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arXiv · 2510.08268

Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction

Kairan Hong·Jinling Gan·Qiushi Tian·Yanglinxuan Guo·Rui Guo·Runnan Li
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Abstract

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market detection critical for risk management. We introduce a theoretically-grounded multi-agent cryptocurrency trend prediction framework that advances the state-of-the-art through three key innovations: (1) an information-preserving news analysis system with formal theoretical guarantees that systematically quantifies market impact, regulatory implications, volume dynamics, risk assessment, technical correlation, and temporal effects using large language models; (2) an adaptive volatility-conditional fusion mechanism with proven optimal properties that dynamically combines news sentiment and technical indicators based on market regime detection; (3) a distributed multi-agent coordination architecture with low communication complexity enabling real-time processing of heterogeneous data streams. Comprehensive experimental evaluation on Bitcoin across three prediction horizons demonstrates statistically significant improvements over state-of-the-art natural language processing baseline, establishing a new paradigm for financial machine learning with broad implications for quantitative trading and risk management systems.

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Kairan Hong, Jinling Gan, Qiushi Tian, Yanglinxuan Guo, Rui Guo, Runnan Li. 2025-10-09. Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction. https://arxiv.org/abs/2510.08268

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