Generating plausible
market scenarios
Skanalytix develops generative models for financial time series, producing realistic simulations that capture important features of observed market behaviour — including fat tails, volatility clustering, mean reversion and changing cross-asset dependencies.
One realised path is
not enough
Financial markets provide only one realised path through time. Yet risk analysis, stress testing and model validation require us to reason about a much wider range of market behaviour than that single historical record contains.
Generative modeling provides a way to explore that range through realistic simulations that preserve important characteristics of observed markets while producing outcomes that were not present in the original data.
Generative models for realistic,
scenario-aware simulations
Skanalytix develops models for financial time series that generate realistic, scenario-aware simulations. The simulations capture key features of real markets, including fat tails, volatility clustering, mean reversion and changing cross-asset dependencies, providing a practical basis for stress testing, risk analysis and model validation.
Quantitative research focused on realistic market simulation
Skanalytix Pty Ltd is a Melbourne-based company focused on generative modeling for financial time series. Our work is aimed at risk teams, asset managers, banks and research institutions.