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Hessian Matrix
We are an AI systematic global hedge fund based in Singapore.
We use an amalgamation of deep learning and deep reinforcement learning for nowcasting with a statistical advantage in the space of thin-tailed distributions with mild distortions. Within distortions of up to 3 sigma events, we leverage on bayesian learning for dynamically adjusting risk parameters.
Fully acknowledging hard-to-model events occurring in the fat-tailed distribution space of more than 4 sigma, we mitigate the associated risks with systematic logic-based algorithms and circuit breakers operating on the models’ profit and loss statistical profiles in a transparent traceable white box process environment.
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