MATLAB Code for "A crisis of confidence: The counterparty-liquidity risk nexus in an agent-based network model of the interbank market" by N.K. Scholtes (2017)

Simulations to demonstrate the effect of core-periphery network structures on the stability of interbank networks.

ASRI: Aggregated Systemic Risk Index for Cryptocurrency Markets — paper + real-time monitoring system | DAI-2509 | Dissensus AI Working Paper

End-to-End Python implementation of Markov-Switching VAR framework for detecting endogenous financial fragility. Replicates Delli Gatti et al.'s (2025) methodology using EM algorithm, Hamilton filtering, and HP spectral decomposition to empirically test Minsky's Financial Instability Hypothesis in macroeconomic data.

Macro-financial stress testing framework projecting UK bank capital under baseline and adverse macroeconomic scenarios.

Systemic Risk Contagion MCP Server

Agent-based simulation of systemic risk and contagion in European interbank networks.

MSc. Thesis docuemnt and code.

📊 Explore regime changes and real financial cycles through Minsky's hypothesis in a nonlinear framework, enhancing macroeconomic and financial analysis.