Since 2005 Ontonix pioneers complexity-based anomaly anticipation.
Our Quantitative Complexity Theory establishes a link between Physics and Information Theory.
The Technology.
QCM (Quantitative Complexity Management) Technology is a new form of Artificial Intelligence that reaches beyond conventional Machine Learning. QCM is Artificial Intuition. It is very fast. It doesn’t require training. The technology is proprietary.
New Risk Stratification.
Highly complex systems, such as the global financial system, are inherently fragile and can lead to risk in countless, non intuitive ways. With the QCM, complexity-induced risk can be understood, stratified and countered in a totally new manner.
QCM is Fast.
QCM works like human intuition, like instinct. It is extremely fast. it doesn’t need lengthy training with thousands of examples. It gets you quickly where you need to be. Artificial Intuition is a new paradigm in data analysis, diagnosis and anomaly detection.
Proven.
The QCM has been developed in the mid 2000s and has since been used in numerous fields, ranging from manufacturing to medicine, from economics to finance, infrastructures, traffic systems, or image analysis. In 2007 Ontonix became Gartner’s Cool Vendor. In 2015 a specific standard was issued, the UNI 11613.
New Approach to Risk.
The key feature of QCM technology is that it is able to recognize the existence of anomalies the first and only time it is confronted with them. It is also able to pinpoint their sources thanks to a technique known as Complexity Profiling.
Resilience check
We offer a fast resilience check service of corporations, investment portfolios, or funds.
Contact us to obtain information and pricing.
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Artificial Intuition is on the forefront of measuring and understanding global economic and financial systemic risks.
The Global Financial Resilience Index
The Global Financial Complexity Index™ (GFCI™) and Global Financial Resilience Index™ (GFRI™) are meta-indices which measure complexity and resilience of the global financial system. The indices are based on the closing values of the indices of the World’s main markets and are computed on a daily basis. Essential to the global investor, the indices measure the ‘temperature’ of the entire international financial system.
The GFCI™, in particular, provides a new and modern measure of systemic volatility.
The index is based on the past six months of trading. Values are absolute (>0). High values indicate intense interaction between the various market indices which are the following:
AORD, BSESN, HSI, JKSE, KLSE, KS11, N225, NSEI, NZ50, STI, TWII, 000001.SS, ATX, BFX, FCHI, FTSE, GDAXI, IBEX, SSMI, FTSEMIB.MI, IETP, STOXX50E, OMXH25, OMXSPI, OMXC20, DJA, DJI, DJT, DJU, GSPC, IXIC, MID, NDX, NYI, NYA, RUA, RUI, RUT, SML, BVSP, GSPTSE, MERV, MXX, TA100, BIST 100, IDX, TASI, TA-25, SET
The function of the GFCI™ is to combine the above 50 indices into one single meta-index.
