.zenodo.json

{
  "title": "Oracle3: Autonomous Prediction Market Trading Agent",
  "description": "Open-source Python framework that operationalizes a Wang Transform pricing engine — calibrated by hierarchical maximum-likelihood estimation on 291,309 resolved binary contracts — and drives automated trading across Kalshi, Polymarket, and Solana DFlow. Includes eight constraint-based arbitrage strategies, model Greeks, Kelly-sized execution, dual-layer risk management, and on-chain audit trails via Jito bundles and the Solana Memo program.",
  "creators": [
    {
      "name": "Yang, Yicheng",
      "affiliation": "University of Illinois Urbana-Champaign",
      "orcid": "0009-0000-7973-6931"
    }
  ],
  "upload_type": "software",
  "license": "Apache-2.0",
  "access_right": "open",
  "keywords": [
    "prediction markets",
    "Wang Transform",
    "favorite-longshot bias",
    "quantitative finance",
    "hierarchical MLE",
    "Kelly criterion",
    "arbitrage",
    "Polymarket",
    "Kalshi",
    "Solana",
    "DFlow",
    "autonomous agent",
    "algorithmic trading",
    "Python"
  ],
  "communities": [
    {"identifier": "open-source"}
  ],
  "related_identifiers": [
    {
      "scheme": "url",
      "identifier": "https://github.com/YichengYang-Ethan/oracle3",
      "relation": "isSupplementTo",
      "resource_type": "software"
    },
    {
      "scheme": "url",
      "identifier": "https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6468338",
      "relation": "isSupplementTo",
      "resource_type": "publication-workingpaper"
    },
    {
      "scheme": "url",
      "identifier": "https://github.com/YichengYang-Ethan/prediction-market-pricing",
      "relation": "isDerivedFrom",
      "resource_type": "software"
    }
  ],
  "references": [
    "Yang, Y. (2026). Pricing Prediction Markets: Risk Premiums, Incomplete Markets, and a Decomposition Framework. Working Paper, University of Illinois Urbana-Champaign. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6468338",
    "Wang, S. S. (2000). A Class of Distortion Operators for Pricing Financial and Insurance Risks. Journal of Risk and Insurance, 67(1), 15-36.",
    "Thaler, R. H. and Ziemba, W. T. (1988). Anomalies: Parimutuel Betting Markets: Racetracks and Lotteries. Journal of Economic Perspectives, 2(2), 161-174.",
    "Snowberg, E. and Wolfers, J. (2010). Explaining the Favorite-Long Shot Bias. Journal of Political Economy, 118(4), 723-746."
  ],
  "language": "eng"
}