Credit & company risk
Health, governance, sentiment and default-risk models, including tail-risk-aware approaches.
Explore methodology in contextResearch
The science behind the signal.
Explore credit-risk modeling, Topological Data Analysis, Market Shape and AI for financial markets. Follow the methods and evidence behind QXFin’s financial risk intelligence.
Research & methodology
Explore how the intelligence works.
Market structure
Topological Data Analysis, structural market change, regime behavior and interpretation of signals.
Explore methodology in contextResearch & explainability
Document intelligence, source-labeled estimates, analyst validation and research synthesis.
Explore methodology in contextPerspectives
From the research desk.
Perspectives
Perspectives2026-04-12
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.
6 min read
Perspectives2026-03-28
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.
10 min read
Perspectives2026-05-04
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.
12 min read
Perspectives2026-02-14
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.
10 min read
Perspectives2025-12-15
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.
8 min read
Perspectives2025-11-08
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.
9 min read
Selected research references relevant to QXFin’s analytical methods. Inclusion does not imply QXFin authorship or endorsement.
Academic Publications
Selected papers.
Topic
Year
Title
Journal
Link
PD MODEL
2014
Q-GAUSSIAN MODEL OF DEFAULT
ACRN Journal of Finance and Risk Perspectives
PD MODEL
2013
q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations
Physica A: Statistical Mechanics and its Applications
TDA
2018
Topological data analysis of financial time series: Landscapes of crashes
Physica A: Statistical Mechanics and its Applications
TDA
2021
Time-resolved topological data analysis of market instabilities
Physica A: Statistical Mechanics and its Applications
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