Proprietary AI Architectures
for Advanced Time-Series Forecasting
Atlas Engineering brings years of peer-reviewed neurocomputational research to quantitative finance. We designed a complete hardware-software system specifically for volatility forecasting, market microstructure analysis, and risk modeling.
Our methodology is proven in top-tier academic venues (Elsevier, IEEE) for neural signal analysis and now validated for financial time-series analysis with the same scientific rigor.
Deep Learning based volatility forecasting for non-linear market behavior. Published in Elsevier and IEEE. Now extended to quantitative finance.
Sub-microsecond deterministic inference on sovereign hardware Custom ASIC (Hephaestus) versus mass-market GPU monopoly. Power consumption: 3.5-25W versus 40-130W for competitors.
Monte Carlo acceleration for exotic derivatives and risk modeling 100-fold increase in scenario iterations within the same timeframe. On-premises deployment, fully auditable, regulatory compliant.
Extensible across defense, robotics, and medical applications. Adaptable architecture deployed across different domains. Future-proof technology investment for your organization.
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Why Atlas for Finance
Your Problem → Our Solution → What Changes
Volatility models update every minute. Market regimes shift in seconds. You are always one step behind.
Our neuro-inspired forecasting detects volatility shifts in real time (not next bar). Tick-by-tick deterministic inference powered by Hephaestus. Result: Even a millisecond faster volatility detection equals better spreads and improved inventory management.
Your risk engines run on GPUs. When volatility spikes, latency becomes unpredictable due to thermal throttling, cache misses, and cloud round-trips.
Hephaestus is a custom processor delivering latency in microseconds, deterministically. Every single time. No variance. No surprises.
Result: Zero latency variance means no slowdowns during flash crashes or stress events.
Monte Carlo simulations for exotic derivatives take hours. You need to re-price under stress in minutes.
Eagle accelerates Monte Carlo computations 100-fold: million of scenarios in the same compute window. All on-premises deployment. Full audit trail maintained.
Result: Stress-test your entire book in 10 minutes instead of 2 hours.
TECHNOLOGY OVERVIEW
Hephaestus: Our Custom AI Inference Processor
- Deterministic latency: 1-100 microseconds. Same speed, every time. No variance.
- On-premises deployment: Sovereign, auditable, zero cloud dependency.
- Mission-critical reliability: ECC memory, parallel redundancy, fault-tolerant design.
- Ultra-low power consumption: 3.5-25W versus 40-130W for competitive solutions.
Eagle: Our C++ Software Library
- Neural-inspired volatility forecasting using state of the art deep learning architectures.
- Monte Carlo acceleration for exotic derivatives pricing and risk modeling.
- Constrained optimization for portfolio management and rebalancing.
- Compatible with PyTorch, TensorFlow, and all major processors (x86, ARM, RISC-V).
Together: Sub-microsecond deterministic inference for financial AI, fully sovereign.
FINANCE APPLICATIONS
Volatility Forecasting for Real-Time TradingFor Liquidity Providers and Market Makers
Your challenge: Standard volatility models update on fixed schedules. When market regimes shift within seconds, bid-ask spread collapses, order-book depth drops, you operate without current information.
Our approach: Neural volatily forecasting adapted from brain signal decoding. The underlying challenge is identical: extract signal from high-dimensional, regime-switching noise in real time.
Result: Detect volatility regime shifts milliseconds before competitors. Adjust spreads faster. Achieve better risk-adjusted returns.
Proof: Peer-reviewed methodology published in Elsevier and IEEE time-series research. Now validated on financial data.
Exotic Derivatives Pricing and Stress TestingFor Risk Managers
Your challenge: Pricing a Bermudan swaption requires 10,000 Monte Carlo scenarios. During a 2 percent market shock, you must re-price 50,000 positions within 10 minutes. Standard GPU infrastructure cannot guarantee latency requirements.
Our approach: Eagle accelerates Monte Carlo computations 100-fold. Hephaestus guarantees deterministic latency (no thermal throttling, no surprises, no cloud variance).
Result: Stress-test your entire book in 10 minutes instead of 2 hours. Mark-to-market becomes fully reproducible and auditable.
Proof: Financial engineering is constrained optimization. Our Eagle library includes non-linear solvers. On-premises deployment eliminates cloud API latency variance
Synthetic Data for BacktestingFor Quantitative Research and Development Teams
Your challenge: Backtest 100 policy variations without overfitting to historical data or exposing sensitive customer information.
Our approach: GAN-based synthetic data generation (peer-reviewed, originally developed for neuroscience). Creates statistically coherent time-series that preserve real-world correlations and include tail-event scenarios not present in training data.
Result: Validate 100 strategies in one week instead of one month. Eliminate historical overfitting risk. No regulatory compliance exposure.
Proof: Same Deep Learning methodology validated in peer-reviewed neuroscience research. Already proven on multi-channel neural data.