portfolio optimisation constraints
Portfolio optimisation under real-world constraints
A practitioner's guide to portfolio optimisation constraints: turnover, cardinality, transaction costs, estimation error, and three diagnostics to run now.
Benedikt Hofmann
eu ai act digital omnibus
EU AI Act Digital Omnibus: the high-risk delay explained
The EU AI Act Digital Omnibus delays high-risk obligations to December 2027 — what stays in force in 2026 and what it means for financial firms.
aspects q2 tech ai infrastructure
Aspects Q2 2026: Tech & AI infrastructure
Aspects Q2 2026 — four risk signatures in Tech & AI infrastructure: capex-financing migration, market concentration, the power constraint, and AI Act governance.
risk heartbeat june 2026
Risk Heartbeat #06 — June 2026 issue
Risk Heartbeat June 2026 — non-bank leverage and private-credit concentration graduates to a flagged signal, the energy-led reflationary regime stays modal through the ECB's 11 June decision, and dollar-funding stress enters the watchlist.
risk heartbeat may 2026
Risk Heartbeat #05 — May 2026 issue
Risk Heartbeat May 2026 — an energy supply shock pushes the reflationary-surprise regime to modal, cross-border payment-system stress graduates to a flagged signal, and non-bank leverage enters the watchlist.
Time-series forecasting in finance: features, leakage, drift
Practitioner's playbook for time-series forecasting in finance — feature engineering, target leakage, drift monitoring, and three diagnostics to run now.
VaR vs. CVaR in stressed regimes: a 2008/2020 benchmark
VaR vs. CVaR in stressed regimes — a benchmark on 2008 and 2020 with breach rates, magnitudes, and three notes for running CVaR in production.
Risk Heartbeat #04 — April 2026 issue
Risk Heartbeat April 2026 — commodity-financing dispersion graduates, second-order Financials contagion partially resolves, new payment-system signal.
Industry Risk Intelligence Platform — free sector lens
A free-tier sector risk lens — aggregate idiosyncratic risk, Risk Heartbeat coherence, sentiment compression, microstructure and regulatory signal by sector.
Two-tier agents: the cost and quality argument
Two-tier AI agents — a cheap triage classifier in front of a deep LLM extractor. Cost, precision, and governance benefits, with the full design pattern.
Inside the agent stack: full architecture deep dive
Technical walkthrough of Issuer Scout, Microstructure Watcher, Regulatory Crawler — the AI agent stack architecture behind Risk Heartbeat at DF Analytics.
Risk Heartbeat #03 — March 2026 issue
Risk Heartbeat March 2026 — Financials signal priced in, commodity-financing dispersion graduates, EU AI Act clarifying note on agent documentation.