Agents Deployed Across Verticals
Each Agent encodes domain-specific optimization models powered by LLM + ML + Operations Research.
Stochastic Inventory Control
Moving beyond static thresholds. Our Agents utilize Monte Carlo simulations to predict demand volatility, dynamically adjusting safety stock levels to balance service rates against holding costs in real-time.
Stochastic Demand Sensing
Moving beyond linear regression. We fuse internal sales data with external signals (macroeconomic indices, weather patterns, competitor pricing) to model demand volatility. The result is a confidence interval that allows procurement teams to balance service levels against holding costs with precision.
Multi-Echelon Inventory Optimization (MEIO)
Optimize inventory not just at the warehouse, but across the entire value chain. Our Agents calculate the optimal Safety Stock levels for every SKU at every node, minimizing working capital while strictly adhering to your target Fill Rates.
Energy Arbitrage & Grid Resilience
Transform energy from a cost center to a revenue stream. AEVO Agents aggregate distributed energy resources (solar, battery, HVAC) to participate in Automated Demand Response. We algorithmically predict spot prices to execute arbitrage strategies—charging when rates are low and discharging back to the grid when prices peak.
Propensity Modeling & Next-Best-Action
Generic segmentation is obsolete. We treat every customer as a "segment of one." Using high-dimensional feature vectors, our Agents calculate the Propensity Score for each user to predict their likelihood of conversion or churn, automatically triggering the mathematically optimal Next-Best-Action.
Liquidity Foresight & Simulation
Cash flow is not a static report; it is a probability distribution. Our Agents utilize Monte Carlo Simulations to stress-test your liquidity against thousands of market scenarios—from currency fluctuations to delayed AR cycles—ensuring your capital efficiency is mathematically optimized in real-time.
Stochastic Risk Modeling & VaR Engine
Risk is not an event; it is a continuous variable. Our Agents deploy Stochastic Differential Equations (SDEs) to model market, credit, and operational risks in real-time. We calculate Value-at-Risk (VaR) and Expected Shortfall (ES) under extreme tail-risk scenarios, enabling autonomous hedging strategies that protect capital adequacy without stifling growth.
Algorithmic Pricing for Level 3 Assets
Transparency for the opaque. For complex derivatives and illiquid structured products, generic pricing models fail. AEVO Agents utilize Monte Carlo methods and Finite Difference schemes to perform independent price verification (IPV). We generate audit-ready, Mark-to-Model valuations that strictly adhere to IFRS 13 / ASC 820 standards.
Dynamic Duration Matching & NII Optimization
Balance sheet immunity in a volatile rate environment. Our Agents simulate thousands of interest rate paths (using Hull-White or Black-Karasinski models) to stress-test your Net Interest Income (NII) and Economic Value of Equity (EVE). We autonomously recommend portfolio rebalancing to optimize the Duration Gap and Convexity, ensuring liquidity coverage (LCR) while maximizing yield.