CITATION.cff

cff-version: 1.2.0
title: 'Oracle3: Autonomous Prediction Market Trading Agent'
message: >-
  If you use this software, please cite both the software and the working paper.
type: software
authors:
  - given-names: Yicheng
    family-names: Yang
    email: yy85@illinois.edu
    affiliation: University of Illinois Urbana-Champaign
    orcid: 'https://orcid.org/0009-0000-7973-6931'
repository-code: 'https://github.com/YichengYang-Ethan/oracle3'
url: 'https://yichengyang-ethan.github.io/oracle3/'
doi: 10.5281/zenodo.20062549
identifiers:
  - type: doi
    value: 10.5281/zenodo.20062549
    description: Software DOI (Zenodo) for v1.1.1 and later releases
abstract: >-
  Oracle3 is an open-source autonomous trading agent that operationalizes the
  Wang Transform pricing model across multiple prediction-market venues
  (Kalshi, Polymarket, Solana DFlow). It includes a hierarchical MLE estimator
  calibrated on 291,309 resolved contracts, eight constraint-based arbitrage
  strategies, model Greeks, Kelly-sized execution, and on-chain Solana
  trading via Jito bundles.
keywords:
  - prediction-markets
  - wang-transform
  - quantitative-finance
  - hierarchical-mle
  - kelly-criterion
  - polymarket
  - kalshi
  - solana
  - autonomous-agent
  - arbitrage
license: Apache-2.0
version: 1.1.2
date-released: '2026-05-07'
preferred-citation:
  type: article
  title: >-
    Pricing Prediction Markets: Risk Premiums, Incomplete Markets, and a
    Decomposition Framework
  authors:
    - given-names: Yicheng
      family-names: Yang
      affiliation: University of Illinois Urbana-Champaign
  year: 2026
  url: 'https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6468338'
  notes: 'Working paper, UIUC. SSRN abstract_id=6468338'