RESEARCH / EVIDENCE DISCIPLINE
New methods earn their place through measured comparisons.
Decision Fidelity asks whether simulated interventions rank actions in the same useful order as resolved outcomes or trusted review—not whether a generated future merely looks plausible.
Research direction
A bounded event-conditioned financial world model.
An event-conditioned financial world model is Qelly's research direction: a bounded formalization that connects explicitly defined event conditions—and, where supported, separately calibrated event probabilities—to assumption-bound portfolio consequences and candidate-action comparisons.
It is not an all-finance simulator and does not claim causal identification. It remains a research formalization for reviewable portfolio decisions.
Provider hierarchy
Strong baselines before novel challengers.
- 01Deterministic and historical baselines
- 02Parametric and bootstrap scenario providers
- 03Conditional generative challengers
- 04Classical constrained optimizers
- 05Quantum-annealing, hybrid, and gate-based research adapters
No production workflow depends on a QPU. Every challenger must improve a declared end-to-end measure against strong classical baselines before it changes a customer decision.
Working vocabulary
Plain language first; technical identity retained.
- Scenario Branch
- One conditional continuation under explicit assumptions.
- Shear Test
- An adversarial perturbation that reveals whether an action ranking is fragile.
- Shear Score
- The measured sensitivity of a strategy to changed assumptions.
- Decision Fidelity
- Whether simulated interventions preserve a useful real-world action ranking.
- Decision Graph
- The future private record connecting state, action, prediction, and resolution.