arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2512.02436cs.AI
收藏

语义交易:用于预测市场聚类和关系发现的代理AI

Agentic AI for Clustering and Relationship Discovery in Prediction Markets

Columbia University(哥伦比亚大学);IBM Research(IBM研究院)

Agostino Capponi, Alfio Gliozzo, Brian Zhu

AI总结:

本文提出一种代理AI方法,通过自然语言处理将预测市场划分为主题组并发现市场间的关系,利用历史数据验证其预测准确性及交易策略收益。

摘要:

预测市场允许用户对现实世界事件的结果进行交易,但容易因问题重叠、隐含等价关系和市场间的隐藏矛盾而碎片化。我们提出了一种代理AI流水线,能够自主(i)利用合同文本和元数据上的自然语言理解将市场划分为连贯的主题组,(ii)识别组内市场对,其解决结果表现出强相关性,包括相同结果(相关)和不同结果(反相关)的关系。使用Polymarket上已解决市场的历史数据集,我们评估了代理在关系预测上的准确性。然后,我们将发现的关系转化为简单的交易策略,以量化这些关系如何映射到可操作的信号。结果表明,代理识别的关系准确率约为60-70%,其诱导的交易策略在周内时间范围内平均收益约为20%,突显了代理AI和大语言模型在预测市场中发现潜在语义结构的能力。

英文摘要:

Prediction market platforms list thousands of contracts whose logical and economic connections are implicit in their resolution rules. We introduce a hierarchical agentic reduction (HAR) pipeline for constructing inspectable cross-event relation graphs and a behavioral benchmark for evaluating their alignment with market prices. This partitions a catalog of prediction markets, specified by question and resolution text, into topic clusters, applies typed LLM reasoning to small batches, and proposes signed relations with rationales between specific markets. We evaluate semantic relation graphs spanning eight monthly Kalshi catalogs (February to September 2026). Using data from 30.3 million trades, we compute a benchmark that compares linked pairs' signed price-change correlations with those of matched, unlinked controls from the same topic cluster on identical timestamps. Under full-sample and leave-first-week-out evaluation, relations identified by our pipeline exhibit higher signed Pearson price-change correlations, with statistical significance, than matched within-topic controls. This increase also appears under Spearman correlation and becomes larger among relations labeled as medium or high strength. This benchmark provides a criterion for comparing relation-discovery methods against observations beyond their input text, and our results indicate the ability of agentic AI and LLM reasoning to identify meaningful relations between individual markets in connected Web marketplaces.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