Trading and Risk Software. Delivered.
CompatibL is a leading provider of custom software development services, trading and risk management software solutions, cloud services and solutions and model validation consultancy for the financial industry.
CompatibL’s unique strength lies in combining advanced application engineering with industry-leading quant expertise to deliver best-in-class software solutions for banks and asset managers.
Whether it’s custom banking software development services, cloud financial solutions, trading and risk software or model validation — we have you covered from concept to delivery.
We offer a powerful combination of complex tech and detailed quant expertise, advanced processes, and proven experience in implementing trading and risk management solutions to financial institutions worldwide.
Trading and Risk Software. Delivered.
CompatibL is a leading provider of custom software development services, trading and risk management software solutions, cloud services and solutions and model validation consultancy for the financial industry.
CompatibL’s unique strength lies in combining advanced application engineering with industry-leading quant expertise to deliver best-in-class software solutions for banks and asset managers.
Trading and Risk Software. Delivered.
Whether it’s custom banking software development services, cloud financial solutions, trading and risk software or model validation — we have you covered from concept to delivery.
We offer a powerful combination of complex tech and detailed quant expertise, advanced processes, and proven experience in implementing trading and risk management solutions to financial institutions worldwide.


Alexander Sokol’s working paper “Autoencoder Market Models for Interest Rates” has been published on SSRN. Click the button below to get the full version of the paper and learn more about the new type of interest rate models based on machine learning.
CompatibL has won the Most Innovative Third-Party Technology Vendor (AI & Machine Learning) category at the American Financial Technology Awards 2022, hosted by WatersTechnology, for its innovative technology—Autoencoder Market Models (AEMM).
Awards 2022: Best Modeling
Innovation—CompatibL
CompatibL’s innovative machine learning-based solution that addressed the need for an accurate way of measuring risk from short time series during the unfolding COVID-19 crisis, while meeting the regulatory requirement of being free from subjective judgement.
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About CompatibL


A trusted partner
As a trusted business partner to major banks and commercial finance companies, CompatibL provides secure, compliant solutions that meet customers’ requirements.
CompatibL is SOC 2 Type 2 certified and undergoes regular SOC 2 audits to maintain compliance with the latest security recommendations.

Workshop
Machine Learning Models for Interest Rates by Alexander Sokol
- VAE for handwritten digits from the MNIST dataset
- VAE for the yield curve
- Autoencoder short rate model in the Q- and P-measures
- Autoencoder forward rate model in the Q-measure
- Autoencoder term rate model in the P-measure
- Hands-on examples in Python