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The implicit feedback (e.g., clicks) in real-world recommender systems is often prone to severe noise caused by unintentional interactions, such as misclicks or curiosity-driven behavior. A common approach to denoising this feedback is…

Information Retrieval · Computer Science 2025-04-01 Zongwei Wang , Min Gao , Junliang Yu , Yupeng Hou , Shazia Sadiq , Hongzhi Yin

This paper describes simulations and analysis of flash crash scenarios in an agent-based modelling framework. We design, implement, and assess a novel high-frequency agent-based financial market simulator that generates realistic…

Trading and Market Microstructure · Quantitative Finance 2024-04-23 Kang Gao , Perukrishnen Vytelingum , Stephen Weston , Wayne Luk , Ce Guo

Smart contracts govern billions of dollars in decentralized finance (DeFi), yet automated vulnerability detection remains challenging because many vulnerabilities are tightly coupled with project-specific business logic. We observe that…

Cryptography and Security · Computer Science 2026-03-30 Ziqiao Kong , Wanxu Xia , Chong Wang , Yi Lu , Pan Li , Shaohua Li , Zong Cao , Yang Liu

The reproduction of realistic dynamics in financial markets is of great significance, as it enhances our understanding of market evolution beyond other physical processes, and facilitates the development and backtesting of investment…

Multiagent Systems · Computer Science 2025-10-14 Tianlang He , Fengming Zhu , Keyan Lu , Chang Xu , Yang Liu , Weiqing Liu , Fangzhen Lin , S. -H. Gary Chan , Jiang Bian

Decentralized, agentic AI marketplaces are rapidly emerging to support software engineering tasks such as debugging, patch generation, and security auditing, often operating without centralized oversight. However, existing reputation…

Artificial Intelligence · Computer Science 2026-05-04 Mohd Sameen Chishti , Damilare Peter Oyinloye , Jingyue Li

Large Language Model (LLM)-based agents are increasingly deployed in real-world applications such as "digital assistants, autonomous customer service, and decision-support systems", where their ability to "interact in multi-turn,…

Artificial Intelligence · Computer Science 2025-07-21 Xueyang Zhou , Weidong Wang , Lin Lu , Jiawen Shi , Guiyao Tie , Yongtian Xu , Lixing Chen , Pan Zhou , Neil Zhenqiang Gong , Lichao Sun

Decentralized exchanges (DEXs) are a cornerstone of decentralized finance (DeFi), allowing users to trade cryptocurrencies without the need for third-party authorization. Investors are incentivized to deposit assets into liquidity pools,…

Artificial Intelligence · Computer Science 2023-09-20 Haochen Zhang , Xi Chen , Lin F. Yang

We extend the Annually Recalculated Virtual Annuity (ARVA) spending rule for retirement savings decumulation to include a cap and a floor on withdrawals. With a minimum withdrawal constraint, the ARVA strategy runs the risk of depleting the…

Computational Finance · Quantitative Finance 2021-01-11 Peter A. Forsyth , Kenneth R. Vetzal , Graham Westmacott

Offloading computation to nearby edge/fog computing nodes, including the ones carried by moving vehicles, e.g., vehicular fog nodes (VFN), has proved to be a promising approach for enabling low-latency and compute-intensive mobility…

Multiagent Systems · Computer Science 2023-05-23 Byungjin Cho , Yu Xiao

Current test-time scaling (TTS) techniques enhance large language model (LLM) performance by allocating additional computation at inference time, yet they remain insufficient for agentic settings, where actions directly interact with…

Computation and Language · Computer Science 2026-02-04 Xingshan Zeng , Lingzhi Wang , Weiwen Liu , Liangyou Li , Yasheng Wang , Lifeng Shang , Xin Jiang , Qun Liu

Autodeleveraging (ADL) is a last-resort loss socialization mechanism used by perpetual futures venues when liquidation and insurance buffers are insufficient to restore solvency. Despite the scale of perpetual futures markets, ADL has…

Computer Science and Game Theory · Computer Science 2026-02-18 Tarun Chitra , Nagu Thogiti , Mauricio Jean Pieer Trujillo Ramirez , Victor Xu

This paper presents an architecture for simulating the actions of a norm-aware intelligent agent whose behavior with respect to norm compliance is set, and can later be changed, by a human controller. Updating an agent's behavior mode from…

Logic in Computer Science · Computer Science 2025-02-14 Sean Glaze , Daniela Inclezan

Credit exposure in Decentralized Finance (DeFi) is often implicit and token-mediated, creating a dense web of inter-protocol dependencies. Thus, a shock to one token may result in significant and uncontrolled contagion effects. As the DeFi…

Machine Learning · Computer Science 2026-02-05 Aijie Shu , Wenbin Wu , Gbenga Ibikunle , Fengxiang He

We introduce a new software toolbox for agent-based simulation. Facilitating rapid prototyping by offering a user-friendly Python API, its core rests on an efficient C++ implementation to support simulation of large-scale multi-agent…

Computational Finance · Quantitative Finance 2022-09-22 Peter Belcak , Jan-Peter Calliess , Stefan Zohren

Making decisions is a great challenge in distributed autonomous environments due to enormous state spaces and uncertainty. Many online planning algorithms rely on statistical sampling to avoid searching the whole state space, while still…

Multiagent Systems · Computer Science 2023-12-29 Thomy Phan , Lenz Belzner , Thomas Gabor , Kyrill Schmid

With the development of decentralized finance (DeFi), lending protocols have been increasingly proposed in the market. A comprehensive and in-depth evaluation of lending protocol is essential to the DeFi market participants. Due to the…

Social and Information Networks · Computer Science 2023-03-03 Shuai Yang , Wei Cui

Decentralized finance (DeFi) has revolutionized the financial landscape, with protocols like Uniswap offering innovative automated market-making mechanisms. This article explores the development of a backtesting framework specifically…

Mathematical Finance · Quantitative Finance 2024-10-15 Andrey Urusov , Rostislav Berezovskiy , Yury Yanovich

Decentralized Finance (DeFi) has reshaped the possibilities of reserve banking in the form of the Collateralized Debt Position (CDP). Key to the safety of CDPs is the money supply architecture that enables issued debt to maintain its value.…

Risk Management · Quantitative Finance 2024-07-19 Yuval Boneh

Contemporary benchmarks for agentic artificial intelligence (AI) frequently evaluate safety through isolated task-level accuracy thresholds, implicitly treating autonomous systems as single points of failure. This single-channel paradigm…

Computers and Society · Computer Science 2026-02-24 Nelu D. Radpour

In Decentralized Finance (DeFi), automated market makers typically implement liquidity provisioning protocols. These protocols allow third-party liquidity providers (LPs) to provide assets to facilitate trade in exchange for fees. This…

Computer Science and Game Theory · Computer Science 2025-07-29 Adithya Bhaskara , Rafael Frongillo , Maneesha Papireddygari