Imagen de Portada

ForesightFlow: An Information Leakage Score Framework for Prediction Markets

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Nechepurenko, Maksym
Formato:	Preprint
Publicado:	2026
Materias:	Trading and Market Microstructure Cryptography and Security General Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
por: Nechepurenko, Maksym
Publicado: (2026)

Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
por: Nechepurenko, Maksym
Publicado: (2026)

A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
por: Nechepurenko, Maksym
Publicado: (2026)

Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
por: Nechepurenko, Maksym
Publicado: (2026)

Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
por: Nechepurenko, Maksym
Publicado: (2026)

Information Leakages in the Green Bond Market
por: Shannon, Darren, et al.
Publicado: (2025)

The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
por: Nechepurenko, Maksym
Publicado: (2026)

Heterogeneous Beliefs Model of Stock Market Predictability
por: Park, Jiho
Publicado: (2024)

SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
por: Rahman, Nahid, et al.
Publicado: (2025)

Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets
por: Saguillo, Oriol, et al.
Publicado: (2025)

Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes
por: Kirste, Daniel, et al.
Publicado: (2023)

Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
por: Ma, Tianyi
Publicado: (2025)

A Stream Pipeline Framework for Digital Payment Programming based on Smart Contracts
por: Meng, Zijia, et al.
Publicado: (2025)

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
por: Drissi, Fayçal, et al.
Publicado: (2025)

PEB Separation and State Migration: Unmasking the New Frontiers of DeFi AML Evasion
por: Cao, Yixin, et al.
Publicado: (2026)

Strategic Users in a Priority Queue with Bulk Service on Blockchains
por: Seo, Donghwa, et al.
Publicado: (2026)

Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest
por: Wu, Fei, et al.
Publicado: (2025)

Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
por: Adams, Austin, et al.
Publicado: (2023)

Debiasing LLMs by Fine-tuning
por: Gao, Zhenyu, et al.
Publicado: (2026)

Chronologically Consistent Large Language Models
por: He, Songrun, et al.
Publicado: (2025)

Riding Wavelets: A Method to Discover New Classes of Price Jumps
por: Aubrun, Cecilia, et al.
Publicado: (2024)

Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
por: Ardia, David, et al.
Publicado: (2024)

Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
por: Aubrun, Cecilia, et al.
Publicado: (2025)

Volatility-based strategy on Chinese equity index ETF options
por: Yifeng, Peng
Publicado: (2024)

Option Pricing on Automated Market Maker Tokens
por: Maymin, Philip Z.
Publicado: (2026)

Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
por: Chen, Zefeng, et al.
Publicado: (2026)

Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
por: Singh, Srisht Fateh, et al.
Publicado: (2025)

Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
por: Fleischman, Tomaž, et al.
Publicado: (2026)

A Formal Approach to AMM Fee Mechanisms with Lean 4
por: Dessalvi, Marco, et al.
Publicado: (2026)

Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
por: Yu, Haoyang, et al.
Publicado: (2023)

Ponzi Funds
por: van der Beck, Philippe, et al.
Publicado: (2024)

Decentralized Prediction Markets and Sports Books
por: Amini, Hamed, et al.
Publicado: (2023)

From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
por: Huang, Yikuan, et al.
Publicado: (2026)

The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
por: Capponi, Agostino, et al.
Publicado: (2026)

BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
por: Aparicio, Valentina, et al.
Publicado: (2024)

How low-cost AI universal approximators reshape market efficiency
por: Barucca, Paolo, et al.
Publicado: (2025)

Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
por: Lu, Yutong, et al.
Publicado: (2022)

Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
por: Bichuch, Maxim, et al.
Publicado: (2022)

Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
por: Kang, Sungwoo
Publicado: (2026)

Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
por: Un, Kuok Sin, et al.
Publicado: (2025)