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Earlier sources: Artificial Intelligence
Artificial intelligence covers systems that learn from data, generate content, perceive their surroundings, or act toward a goal. Follow model research, agent tooling, evaluation, and the infrastructure used to build and run these systems.
SYMTRI organizes observations from public sources into a living map. Connections reflect shared subject matter; they do not establish causation or endorse a source.
Open in the map ↗5996 classified signals in the fourteen-day window. Recent momentum: steady. These counts include signals awaiting readable evidence.
Earlier sources
Up to ten sources with readable evidence, ordered by their feed timestamp. These archive sources can be older than the live fourteen-day window. This list is a sample, not a measure of total activity. Dates distinguish paper publication, repository creation, model/dataset activity, Hacker News posts, and KEV catalog additions. “First archived” records when SYMTRI first stored the signal.
- GitHub · Repository created · First archived
alphaparkinc/genpark-yield-curve-nelson-siegel-interpolator-skill ↗
Nelson-Siegel parametric zero-coupon yield curve modeling engine fitting spot rates, decay factor, level, slope, and curvature components.
- GitHub · Repository created · First archived
Alpha-Park/genpark-bond-convexity-modified-duration-calculator-skill ↗
Fixed-income bond pricing engine computing cash flow present values, Macaulay duration, modified duration, and price convexity.
- GitHub · Repository created · First archived
alphaparkinc/genpark-bond-convexity-modified-duration-calculator-skill ↗
Fixed-income bond pricing engine computing cash flow present values, Macaulay duration, modified duration, and price convexity.
- GitHub · Repository created · First archived
Alpha-Park/genpark-value-at-risk-cvar-expected-shortfall-skill ↗
Portfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.
- GitHub · Repository created · First archived
alphaparkinc/genpark-value-at-risk-cvar-expected-shortfall-skill ↗
Portfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.
- GitHub · Repository created · First archived
Alpha-Park/genpark-monte-carlo-geometric-brownian-motion-skill ↗
Geometric Brownian Motion (GBM) Monte Carlo stochastic path simulation engine with normal Box-Muller variates and tail percentile bounds.
- GitHub · Repository created · First archived
alphaparkinc/genpark-monte-carlo-geometric-brownian-motion-skill ↗
Geometric Brownian Motion (GBM) Monte Carlo stochastic path simulation engine with normal Box-Muller variates and tail percentile bounds.
- GitHub · Repository created · First archived
Alpha-Park/genpark-black-scholes-merton-greeks-engine-skill ↗
Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
- GitHub · Repository created · First archived
alphaparkinc/genpark-black-scholes-merton-greeks-engine-skill ↗
Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
- Hacker News · Posted on Hacker News · First archived
How the stories about all-powerful AI are swallowing the world ↗
Hacker News discussion.
Live window recorded . This is the ingestion observation time, not the publication or discovery date of each source.
How to assess evidence about Artificial Intelligence
Check each original source for its methods, release status, limitations, and supporting data. A repository announcement, a preprint, and a published study provide different kinds of evidence. SYMTRI’s subject classification helps discovery; it does not independently validate the source’s claims.
See the collection and counting methodology ↗ · Read the weekly synthesis ↗
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These navigation suggestions are part of the map’s editorial structure, rather than measured evidence of a connection.