  We present a novel methodology for predicting future outcomes that uses small
numbers of individuals participating in an imperfect information market. By
determining their risk attitudes and performing a nonlinear aggregation of
their predictions, we are able to assess the probability of the future outcome
of an uncertain event and compare it to both the objective probability of its
occurrence and the performance of the market as a whole. Experiments show that
this nonlinear aggregation mechanism vastly outperforms both the imperfect
market and the best of the participants.
