Jackal Data Research builds stochastic infrastructure. We combine Agent-Based Modeling (ABM) with Generative AI to simulate market events, supply chain shocks, and behavioral shifts in synthetic populations.
Request Research AccessReal-time processing of geopolitical and market events to forecast economic volatility.
Modeling upstream dependencies and business model resilience against logistics shocks.
Simulating habit formation and public sentiment shifts to predict consumer sector performance.
Correlating external volatility with internal management decisions to forecast growth.
Enhance traditional polling with our "Synthetic Population" data. We provide Research Agencies with high-fidelity, privacy-compliant datasets to model complex public behaviors before fielding expensive surveys.
Predict upstream disruptions 6 months in advance. Our Event-Driven Engine helps Logistics Providers and Manufacturing firms adjust inventory buffers based on geopolitical risk signals.
Understand the "Why" behind sales dips. Our Behavioral Dynamics Core correlates habit shifts (e.g., remote work trends) with sector growth to optimize long-term strategy.
Alpha generation through complexity science. We offer Hedge Funds and Banks direct API access to our "Enterprise KPI" forecasts, filtering out market noise to find true growth signals.
> PRINCIPAL INVESTIGATOR & FOUNDER
Specializing in Event-Driven Architecture, Supply Chain Logic, and Computational Economics.
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