ForesightFlow introduces an ILS framework quantifying pre-news information leakage in event-resolved binary prediction markets and adds a deadline-anchored extension after finding standard scope conditions exclude documented insider cases.
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3 Pith papers cite this work. Polarity classification is still indexing.
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q-fin.TR 3years
2026 3verdicts
UNVERDICTED 3representative citing papers
Deadline-ILS on a major Polymarket contract shows a 0.444 shift distinguishing article-derived timestamps (+0.113) from resolution-anchored proxies (-0.331).
Three detection methods for informed trading in prediction markets—composite screens, sign-randomization tests, and the new Information Leakage Score—operate as stacked layers that together increase precision.
citing papers explorer
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ForesightFlow: An Information Leakage Score Framework for Prediction Markets
ForesightFlow introduces an ILS framework quantifying pre-news information leakage in event-resolved binary prediction markets and adds a deadline-anchored extension after finding standard scope conditions exclude documented insider cases.
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Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
Deadline-ILS on a major Polymarket contract shows a 0.444 shift distinguishing article-derived timestamps (+0.113) from resolution-anchored proxies (-0.331).
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Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
Three detection methods for informed trading in prediction markets—composite screens, sign-randomization tests, and the new Information Leakage Score—operate as stacked layers that together increase precision.