pennock, Learning performance of prediction markets with Kelly bettors, International Conference on Autonomous Agents and Multiagent Systems, 2012.
- David Pennock and Lirong Xia, Price updating in combinatorial prediction markets with Bayesian networks, Conference on Uncertainty in Artificial Intelligence, 2011.
- Lirong Xia and David Pennock, An efficient Monte-Carlo algorithm for pricing combinatorial prediction markets for tournaments, International Joint Conference on Artificial Intelligence, 2011.
- Abe Othman, Tuomas Sandholm, David Pennock, and Daniel Reeves, A practical liquidity-sensitive automated market maker, 2010.
- Sharad Goel, Jake Hofman, Sebastien Lahaie, David Pennock, and Duncan Watts, Predicting Consumer Behavior with Web Search, in Proceedings of the National Academy of Sciences (PNAS), 2010.