Research
The science behind the signal.
Our products are built on peer-reviewed research, granted patents, and a public-facing methodology, open to risk committees, regulators, and academic peers.
Insights
From the research desk.
Perspectives
Why "Safe" Investments Blow Up More Often Than the Models Say
A deep-dive into the failure modes of Gaussian default probability models during market stress, and how the q-Gaussian framework captures heavy-tail events more faithfully.
Reading the Shape of a Market: An Introduction to Topological Data Analysis
How persistent homology and TDA detect structural fractures in equity market geometry that volatility models systematically miss.
The Changing "Shape" of Market Risk
Traditional financial models often miss the "fore-shocks" of a crisis because they assume markets are stable and follow a "normal" pattern. But as any risk manager knows, markets are complex, unpredictable, and rarely follow a straight line.
Private Credit Monitoring Without Monthly Statements: A Synthetic-Data Primer
Techniques for maintaining rigorous credit surveillance on data-sparse private entities using synthetic data generation and alternative signals.
How AI Research Agents Are Changing the Credit Memo Workflow
From days to minutes: a walkthrough of how autonomous agents source, reconcile, and structure investment-grade credit memos at scale.
Network Exposure: The Hidden Risks No Balance Sheet Shows
Why supplier concentration, technology dependencies, and regulatory overlaps are the most underpriced risks in modern credit analysis.
Academic Publications
Selected papers.
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