Experimental Frame + System Under Test

 RTSync is currently developing a unified modeling and simulation infrastructure that integrates DEVS hierarchical modular construction, Hybrid DEVS, MBSE, and ParaDEVS into a coherent, operational framework for day and high‑frequency trading use-cases with reinforcement‑learning‑based portfolio optimization. This work extends and strengthens an already mature foundation in DEVS‑based modeling and simulation, bringing it directly into the domain of real‑time financial decision systems. 

 Our effort focuses on explicit, compositional, and auditable models that capture the hybrid nature of financial markets—continuous stochastic dynamics intertwined with discrete events, structural breaks, and regime shifts. We are leveraging the DEVS formalism to represent these systems with clarity and rigor, while MBSE provides the architectural discipline needed for traceability, reuse, and institutional adoption. 

 At the core of the system, we are implementing a multi‑resolution family of Ornstein–Uhlenbeck (OU)‑based hybrid DEVS models that generate time‑indexed volatility surfaces and factor trajectories. These models support real‑time scenario generation, stress testing, and risk‑aware decision support. ParaDEVS extends this capability by replacing traditional Monte Carlo sampling with structured uncertainty expansion, enabling it to explore full decision trees under varying conditions without losing auditability or interpretability.