jgrusewski 4ff4205a4b feat(validation,risk): add noise injection, sensitivity analysis, risk enforcement, and correlation monitor ...

- NoiseInjector: Gaussian noise and feature dropout for robustness testing (ml)
- SensitivityAnalyzer: hyperparameter fragility detection with perturbation analysis (ml)
- RiskAction trait + enforcement module: pluggable risk response actions with severity levels (risk)
- CorrelationMonitor: rolling cross-asset correlation with effective exposure limits (risk)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-21 11:43:50 +01:00

..

adapters.rs

fix(validation): correct DSR formula, PBO methodology, and DQN adapter bugs

2026-02-20 17:20:41 +01:00

degradation.rs

fix(test): use median of 21 runs for inference latency check

2026-02-21 11:22:36 +01:00

financial.rs

refactor(validation): convert to directory module for validation stack

2026-02-20 16:12:19 +01:00

harness.rs

fix(test): use median of 21 runs for inference latency check

2026-02-21 11:22:36 +01:00

mod.rs

feat(validation,risk): add noise injection, sensitivity analysis, risk enforcement, and correlation monitor

2026-02-21 11:43:50 +01:00

noise.rs

feat(validation,risk): add noise injection, sensitivity analysis, risk enforcement, and correlation monitor

2026-02-21 11:43:50 +01:00

ppo_adapter.rs

feat(validation): add PPO adapter for validation harness (MLP + LSTM)

2026-02-21 10:23:48 +01:00

regime_analysis.rs

feat(validation): add per-regime performance analysis

2026-02-20 16:37:34 +01:00

statistical.rs

fix(validation): correct DSR formula, PBO methodology, and DQN adapter bugs

2026-02-20 17:20:41 +01:00

temporal_guard.rs

fix(test): use median of 21 runs for inference latency check

2026-02-21 11:22:36 +01:00

types.rs

feat(validation): add TimeSeriesData struct and ValidatableStrategy trait

2026-02-20 16:16:53 +01:00

walk_forward.rs

fix(validation): correct DSR formula, PBO methodology, and DQN adapter bugs

2026-02-20 17:20:41 +01:00