Quantitative Finance · Regime-Switching Monte Carlo
A two-stage SLURM pipeline that, each market night, fits a 2-state Markov-switching mixture per asset, simulates forward paths by circular block bootstrap over the asset's own return history, and reduces each to P(up in 6m), CVaR, and skew. A LangGraph DAG under a Llama-3.3-70B server walks a macro strategist, per-ticker news sentiment, a portfolio manager, and a risk officer whose position, trade, and cash limits fire in code, not prompts. No broker API exists anywhere in the pipeline: the desk grades its own closed calls against SPY and cannot execute.
GitHub
Labor-Market Signals · Gaussian HMM
A nightly pipeline embeds each organization's authored public documents, grants, preprints, and filings, into a per-√day semantic-shift series, so a two-day pivot in terminology space outranks the same drift spread over eight months. A 2-state Gaussian HMM separates steady voices from teams pivoting hard, regime-switched Monte Carlo yields a next-quarter escalation probability, and a Hawkes process flags organizations hiring hot even when net headcount is flat. A LangGraph DAG under Qwen3-Next-80B drafts evidence-cited outreach memos; a human reviews and sends everything, and no send path exists.
GitHub