arXiv subjects

Feliks Bańka

Publications and source records attributed to Feliks Bańka.

5 recordsLinked to original sources

arXiv2026

More Claims, Less Evidence: Bounded Verification of AI-Generated Digital Knowledge Artifacts

Digital libraries, repositories, and AI-mediated knowledge services increasingly rely on generative systems to produce summaries, descriptions, and other multi-claim knowledge objects. Yet generation can scale far more easily than verification capacity: a reviewer may need to decide whether an object is suitable for publication or downstream use after checking only a small fraction of its claims. This creates a fundamental gap between claim-level verification and confidence in the object as a whole. The central question is therefore what a successful partial check implies about the reliability of the complete artifact when its size grows but the verification budget does not. This paper contributes a Bayesian model of bounded verification centered on the Predictive Value of Pass (PVP). The model predicts that evidentiary value decreases as artifacts grow under fixed verification capacity, improves with larger verification budgets, and is especially fragile when errors are sparse. Controlled experiments on FEVEROUS and FEVER support these predictions and show that adding supported claims around a fixed number of false or unsupported claims can make passing more likely while making a pass less informative. The model further yields the minimum verification budget required to maintain a target PVP, providing a practical component for AI-assisted quality-assurance workflows in which generated knowledge objects must be checked before publication or downstream use.

cs.AI↗

arXiv2026

MultiHedge: Adaptive Coordination via Retrieval-Augmented Control

Decision-making under changing conditions remains a fundamental challenge in many real-world systems. Existing approaches often fail to generalize across shifting regimes and exhibit unstable behavior under uncertainty. This raises the research question: can retrieval-augmented LLM coordination improve the robustness of modular decision pipelines? We propose MultiHedge, a hybrid architecture where an LLM produces structured allocation decisions conditioned on retrieved historical precedents, and execution is grounded in canonical option strategies. In a controlled evaluation using U.S. equities, we compare MultiHedge to rule-based and learning-based baselines. The key result is that memory-augmented retrieval confers greater robustness and stability than increasing model scale alone. Our paper contributes a controlled computational study showing that memory and architectural design play a central role in robustness in modular decision systems.

cs.MA↗

arXiv2026

Toward Explanatory Equilibrium: Verifiable Reasoning as a Coordination Mechanism under Asymmetric Information

LLM-based agents increasingly coordinate decisions in multi-agent systems, often attaching natural-language reasoning to actions. However, reasoning is neither free nor automatically reliable: it incurs computational cost and, without verification, may degenerate into persuasive cheap talk. We introduce Explanatory Equilibrium as a design principle for explanation-aware multi-agent systems and study a regime in which agents exchange structured reasoning artifacts-auditable claims paired with concise text-while receivers apply bounded verification through probabilistic audits under explicit resource constraints. We contribute (i) a minimal mechanism-level exchange-audit model linking audit intensity, misreporting incentives, and reasoning costs, and (ii) empirical evidence from a finance-inspired LLM setting involving a Trader and a Risk Manager. In ambiguous, borderline proposals, auditable artifacts prevent the cost of silence driven by conservative validation under asymmetric information: without structured claims, approval and welfare collapse. By contrast, structured reasoning unlocks coordination while maintaining consistently low bad-approval rates across audit intensities, audit budgets, and incentive regimes. Our results suggest that scalable, safety-preserving coordination in LLM-based multi-agent systems depends not only on audit strength, but more fundamentally on disciplined externalization of reasoning into partially verifiable artifacts.

cs.MA↗

arXiv2025

DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization

In volatile financial markets, balancing risk and return remains a significant challenge. Traditional approaches often focus solely on equity allocation, overlooking the strategic advantages of options trading for dynamic risk hedging. This work presents DeltaHedge, a multi-agent framework that integrates options trading with AI-driven portfolio management. By combining advanced reinforcement learning techniques with an ensembled options-based hedging strategy, DeltaHedge enhances risk-adjusted returns and stabilizes portfolio performance across varying market conditions. Experimental results demonstrate that DeltaHedge outperforms traditional strategies and standalone models, underscoring its potential to transform practical portfolio management in complex financial environments. Building on these findings, this paper contributes to the fields of quantitative finance and AI-driven portfolio optimization by introducing a novel multi-agent system for integrating options trading strategies, addressing a gap in the existing literature.

q-fin.PM↗

arXiv2025

Applying Informer for Option Pricing: A Transformer-Based Approach

Accurate option pricing is essential for effective trading and risk management in financial markets, yet it remains challenging due to market volatility and the limitations of traditional models like Black-Scholes. In this paper, we investigate the application of the Informer neural network for option pricing, leveraging its ability to capture long-term dependencies and dynamically adjust to market fluctuations. This research contributes to the field of financial forecasting by introducing Informer's efficient architecture to enhance prediction accuracy and provide a more adaptable and resilient framework compared to existing methods. Our results demonstrate that Informer outperforms traditional approaches in option pricing, advancing the capabilities of data-driven financial forecasting in this domain.

cs.CE↗