Research Systems
Public computational systems developed to expose methods, implementation, validation logic, limitations, and reproducible evidence where disclosure is appropriate.
Public Repositories
Each repository is treated as public computational evidence rather than a marketing claim. The catalogue records the problem, the implemented research contribution, the evidence surface, and the current public status.
Evidence boundary
Public systems expose selected methods, implementation, validation evidence, and limitations. They do not imply confidential client deployment, regulatory approval, or disclosure of proprietary ShockBridge technology.
Computational record
Model Risk · Derivatives · Governance
Portfolio-scale model validation across derivatives, XVA, monitoring, challenger analysis, and lifecycle governance.
An executable validation laboratory linking governed inputs, independent challenge, portfolio analytics, monitoring rules, release evidence, and continuous integration.
Industrial Energy · Forecasting · Validation
Governed next-interval electricity-demand forecasting under chronological, leakage, and single-evaluation constraints.
A reproducible pipeline from immutable source intake through model selection, confirmatory evaluation, uncertainty governance, and technical reporting.
Genomics · Phenotyping · Environmental Transfer
How high-dimensional genomic and environmental information can support phenotype forecasting and uncertainty-aware biological decisions.
Two public empirical case studies spanning longitudinal phenotype forecasting and genotype-by-environment transfer with chronology, uncertainty, external evaluation, and failure analysis.
Retrieval · Routing · Evidence-Grounded AI
Operational support decisions where evidence, uncertainty, latency, and escalation must remain observable.
A production-shaped research system combining routing, retrieval, recommendation, and grounded assistance while treating language models as replaceable components.
Brazilian Markets · Volatility · Derivatives
How volatility and contagion signals can inform the structure and timing of derivatives overlays in Brazilian equity exposure.
A Python research pipeline for market regimes, volatility, contagion, derivatives overlays, portfolio diagnostics, and decision-grade reporting.
Macro-Financial Stress · Shock Transmission
How cross-asset stress broadens before it becomes obvious in headline data.
A public evidence layer for cross-market stress breadth and shock-transmission research using reproducible public-market data.
Signal Validity · Regime Dependence · Deterioration
Whether technical indicators contribute stable incremental predictive and economic information beyond a transparent benchmark.
A governed framework separating establishment, regime dependence, deterioration monitoring, negative findings, and reproducible publication evidence.
Systematic Markets · High-Dimensional Signals
How to identify, decompose, validate, and conditionally deploy large predictive signal libraries under redundancy and subspace decay.
An active research platform exploring operator-based signal structure, low-rank regularization, conditional deployment, and research and QuantOps tooling.
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