8.2CLMay 25Code
PolyGnosis 2.0: Enhancing LLM Reasoning via Agentic Harness Engineering for Polymarket and OSINT Insight ExtractionDaren Wang, Hong Xu, Jiawen Xian
This paper introduces PolyGnosis 2.0, a pioneering multi-agent architecture designed to extract predictive intelligence by synthesizing Polymarket anomaly signals with global Open Source Intelligence (OSINT) streams, specifically Global Database of Events, Language, and Tone (GDELT). We define and target "Perspective Mismatches", the narrative divergence between Polymarket sentiment and global media flows, as high-alpha trading signals. Moving beyond generic agentic superiority, we rigorously quantify the efficacy of "Harness Engineering" techniques, including reflection loops, tool-calling, divide-and-conquer partitioning (D&C), and chain-of-thought (CoT), within high-noise financial domains. Our empirical evaluation against human-expert benchmarks reveals that while structural partitioning is mandatory for multi-dimensional alignment, unconstrained terminal reflection actively induces logical drift. Furthermore, we identify a pervasive "consensus bias" across all agent configurations during narrative reasoning, necessitating deterministic validation. Ultimately, we isolate a Pareto-optimal configuration that achieves professional-grade analytical precision while minimizing latency and token overhead, providing a robust blueprint for autonomous intelligence in prediction markets.
7.5MLNov 15, 2024
Dense ReLU Neural Networks for Temporal-spatial ModelCarlos Misael Madrid Padilla, Zhi Zhang, Xiaokai Luo et al.
In this paper, we focus on fully connected deep neural networks utilizing the Rectified Linear Unit (ReLU) activation function for nonparametric estimation. We derive non-asymptotic bounds that lead to convergence rates, addressing both temporal and spatial dependence in the observed measurements. By accounting for dependencies across time and space, our models better reflect the complexities of real-world data, enhancing both predictive performance and theoretical robustness. We also tackle the curse of dimensionality by modeling the data on a manifold, exploring the intrinsic dimensionality of high-dimensional data. We broaden existing theoretical findings of temporal-spatial analysis by applying them to neural networks in more general contexts and demonstrate that our proof techniques are effective for models with short-range dependence. Our empirical simulations across various synthetic response functions underscore the superior performance of our method, outperforming established approaches in the existing literature. These findings provide valuable insights into the strong capabilities of dense neural networks (Dense NN) for temporal-spatial modeling across a broad range of function classes.
5.1STJan 14, 2021
Optimal network online change point localisationYi Yu, Oscar Hernan Madrid Padilla, Daren Wang et al.
We study the problem of online network change point detection. In this setting, a collection of independent Bernoulli networks is collected sequentially, and the underlying distributions change when a change point occurs. The goal is to detect the change point as quickly as possible, if it exists, subject to a constraint on the number or probability of false alarms. In this paper, on the detection delay, we establish a minimax lower bound and two upper bounds based on NP-hard algorithms and polynomial-time algorithms, i.e., \[ \mbox{detection delay} \begin{cases} \gtrsim \log(1/α) \frac{\max\{r^2/n, \, 1\}}{κ_0^2 n ρ},\\ \lesssim \log(Δ/α) \frac{\max\{r^2/n, \, \log(r)\}}{κ_0^2 n ρ}, & \mbox{with NP-hard algorithms},\\ \lesssim \log(Δ/α) \frac{r}{κ_0^2 n ρ}, & \mbox{with polynomial-time algorithms}, \end{cases} \] where $κ_0, n, ρ, r$ and $α$ are the normalised jump size, network size, entrywise sparsity, rank sparsity and the overall Type-I error upper bound. All the model parameters are allowed to vary as $Δ$, the location of the change point, diverges. The polynomial-time algorithms are novel procedures that we propose in this paper, designed for quick detection under two different forms of Type-I error control. The first is based on controlling the overall probability of a false alarm when there are no change points, and the second is based on specifying a lower bound on the expected time of the first false alarm. Extensive experiments show that, under different scenarios and the aforementioned forms of Type-I error control, our proposed approaches outperform state-of-the-art methods.
14.2MEOct 8, 2015
Statistical Analysis of Persistence Intensity FunctionsYen-Chi Chen, Daren Wang, Alessandro Rinaldo et al.
Persistence diagrams are two-dimensional plots that summarize the topological features of functions and are an important part of topological data analysis. A problem that has received much attention is how deal with sets of persistence diagrams. How do we summarize them, average them or cluster them? One approach -- the persistence intensity function -- was introduced informally by Edelsbrunner, Ivanov, and Karasev (2012). Here we provide a modification and formalization of this approach. Using the persistence intensity function, we can visualize multiple diagrams, perform clustering and conduct two-sample tests.