A Saturday night building a risk surface

It’s a Saturday night and you can’t sleep. What you do with your time is different now. Instead of scrolling different media or just playing chess online you can be productive.

Claude remote control to build a tensor manifold representing a risk surface and using latest AI engineering techniques to increase speed of solving partial differentials at critical points. Fascinating. Tighter output than VaR, continous and real-time. I think based on the literature it’s unique but it’s also so satisfying.

Probably need something else now as being able to model mathematical concepts in real time is problematic for sleep.

This first appeared on LinkedIn on 22 March 2026. If you want to comment or discuss, that’s the place.

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