Coranor Labs LogoCORANOR LABS

Published Research

The evidence base
for our platform.

Every capability in our platform is grounded in peer-reviewed research and validated against historical market data. We publish our findings openly because we believe the field moves faster when the work is visible.

3Papers publishedSince founding in 2025
94%Peak simulation accuracyvs. historical crises
10⁸Agent-steps / secondOn production hardware
0Containment breachesIn 18 months of testing

Performance data

Simulation accuracy over time

Coranor vs. traditional VaR (12-month rolling window)

Coranor Agent Simulation

Traditional VaR

Coranor
Traditional VaR

Policy attestation pass rate

Monthly containment enforcement success over a 12-month period

Attestation pass rate (%)

Floor: 99.94% · Current: 100%

Historical crisis benchmark accuracy

Directional prediction accuracy across 10 major crisis events

% Accuracy

GFCEuroCovidEMOilChinaVIXRepoSVBRate

Mean: 93.8% · Range: 88% to 100%

Platform throughput scaling

Agent-steps per second as compute nodes scale

×10⁶ steps/sec

124816326496

Near-linear scaling up to 96 nodes

Platform prototype

A preview of the Coranor Labs interface, currently in closed beta with Lighthouse partners.

Risk Dashboard
Macro Shocks Matrix
Agent Containment Enclave
Yield Contagion Topology
v2.6.4-prod

Workspace

Dashboard
Simulations
Scenarios
Agent Monitor
Reports
Settings

Risk Dashboard

LIVE ENGINE

Portfolio: Global Macro Fund · As of Sept 28, 2026

VaR (99%)

-$4.2M

+0.3% vs benchmark

Simulated Drawdown

-12.8%

Severe shock profile

Agents Active

2.4M

Zero drift detected

Portfolio P&L Under Simulation (30-Day Window)

10⁶ agent iterations
Coranor Labs: Scenario Builder

Workspace

Dashboard
Simulations
Scenarios
Agent Monitor
Reports
Settings

New Scenario: Stagflation Shock

Rate shock

+350bps

Applied over 90 days

Inflation deviation

+4.2%

vs. 2% target

Liquidity stress index

78 / 100

Severe

Agent population

1,000,000

Heterogeneous

Published papers

Empirical StudyOctober 2026gpt-5.4-mini (Azure AI Foundry)

The April 2025 Tariff Shock: A Multi-Agent Simulation

Pre-registered evaluation of multi-agent LLM forecasting under strict anti-lookahead protocols

We evaluated whether adversarial multi-agent debate improves corporate forecasting across 30 major U.S. corporations subjected to the April 2025 tariff shock. Across 26,000+ Monte Carlo simulations, multi-agent debate systematically degraded forecast accuracy and escalated overconfidence, performing worse than historical base rates and worse than an uninformative coin flip.

Key Finding: Multi-agent debate (A3, Brier 0.386) underperformed both a single-pass prompt (A1, 0.257) and naive base rates (A0, 0.235).

Ablation Ladder Results

LevelArchitectureBrier Score ↓ECE Calibration ↓
A0Naive Base Rates (No LLM)0.235 (Best)0.063
A1Single-Pass LLM (Zero Debate)0.257 0.280
A2FirmAgent + Monte Carlo0.362 0.406
A3Full Multi-Agent Debate0.386 (Worst)0.441

*Brier score: mean squared error (0.00 = perfect, 0.25 = 50/50 baseline, lower is better).

Note: Pre-registered protocol with 180 dynamic trap questions quarantined against knowledge contamination.

26,000+Monte Carlo simulations
30U.S. corporations studied
0.386Debate Brier score (A3)

Want to model your custom crisis scenario?

Lighthouse cohort participants collaborate directly with our quantitative science team in Prague to construct bespoke scenario architectures.