Lyapunov Technologies to Provide Automated Risk Management

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In early February, when the stock market hit a

Duanyi Wei & Anthony Rossi
Duanyi Wei & Anthony Rossi

brick wall, University of Delaware graduate students Anthony Rossi and Duanyi Wei watched to see how their model would respond. Built on robotics engineering principles — a new field, when applied to financial markets — the model worked: the output shifted from bull to bear, accurately mirroring real-world events.

“It kicked in, fully autonomously, and it was able to capture some of the downside,” Rossi says. “It was a great opportunity to show where our value comes in, essentially hitting the brakes when your strategy is going in the wrong direction.”

Rossi and Wei met doing research at the University of Delaware robotics lab, and have refined their business concept through the school’s Horn…

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