<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:content="http://purl.org/rss/1.0/modules/content/"><channel><title>AI on Mechanical Snail</title><link>https://mechanicalsnail.com/categories/ai/</link><description>Recent content in AI on Mechanical Snail</description><image><title>Mechanical Snail</title><url>https://mechanicalsnail.com/images/logo.png</url><link>https://mechanicalsnail.com/images/logo.png</link></image><generator>Hugo -- 0.152.2</generator><language>en-us</language><lastBuildDate>Sat, 22 Nov 2025 10:00:00 +0100</lastBuildDate><atom:link href="https://mechanicalsnail.com/categories/ai/index.xml" rel="self" type="application/rss+xml"/><item><title>AI Trading System Architecture for Financial Markets</title><link>https://mechanicalsnail.com/posts/ai-financial-agent/</link><pubDate>Sat, 22 Nov 2025 10:00:00 +0100</pubDate><guid>https://mechanicalsnail.com/posts/ai-financial-agent/</guid><description>The architecture of production AI trading systems: data pipelines, feature engineering, prediction models, risk management and backtesting under adversarial market dynamics.</description></item><item><title>ML Risk Models for Nordic Power Futures &amp; GoO Portfolios</title><link>https://mechanicalsnail.com/posts/ai-nordic-power-risk/</link><pubDate>Tue, 10 Dec 2024 10:00:00 +0100</pubDate><guid>https://mechanicalsnail.com/posts/ai-nordic-power-risk/</guid><description>Machine learning risk models for Nordic power futures and Guarantees of Origin portfolios: why historical VaR underestimates fat tails and how ML captures non-linear weather dependencies.</description></item></channel></rss>