aiunfiltered.ai
Manila · UTC+8 Field Notes / Since May 2026
Eric B. Guevarra · Manila

Field notes.
Practitioner first.

Agentic AI, ML & GNN, financial engineering, and the boring engineering discipline that separates production systems from screenshots.

§ 01 · Research

A working paper on the graph hiding inside every option chain.

WORKING PAPER · v3 Zenodo · CC BY 4.0

Predicting Option Prices Using Graph Neural Networks: A Multi-Relational Approach to Modeling Option Chain Structure.

A GNN framework for option pricing that represents each option chain as a graph, contracts as nodes, edges for same-expiry, same-strike, and prior-day relationships. Across 123 days of SPX options data, the multilayer GNN beats a Black-Scholes-Merton baseline on absolute error, does not outperform a plain feedforward network, and reveals exactly what the graph structure buys and what it doesn't.

Eric B. Guevarra · Engineering Manager · July 2026
§ 02 · Notes

Field notes from what I'm actually building.

§ 03 · About

Practitioner first. Pundit never.

Eric B. Guevarra. AI practitioner in Manila. Engineering manager. MSc, GWCPM, PSM. Twenty-five years building intelligent systems inside enterprise and financial platforms.

My working life has spanned the unglamorous middles of enterprise and financial software: trading and banking platforms, ITSM and service management, operational intelligence, data platforms carrying real production load. The kind of systems that cannot afford to be theater. That background shows up in how I think about AI. I distrust screenshots. I want the log line, the failure mode, the number that moved when the change went live.

The current work is graph neural networks for financial systems — starting with a published working paper on option pricing, extending into equity return prediction and cross-asset structure. Alongside it, applied engineering discipline on production data platforms at scale, and the field notes on this site.

Field notes are what I write when I need to think out loud about a problem I'm actually solving. Not think pieces. Not takes. Notes from inside the work.

§ 04 · Now

What I'm working on this quarter.

Published
Working paper on Zenodo (v3) and ResearchGate: Predicting Option Prices Using Graph Neural Networks. Next up — running the price/moneyness decomposition analysis and iterating toward v4.
Researching
PhD dissertation continues — GNN for option pricing. Sharpening the empirical case, hardening the framework, and thinking about where the multi-relational approach extends beyond derivatives.
Building
Next paper: Predicting Philippine Equity Returns Using Graph Neural Networks — same multi-relational approach, applied to PSE conglomerate ownership structure. Data collection stage; building the ownership graph now.
§ 05 · Contact

Get in touch.

For work I actually do — and work I'm about to do. If you're building GNN-based systems in finance, or you want to argue about whether your AI strategy is real, or you're working on production ML infrastructure, write.