On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

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← all fields·5 papers on “prediction markets” in Quant Finance · 1 month

Optimal Market Making in Prediction Marketsq-fin.TR

Optimal market making improves liquidity in prediction markets.

problem Efficient price discovery in prediction markets.

method Stochastic control framework for optimal market making.

result Optimal market quotes improve downside protection and profit.

prediction markets market making stochastic control optimal quotes wealth maximization

2026-07-20abs ↗pdf ↗

Uniform-Loss Automated Market Making for Prediction Marketsq-fin.TR

Uniform AMMs control loss in prediction markets.

problem Controlling loss in prediction markets.

method Loss-versus-rebalancing (LVR) framework and uniform AMMs.

result Uniform AMMs achieve proportional LVR to pool value.

prediction markets automated market making loss-versus-rebalancing uniform AMMs win-martingales

2026-07-19abs ↗pdf ↗

Volatility in Prediction Markets: A Structural Approachq-fin.TR

Develops a new volatility model for prediction markets.

problem Volatility forecasting in prediction markets differs from standard asset markets.

method Combines Wright-Fisher and Glosten-Milgrom mechanisms to model binary prediction markets.

result Structural model outperforms standard ARCH/GARCH models in volatility forecasting.

volatility forecasting prediction markets binary outcomes structural models Wright-Fisher

2026-07-09abs ↗pdf ↗

Volatility in Prediction Markets: A Structural Approachq-fin.TR

Develops a new volatility model for prediction markets.

problem Volatility forecasting in prediction markets differs from standard asset markets.

method Combines Wright-Fisher and Glosten-Milgrom mechanisms to model binary prediction markets.

result Structural model outperforms standard ARCH/GARCH models in volatility forecasting.

prediction markets volatility modeling binary contracts deadline resolution order flow

2026-07-09abs ↗pdf ↗

Settlement Manipulation in Prediction Marketsq-fin.TR

Prediction markets can be manipulated by traders who can move contract settlements, harming price discovery.

problem Manipulation of settlement times in prediction markets leads to unfair wealth transfer and harms price discovery.

method Developed a model showing how settlement manipulation transfers wealth and harms price discovery, and observed real-world effects on Polymarket's Bitcoin contract.

result Manipulators capture significant profits from retail traders, especially when settlement times are short.

prediction markets wealth transfer price discovery settlement manipulation Polymarket

2026-06-30abs ↗pdf ↗