LLMs as a Risk Manager: LLM Semantic Filtering for Lead–Lag Trading in Prediction Markets

By Sumin Kim, Minjae Kim, Jihoon Kwon, Yoon Kim, Nicole Kagan, Joo Won Lee, Oscar Levy, Alejandro Lopez-Lira, Yongjae Lee, Chanyeol Choi

Published 2026-02-27

Everscope rating

1770.8

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Two-Stage Causal Screener (Statistical + LLM Semantic Filtering). Problem types: Causal Inference, Risk Management, Pairs Trading, Ranking, Time Series Forecasting.

arXiv:2602.07048 · Paper rankings

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