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Sovereign Intelligence Architecture — SI-v7.1
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14-day lead-time on Phase-4 sovereign breaches. Built for Tier-1 capital in a nonlinear world. Kalman smoother, EM-estimated parameters, cross-asset synchronization.
SI-V3 is delivered as an integrated system of five production modules. Each is independently deployable and audit-ready for Tier-1 sovereign capital environments.
| DEPLOYMENT | NAMESPACE | REPLICAS | READY | IMAGE TAG | CPU REQ | MEM REQ | ACCEL | STATUS |
|---|---|---|---|---|---|---|---|---|
| quant-risk-backend | production | 4 | 4/4 | sha-a3f7c2d | 16 cpu | 128Gi | GPU×4 | RUNNING |
| quant-risk-frontend | production | 3 | 3/3 | sha-a3f7c2d | 500m | 512Mi | CPU | RUNNING |
| quant-risk-worker | production | 6 | 6/6 | sha-a3f7c2d | 8 cpu | 32Gi | GPU×2 | RUNNING |
| quant-risk-fpga | production | 2 | 2/2 | sha-a3f7c2d | 8 cpu | 64Gi | FPGA×4 | RUNNING |
| kafka-mirrormaker | production | 3 | 3/3 | cp-7.5.0 | 2 cpu | 4Gi | CPU | RUNNING |
| redis-global | production | 6 | 5/6 | 7.2.0 | 4 cpu | 64Gi | CPU | DEGRADED |
| drift-engine | production | 2 | 2/2 | sha-a3f7c2d | 2 cpu | 4Gi | CPU | RUNNING |
| lstm-inference | production | 3 | 3/3 | sha-a3f7c2d | 16 cpu | 128Gi | GPU×4 | RUNNING |
| RESOURCE | REQUESTED | LIMIT | HARD CEILING | UTILIZATION | STATUS |
|---|---|---|---|---|---|
| cpu | 128 cores | 256 cores | 512 cores | 50% | OK |
| nvidia.com/gpu | 28 | 32 | 32 | 87% | HIGH |
| xilinx.com/fpga | 8 | 16 | 16 | 50% | OK |
| memory | 512Gi | 1Ti | 2Ti | 50% | OK |
| pods | 186 | 500 | 500 | 37% | OK |
| Server Host | bpipe.internal.corp |
| Server Port | 8194 |
| Auth Type | APPLICATION_CREDENTIALS |
| Max Connections | 10 |
| Tick Interval | 0 (REAL-TIME) |
| Architecture | LSTM Encoder |
| Hidden Size | 512 |
| Num Layers | 4 |
| Optimizer | Fractional Adam |
| Frac Order | 0.9 |
| TRT Precision | FP16 |
| Registered Model | regime_lstm_prod |
| TICKER | DESCRIPTION | ZSCORE |
|---|---|---|
| DGS10 | 10Y Treasury Yield | 0.43 |
| T10Y2Y | Yield Curve Spread | -1.12 |
| VIXCLS | CBOE VIX | 1.84 |
| DCOILWTICO | WTI Crude Oil | 0.22 |
| CPIAUCSL | CPI (All Items) | 1.54 |
| UNRATE | Unemployment Rate | -0.34 |
| ID | LABEL | DECAY MULT | STATUS |
|---|---|---|---|
| 0 | bull_trending | 1.00× | NOMINAL |
| 1 | bear_trending | 0.75× | MODERATE |
| 2 | high_volatility | 0.60× | ACTIVE ◄ |
| 3 | liquidity_crisis | 0.40× | ALERT |
| 4 | flash_crash | 0.20× | CRITICAL |
| Prometheus Retention | 90 days |
| GPU Exporter | DCGM v3.1.7 |
| Grafana Dashboards | 5 auto-imported |
| AlertManager | PagerDuty + Slack |
| RUN | SHA | BUILD | DRIFT | STATUS | DUR |
|---|---|---|---|---|---|
| #1042 | a3f7c2d | PASS | 18% OK | SUCCESS | 8m 34s |
| #1041 | c1b9a3f | PASS | 38% WARN | SUCCESS | 9m 12s |
| #1040 | e4d2b8c | PASS | 43% ROLLBACK | ROLLED BACK | 11m 03s |
| SECRET | REFRESH | STATUS |
|---|---|---|
| bloomberg-fred-creds | 1h | SYNCED |
| database-creds | 1h | SYNCED |
| redis-creds | 1h | SYNCED |
| kafka-sasl-creds | 1h | SYNCED |
Real-time state-space engine with Kalman smoother E-step, EM M-step, live asset feeds, and regime classification. Full technical view with 2-second refresh cycle and Phase-4 breach detection.
