The paper introduces a hierarchical agentic reduction (HAR) pipeline that constructs inspectable cross‑event relation graphs from prediction market contracts. By clustering markets and applying typed LLM reasoning, the method proposes signed relations with rationales between specific markets. Evaluation on eight monthly Kalshi catalogs, using 30.3 million trades, shows that the identified relations exhibit higher signed Pearson and Spearman price‑change correlations than matched within‑topic controls, especially for medium or high‑strength relations.
arXiv:2512. 02436v2 Announce Type: replace Abstract: Prediction markets allow users to trade on outcomes of real-world events, but are prone to fragmentation with overlapping questions, implicit equivalences, and hidden contradictions across markets.
The paper introduces a continuously synchronized dataset suite covering the entire lifecycle of decentralized prediction markets, from market creation to final settlement. It integrates market metadata, fill-level trading records, and oracle-resolution events into a unified relational system, providing over 3.29 million market records, 1.90 billion order executions, and 21 million oracle events from October 2020 to the present. The authors detail the data model, collection pipeline, and consistency mechanisms, and demonstrate the dataset’s usefulness for sports betting, economic forecasting, and blockchain research, with public access via a website and interactive tools.
The paper introduces FABench, a scalable backtesting environment designed to evaluate forecasting agents. FABench automatically discovers events, generates questions, and resolves outcomes for any past forecast date, allowing continuous renewal beyond model training cutoffs. In initial tests, retrieval improves Brier scores across eight models, with top agents matching or surpassing market consensus on 54 Polymarket-linked questions, yet analysis shows persistent evidence‑weighting failures that highlight room for improvement.
arXiv:2608. 15291v1 Announce Type: new Abstract: Demand forecasting increasingly requires combining two complementary sources of information: historical sales reveal recurring numerical dynamics, while future promotions, holidays, price changes, and platform interventions provide forward-looking knowledge.
arXiv:2407. 18957v5 Announce Type: replace-cross Abstract: Can AI Agents simulate real-world trading environments to investigate the impact of external factors on stock trading activities (e.
arXiv:2608. 12674v1 Announce Type: new Abstract: Maintaining price consistency and executing an Every Day Low Price strategy is critical for global retailers.
arXiv:2607. 10286v1 Announce Type: new Abstract: Large language model (LLM) agents are increasingly used in trading systems, where model reasoning, tool use, and continual decisions incur costs that are expected to produce trading value.
arXiv:2606. 25811v1 Announce Type: cross Abstract: Commodity futures can be represented hierarchically, with underlying assets at the upper level and individual futures contracts at the lower level.
arXiv:2609.22174v1 Announce Type: cross Abstract: Anticipating emerging research directions is a critical goal of AI-assisted science. Existing methods mainly predict which concepts will co-occur in...
arXiv:2606. 31461v1 Announce Type: new Abstract: Niche asset markets, such as Counter-Strike 2 (CS2) weapon skins, are small, volatile, and heavily driven by community discussions and platform rules.
The paper introduces Agentic Context Cracking, a technique that adaptively and speculatively structures unstructured data during the reasoning process of large language model agents. By creating a sub-agent that extracts useful structure from documents as they are opened, the method reduces the need to repeatedly read large files, cutting token usage by 53% on the FanOutQA benchmark while maintaining accuracy. Over time, more queries are answered using the accumulated structured data, approaching the efficiency of a database lookup.
The study investigates how large language models (LLMs) perform in a double auction market, a common economic mechanism. By replacing human participants with LLM agents, the authors find that markets with LLMs converge more slowly or not at all, leading to less efficient resource allocations. Analysis of trading decisions reveals significant variation across model families and roles, and a lexical study of Chain-of-Thought traces links trade execution to a shift from strategic thinking to urgency.