Rethinking Mortgage Analytics

Our passion: developing next-generation mortgage credit risk, prepayment, and valuation analytics powered by Gated Neural Fusion.

Ipso Facto Solutions builds enterprise-grade AI infrastructure for the Mortgage-Backed Securities (MBS) and Mortgage Servicing Rights (MSR) markets. By combining high-dimensional static credit metrics with sequential deep learning, our proprietary Hybrid Transformer-GBT architecture solves valuation instability and eliminates legacy data bottlenecks.

Technology Stack

Compute Acceleration: Powered natively by NVIDIA RAPIDS (cuDF / cuML) for lightning-fast coordinate descent optimization over multi-terabyte agency loan-level disclosure tapes.

Deep Sequential Modeling: Built using PyTorch CUDA-optimized execution kernels and mixed-precision (FP8/FP16) tensor primitives to capture structural market regimes without manual splines.

Explainable AI (XAI): Parallelized Integrated Gradients running natively on GPU infrastructure to provide institutional risk managers with cohort-level auditability in real time.