arXiv AI

Agentic AI for Clustering, Relationship Discovery, and Semantic Trading in Prediction Markets

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.

arXiv AI
Jun 2

AgentDS Technical Report: Benchmarking the Future of Human-AI Collaboration in Domain-Specific Data Science

arXiv:2603. 19005v2 Announce Type: replace-cross Abstract: Data science plays a critical role in transforming complex data into actionable insights across numerous domains.

By An Luo, Jin Du, Xun Xian, Robert Specht, Fangqiao Tian, Ganghua Wang, Xuan Bi, Charles Fleming, Ashish Kundu, Jayanth Srinivasa, Mingyi Hong, Rui Zhang, Tianxi Li, Galin Jones, Jie Ding
arXiv Machine Learning
5d ago

Unlocking the Forecasting Economy: A Suite of Datasets for the Full Lifecycle of Prediction Market: [Experiments \& Analysis]

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.

By Huaiyu Jia, Luofeng Zhou, Wentao Zhang, Lin William Cong, Siguang Li, Shuo Sun
arXiv Machine Learning
Aug 13

TradingMoE: Routing the Right Experts in Evolving Markets

arXiv:2608. 11785v1 Announce Type: new Abstract: Large language models (LLMs) have shown strong potential for financial analysis and trading, but direct trading remains challenging because the predictive capabilities required can vary across assets, decision fields, and market conditions.

By Chang Zhou, Xingtong Yu, Minbin Huang, Zhennan Wu, Yuan Fang, Hong Cheng, Xinming Zhang
arXiv AI
Sep 10

Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning

Alpha‑R1 introduces a reinforcement‑learning aligned large language model framework that performs context‑aware alpha screening by semantically gating candidate factors against a dynamic market state description. The model, trained with group relative policy optimization using realized portfolio returns as reward, selects a sparse subset of factors whose economic rationale matches current market conditions. In a 12‑month out‑of‑sample test, Alpha‑R1 achieved annualized returns of 47.87% on the S&P 500 and 40.57% on the CSI 300, with Sharpe ratios of 1.62 and 2.23, demonstrating the effectiveness of semantic factor reranking in non‑stationary markets.

By Zuoyou Jiang, Li Zhao, Rui Sun, Ruohan Sun, Zhongjian Li, Jing Li, Daxin Jiang, Zuo Bai, Cheng Hua
arXiv Machine Learning
Aug 20

Converting Expert Deliberation into Financial Signals Through A Context-Aware NLP Pipeline

The paper presents the CDSP (context-conditional deliberation signal pipeline), which transforms investment committee meeting transcripts into structured predictive features. CDSP segments transcripts into topical chunks, assigns asset‑class context labels via a large language model, maps financial keywords to a taxonomy, and adds sentiment polarity and mention frequency features. Using these engineered features on 48 monthly meetings, the best model—combining sentence embeddings with CDSP features—achieves 73% accuracy and a 0.73 F1 score, outperforming a simple stock‑choice baseline, though the improvement is not statistically significant.

By Vivek Batra, Kristin Chen, Sanjiv Das, Samuel Judge, Harshad Khadilkar, Sukrit Mittal, Amir Nasrollahzadeh, Daniel Ostrov, Jacob Sisk
arXiv AI
Jun 15

Optimizing Agentic Reasoning with Retrieval via Synthetic Semantic Information Gain Reward

arXiv:2602. 00845v3 Announce Type: replace Abstract: Agentic reasoning enables large reasoning models (LRMs) to dynamically acquire external knowledge, but yet optimizing the retrieval process remains challenging due to the lack of dense, principled reward signals.

By Senkang Hu, Yong Dai, Yuzhi Zhao, Yihang Tao, Yu Guo, Zhengru Fang, Sam Tak Wu Kwong, Yuguang Fang