2025-07-28

Benchmarking LLM Susceptibility to Generating Vulnerable Code via Few-Shot Model Inversion

Paper proposes few-shot prompting to invert black-box LLMs, generating prompts that trigger vulnerable code output, creating a benchmark for AI code security.

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1 month ago

Wepost

AI that builds personal brands Discussion | Link

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1 month ago

The Art of a Great Rollout

We live in the era of high-frequency software deployments, where mass-market software products update several times a day, sometimes delivering hundreds or even thousands of changes. In this article we...

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1 month ago

This Company Wants to Bring End-to-End Encrypted Messages to Bluesky’s AT Protocol

Germ says it is the “first secure messaging service on the ATProtocol!”

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1 month ago

Insist, Enjoy, Sublime: A HackerNoon Top Writer's Journey with Haimeng Zhou

HackerNoon Top Writer Haimeng Zhou discusses his writing process, the impact of AI, and key insights from his career journey.

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1 month ago

Which Samsung Galaxy S25 Should You Choose for Mobile Gaming? We Break It Down

The Galaxy S25, S25+, S25 Edge, and S25 Ultra, compared.

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1 month ago

This Is Not Life

Published on July 28, 2025 8:43 AM GMTA science-fiction short story exploring how far AI capitalists might go in their quest for (the illusion of) success. Wildly speculative, of course. ...

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1 month ago

Why Did the Stock Market Crash in 2010?

This article simulates the 2010 Flash Crash to analyze how institutional sell algorithms, high-frequency trading, and liquidity constraints triggered a rapid market collapse. The model recreates price drops, bid-ask spread...

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1 month ago

Can a Financial Model Truly Mimic Reality? These Numbers Say Yes

To validate a financial market simulation model, the authors use moment-specific p-values and moment coverage ratios. The p-values confirm that simulated data closely matches empirical data, while high coverage ratios...

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1 month ago

Validation-Driven Calibration of Financial Simulation Models

This section outlines a two-stage calibration of an agent-based financial model using surrogate modeling and grid search. The XGBoost-based surrogate helps identify optimal parameters by minimizing stylized facts distance. Visual...

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1 month ago

How Stylised Facts Shape the Future of Financial Market Simulation

This section outlines a methodology for calibrating and validating an agent-based financial market simulator using high-frequency trading data. It focuses on aligning simulated data with key stylised facts—fat-tailed returns, volatility...

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1 month ago

Agent-Based Modelling of Market Microstructure

This article explains how an agent-based model simulates real-world financial markets using five trader types—noise, momentum, fundamental, and market makers. It outlines how market makers contribute to order book dynamics,...

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1 month ago

What Are Momentum Traders?

Momentum traders, also known as chartists, buy or sell based on recent price trends rather than fundamentals. They use a fixed ratio of market to limit orders and can be...

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1 month ago

Anatomy of a Simulated Market: Behavioral Modeling of Algorithmic Traders

This section breaks down a high-frequency trading simulator built using agent-based modeling. It defines common behaviors among simulated traders—like placing limit or market orders, cancelling trades, and maintaining order ratios—based...

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1 month ago

Recreating the Algorithm That Almost Broke Wall Street

The 2010 Flash Crash wiped out $1 trillion in minutes. This article offers a detailed agent-based simulation to analyze the crash phase by phase, highlighting how algorithmic trading, liquidity issues,...

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1 month ago

Inside the Artificial Markets That Predict Real Financial Shifts

Agent-based models simulate financial markets by replicating the behavior of various trader types—from zero-intelligence agents to chartists and noise traders. These models provide a powerful alternative to traditional economics, offering...

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1 month ago

A High-Frequency Model for Analyzing the 2010 Flash Crash and Mini Crash Events

This research introduces a high-frequency agent-based simulator for financial markets that accurately replicates the 2010 Flash Crash and mini flash crashes. By modeling realistic trader behaviors and testing various market...

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1 month ago

The order and the medium of feedback

Who do you pay attention to? Do you respond or react to the feedback that’s coming in? Do you seek it out or wait for it to arrive? Does vivid...

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1 month ago

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