arXiv:2507.09179cs.AI2025-07被引 4

用强化学习检测DeFi中的操盘行为,识别价格异常模式。

Hide-and-Shill: A Reinforcement Learning Framework for Market Manipulation Detection in Symphony-a Decentralized Multi-Agent System

  • 构建多智能体对抗框架,模拟操盘者与检测者的动态博弈。
  • 在真实对话数据上训练,实现高精度的操盘行为识别与因果归因。
  • 适合关注去中心化金融安全与监管科技的研究者和开发者。

去中心化金融(DeFi)推动了无许可金融创新,但也带来了前所未有的市场操纵问题。缺乏中心化监管,恶意行为者在多个平台协同开展洗盘和拉高出货等操纵活动。本文提出一种基于多智能体强化学习(MARL)的去中心化操纵检测框架,将操纵者与检测者之间的互动建模为动态对抗博弈,利用延迟的代币价格反应作为财务指标识别可疑模式。该方法引入三项创新:(1)组相对策略优化(GRPO),提升稀疏奖励和部分可观测环境下的学习稳定性;(2)基于理性预期与信息不对称理论的奖励函数,区分价格发现与操纵噪声;(3)融合大语言模型语义特征、社交图谱信号与链上市场数据的多模态智能体流水线。框架集成于Symphony系统——一个支持点对点执行与可信学习的去中心化多智能体架构,通过分布式日志实现链上可验证评估。Symphony促进策略主体间的对抗共进化,无需中心化预言机即可保持稳健检测能力,实现实时监控全球DeFi生态。在10万条真实世界对话事件上训练并经对抗仿真验证,Hide-and-Shill在检测准确率与因果归因方面表现最优。本工作连接多智能体系统与金融监管,开创去中心化市场智能新范式。所有资源已开源,详见Hide-and-Shill GitHub仓库。

原文摘要 · Abstract (English)

Decentralized finance (DeFi) has introduced a new era of permissionless financial innovation but also led to unprecedented market manipulation. Without centralized oversight, malicious actors coordinate shilling campaigns and pump-and-dump schemes across various platforms. We propose a Multi-Agent Reinforcement Learning (MARL) framework for decentralized manipulation detection, modeling the interaction between manipulators and detectors as a dynamic adversarial game. This framework identifies suspicious patterns using delayed token price reactions as financial indicators.Our method introduces three innovations: (1) Group Relative Policy Optimization (GRPO) to enhance learning stability in sparse-reward and partially observable settings; (2) a theory-based reward function inspired by rational expectations and information asymmetry, differentiating price discovery from manipulation noise; and (3) a multi-modal agent pipeline that integrates LLM-based semantic features, social graph signals, and on-chain market data for informed decision-making.The framework is integrated within the Symphony system, a decentralized multi-agent architecture enabling peer-to-peer agent execution and trust-aware learning through distributed logs, supporting chain-verifiable evaluation. Symphony promotes adversarial co-evolution among strategic actors and maintains robust manipulation detection without centralized oracles, enabling real-time surveillance across global DeFi ecosystems.Trained on 100,000 real-world discourse episodes and validated in adversarial simulations, Hide-and-Shill achieves top performance in detection accuracy and causal attribution. This work bridges multi-agent systems with financial surveillance, advancing a new paradigm for decentralized market intelligence. All resources are available at the Hide-and-Shill GitHub repository to promote open research and reproducibility.

DeFi安全强化学习多智能体市场操纵

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。