Use AdaptGrow, a GPU-accelerated matrix factorization algorithm, to turn rolling correlation and tail-dependence matrices into hard clusters, soft factor...

Use AdaptGrow, a GPU-accelerated matrix factorization algorithm, to turn rolling correlation and tail-dependence matrices into hard clusters, soft factor loadings, and structural-break signals at single-GPU and multi-node scale Quant strategies routinely group instruments for portfolio construction, risk aggregation, statistical arbitrage, and trade surveillance. Incorrect groupings can make…

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Fine-tuning LLMs for financial natural language processing (NLP) is constrained by limited, imbalanced data. Real-world financial news overrepresents earnings...

Fine-tuning LLMs for financial natural language processing (NLP) is constrained by limited, imbalanced data. Real-world financial news overrepresents earnings and stock movements, while rarer events such as credit-rating changes, product approvals, and labor issues are harder to capture at scale. Synthetic generation can help fill those gaps for trading research, risk modeling, and surveillance…

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Every swipe, transfer, and payment on a modern financial network encodes a pattern of human behavior. Transaction data is one of the richest signals an...

Every swipe, transfer, and payment on a modern financial network encodes a pattern of human behavior. Transaction data is one of the richest signals an enterprise owns. Yet most production use cases for such tabular data still depend on hand-engineered features and rule sets that are brittle, expensive to maintain, and blind to the sequential structure inside a customer history.

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