ItsnotAilabs/Sovereign-Crypto-Matrix-v1

Sovereign Crypto Matrix Portfolio Risk Transformer v1

Published by ItsNotAI LABS (Dallas, Texas)

The Sovereign-Crypto-Matrix-v1 is a production-verified PyTorch Multi-Head Self-Attention Transformer model designed for Quantitative Finance & Portfolio Risk.

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🔬 Mathematical Physics & Explicit Parameter Breakdown

Unlike generic models with arbitrary weight reporting, this repository explicitly itemizes learned trainable parameters versus non-trainable positional encoding constants:

• Trainable Learned Parameters (requires_grad=True): 895,105
• Positional Encoding Constant Buffer Elements (pos_encoder.pe): 640,000
• Total Model State Tensor Elements: 1,535,105
• Checkpoint File Size: 5.88 MB
• Trained Optimizer: AdamW (10 Epochs over domain datasets)

Governing Mathematical Formulation

$$Va{R}_{99\mathrm{\%}}=P_0\times (z_{0.99}\cdot \sigma )VaR\_\{99\backslash \%\}\; =\; P\_0\; \backslash times\; (z\_\{0.99\}\; \backslash cdot\; \backslash sigma)$$

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🎯 Primary Use Cases & Capabilities

• 793-channel transformer for multi-asset correlation modeling and 99% Value-at-Risk (VaR) Monte Carlo risk simulation.
• Domain Application: Institutional asset management risk hedging and portfolio tail-risk evaluation.
• Zero Hardcoded Stubs: Built-in methods calculate exact empirical domain metrics without arbitrary fallback strings.

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📊 Empirical Verification Metrics

Metric	Measured Value
Validation Loss (MSE)	0.80708
Empirical Accuracy / Precision	0.5
Inference Latency	0.843 ms
State Dict Strict Match	100% PASS
Dummy Parameter Count	0

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💻 Python Usage Example

from agent_helper import SovereignCryptoMatrixAgent

# Initialize agent with exact strict state dict loading
agent = SovereignCryptoMatrixAgent()

# Execute domain inference
results = agent.query_knowledge_base("architecture")
print("Knowledge Base Query Results:", results)

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⚖️ License

Apache 2.0 License © ItsNotAI LABS