Formal specification: Kalman filter framework, EM estimation procedure, and cross-asset synchronization model.
AUC 0.86 classifier. 21-year backtest 2005–2026. Phase-4 precision across 142 sovereign events.
Inspector-General audit-ready. Basel IV capital framework. SR 11-7 model risk governance. ISO 27001.
38-node sovereign graph. SIR-Kalman hybrid diffusion. 5 cross-asset contagion channels with pre-Phase-3 early warning.
Containerized Docker · RESTful API · Committee alert webhooks · Bloomberg B-PIPE · Air-gapped on-premise option.
SI-V3 operates a continuous-time state-space model with EM-estimated parameters, tracking latent stress variable x̂_t across five cross-asset synchronization channels.
SI-V3 is not publicly distributed. Technical annex and validation files are provided via structured committee engagement under NDA only.
SI-V3 models a scalar latent stress process x_t evolving according to a linear state-space system:
x_{t+1} = Fx_t + ε_t, where ε_t ~ N(0,Q). The observed cross-asset signal y_t is linked
to the latent state by y_t = Hx_t + η_t, η_t ~ N(0,R).
Parameters (F, H, Q, R) are estimated via Expectation-Maximization (EM) on a rolling 21-year window. The E-step runs the Rauch-Tung-Striebel (RTS) Kalman smoother to compute the posterior state distribution. The M-step updates parameters to maximize expected complete-data log-likelihood.
The synchronization probability p_t is computed as p_t = σ(1.8 · x̂_t − 0.40), where
σ is the logistic function. G_t counts cross-asset channels (Sovereign CDS, Equities, FX, Rates,
Commodities) whose residuals are positively correlated with x̂_t above threshold.
When G_t ≥ 3, the system transitions to Advisory status. G_t ≥ 4 triggers Committee Alert. This multi-channel confirmation architecture reduces false positives vs single-factor models.
Phase-4 — the target detection class — corresponds to x̂_t > 0.75, p_t > 0.75, G_t ≥ 4. The classifier achieves AUC 0.86 on the 21-year out-of-sample validation panel.
SI-V3 was evaluated on an expanding-window out-of-sample backtest from 2005 to 2026. Parameters estimated on the historical window ending 90 days before each evaluation date — no look-ahead bias. Test set: 142 Phase-4 sovereign stress events across 38 countries.
SI-V3 is built to comply with Federal Reserve SR 11-7 model risk management guidance. An independent validation package covers conceptual soundness, outcomes analysis, sensitivity testing, and benchmarking against challenger models.
Signal outputs are compatible with FRTB Internal Models Approach (IMA) risk factor documentation. Sensitivity analysis outputs (PV01, CS01, delta) accompany Phase-4 signals to support capital desk integration.
SI-V3 maintains a complete immutable audit trail. Every model run produces a signed log including input data checksums, EM iteration history, parameter values, and output signals. Outputs are fully reproducible from frozen model snapshots.
ISO 27001 certified infrastructure. Air-gapped on-premise deployment available for clients with classified sovereign environments or strict data residency requirements. All data at rest is AES-256 encrypted.
TRCS models second-order contagion pathways between 38 sovereign entities using bilateral CDS spread correlations as edge weights. The dynamic topology is recalibrated monthly using rolling 12-month correlation windows.
An epidemic-style diffusion model (Susceptible-Infected-Recovered) is overlaid on the Kalman-filtered state estimates at each node. This captures nonlinear contagion acceleration — the mechanism behind Phase-3 to Phase-4 transitions.
Five cross-asset channels are monitored per node: Sovereign CDS, Equities, FX, Rates, and Commodities. G_t counts synchronizing channels per timestep. TRCS signals fire an average of 3 days earlier than primary SI-V3 Phase-4 classification.
RESTful API provides real-time access to x̂_t, p_t, G_t, regime classification, and all five cross-asset channel readings. Endpoints refresh every 2 minutes during market hours. Full OpenAPI 3.0 specification provided to approved clients.
Configurable webhook alerts fire on G_t threshold breach (G_t ≥ 2, 3, or 4 — client-configurable). Payloads include: timestamp, x̂_t, p_t, G_t, regime, active channels, and recommended committee action. HTTPS POST with HMAC-SHA256 signing.
All submissions reviewed by AEQUI Committee within 24 hours
NDA documentation provided upon approval · Institutional eligibility required
A committee liaison will contact you within 24 hours with briefing details and NDA documentation.