2 papers
cs.GT2026
Adaptive Liquidity in Prediction Markets via Online Learning
Enrique Nueve, Bao Nguyen, Rafael Frongillo +1
Prediction markets rely on liquidity to convert trades into informative prices, yet existing mechanisms fix liquidity ex ante. This restriction enforces a static trade-off between…
q-fin.PM2026
AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies
The Anh Pham, Bao Chan Nguyen, Nguyet Nguyen Thi
Transitioning a strategy from backtest to live trading is a common failure point for quantitative systems due to parameter overfitting, selection bias, and sensitivity to regime ch…