Beyond Forecasting: The Belief-to-Trade Layer in Prediction-Market Agents

Researchers have introduced Raven-Agent, the first autonomous trading agent for prediction markets. This architecture successfully bridges the gap between forecasting probabilities and actual trading performance, achieving positive risk-adjusted returns.
Computer Science > Artificial Intelligence
Title:Beyond Forecasting: The Belief-to-Trade Layer in Prediction-Market Agents
View PDF HTML (experimental)Abstract:Forecasting future events has attracted growing attention as a testbed for general-purpose AI. A natural way to ground this evaluation is let the models trade in the prediction markets. Trading, however, requires more than forecasting. Moreover, recent benchmarks report a substantial gap between calibrated probability scores and the trading results. We propose Raven-Agent, to the best of our knowledge, the first autonomous trading agent for prediction markets. On a controlled replay over an archived decision set, our architecture achieves the only positive return and the only positive risk-adjusted return among all tested policies. We have released our code in this https URL .
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Source: arXiv cs.AI Recent
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