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Oct 20

Vibe Coding vs. Agentic Coding: Fundamentals and Practical Implications of Agentic AI

This review presents a comprehensive analysis of two emerging paradigms in AI-assisted software development: vibe coding and agentic coding. While both leverage large language models (LLMs), they differ fundamentally in autonomy, architectural design, and the role of the developer. Vibe coding emphasizes intuitive, human-in-the-loop interaction through prompt-based, conversational workflows that support ideation, experimentation, and creative exploration. In contrast, agentic coding enables autonomous software development through goal-driven agents capable of planning, executing, testing, and iterating tasks with minimal human intervention. We propose a detailed taxonomy spanning conceptual foundations, execution models, feedback loops, safety mechanisms, debugging strategies, and real-world tool ecosystems. Through comparative workflow analysis and 20 detailed use cases, we illustrate how vibe systems thrive in early-stage prototyping and education, while agentic systems excel in enterprise-grade automation, codebase refactoring, and CI/CD integration. We further examine emerging trends in hybrid architectures, where natural language interfaces are coupled with autonomous execution pipelines. Finally, we articulate a future roadmap for agentic AI, outlining the infrastructure needed for trustworthy, explainable, and collaborative systems. Our findings suggest that successful AI software engineering will rely not on choosing one paradigm, but on harmonizing their strengths within a unified, human-centered development lifecycle.

  • 3 authors
·
May 25 2

Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)

The fundamental theorem behind financial markets is that stock prices are intrinsically complex and stochastic. One of the complexities is the volatility associated with stock prices. Volatility is a tendency for prices to change unexpectedly [1]. Price volatility is often detrimental to the return economics, and thus, investors should factor it in whenever making investment decisions, choices, and temporal or permanent moves. It is, therefore, crucial to make necessary and regular short and long-term stock price volatility forecasts for the safety and economics of investors returns. These forecasts should be accurate and not misleading. Different models and methods, such as ARCH GARCH models, have been intuitively implemented to make such forecasts. However, such traditional means fail to capture the short-term volatility forecasts effectively. This paper, therefore, investigates and implements a combination of numeric and probabilistic models for short-term volatility and return forecasting for high-frequency trades. The essence is that one-day-ahead volatility forecasts were made with Gaussian Processes (GPs) applied to the outputs of a Numerical market prediction (NMP) model. Firstly, the stock price data from NMP was corrected by a GP. Since it is not easy to set price limits in a market due to its free nature and randomness, a Censored GP was used to model the relationship between the corrected stock prices and returns. Forecasting errors were evaluated using the implied and estimated data.

  • 3 authors
·
Nov 17, 2023