Dyson — Modeling & Algorithm R&D

Evolving collection of models and algorithms for financial markets — equities, options, futures, and crypto — spanning traditional statistical modeling through deep neural networks and probabilistic reasoning.

Dyson's sequence-based models produce predictive inferences of future asset prices, with custom optimizers and loss functions built for the unique complexities of time-series market data.

Key capabilities:

• Model families spanning CNNs, RNNs, Transformers, Temporal Convolutional Networks, Bayesian neural networks, and ARIMA
• Extensive exploratory data analysis (EDA), feature engineering, scaling/normalization, resampling, and principal component analysis (PCA)
• Advanced regularization and custom optimization strategies specialized for financial time series