Arbitrage and Insider Trading in Polymarket: Evidence and Implications
AI/ML & Data Science Intermediate
Empirical evidence on arbitrage, market efficiency, and insider trading in prediction markets, and what it means for their future design and regulation.
This talk examines the mechanisms underlying prediction markets on Polymarket through the lens of AI and large-scale data analysis. Drawing on research from the Trustworthy AI Lab at UCLA, it presents empirical evidence on arbitrage behavior, market efficiency, and insider trading dynamics, and explores what these findings mean for the future design and regulation of prediction markets.