A framework for financial systemic risk valuation and analysis.

Financial research data services for academics.

SOAP - A Sockpuppet Auditing Tool for Very Large Online Platforms

A research-grade lab for stress-testing DeFi protocols using Solidity mini-systems, a Python simulation engine, and a Streamlit dashboard. Simulates price crashes, liquidity shifts, AMM behavior, lending liquidations, and systemic risk dynamics. Designed for DeFi engineers, auditors, and researchers.

A deep exploration of the economic physics governing DeFi crashes, AMM decay, liquidity spirals, and liquidation cascades. This article models decentralized finance as a nonlinear system driven by invariants, thresholds, and feedback loops, revealing why crashes follow predictable laws of motion.

This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

Official implementation of "Predicting Systemic Risk in Financial Systems Using Deep Graph Learning"

Some codes used for the numerical examples proposed in https://arxiv.org/abs/1803.00445

Source code, data and plots for our paper "Analysis of Large Market Data Using Neural Networks: A Causal Approach"

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

Code repository for Restaking research, containing Python scripts, Dune SQL queries, and interactive data visualizations.

Analysis of diversification breakdown during Bitcoin crash events. Found 89.5% compression in correlation gap between defensive and high-beta equities.

Global Systemic Fragility Observatory 2026 · Markov Model + Monte Carlo · Synthetic Bubble · 10 non-conventional systemic risk indicators · MCSH Framework · semanticfieldscience.org

Python implementation of advanced financial network analysis toolkit for creating multi-layered Digital Twins of market dynamics. Implements information-theoretic Transfer Entropy and stochastic Kramers-Moyal methods to map non-linear, directed relationships between assets during normal and crisis periods.

A quantitative research framework utilizing Linear Algebra (Spectral Decomposition) and Network Theory (PageRank) to decode systemic fragility in global markets.

Implementation of the Self-Supervised Spatiotemporal GNN (ST-GNN) for detecting financial contagion and systemic risk using BIS banking data (1977–2023).

Asymmetric liquidity flow dynamics in financial networks, interpreted via effective geometry and stability under the Victoria-Nash Asymmetric Equilibrium (VNAE).

Algorithm for reconstructing topology of complex networks from a limited number of links (Bootstrapping method)

Open-source intelligence reconstructing the U.S. hedge fund industry from 9 public regulatory data sources — $3.3T in assets, $831B in fund-level holdings, 1M+ daily OTC trades

End-to-End Python implementation of LPPLS (Log-Periodic Power Law Singularity) framework for detecting financial bubbles and critical transitions. Features Filimonov-Sornette calibration, Lagrange regularization, Lomb-Scargle spectral validation, and Monte Carlo significance testing. Complete computational replication of Hosseinzadeh (2025).

A kernel-based stochastic approximation (KBSA) framework for contextual optimization.

The Semantics of Collapse: Lawful Instability in Agentic Systems - A Safe-to-Exist Analysis of Optimization-Driven Systemic Risk

Institutional-grade early warning system for systemic deleveraging events

An End-to-End Python implementation of Köhler et al.'s (2026) orthogonalized tail-risk framework. Combines PCA-whitening spectral decomposition with Peaks-Over-Threshold EVT to quantify extreme risks in 479-dimensional financial networks. Implements Ferro-Segers clustering, dynamic residualization, and out-of-core processing for 2.6B+ data points.

Systemic Risk Contagion MCP Server

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

An evidentiary policy paper analysing systemic fragility in UK higher education through the lens of Akerlof’s ‘lemons’ market. Examines opaque rankings and think tanks as conflicted intermediaries, and proposes fiduciary openness, ratings reform, and stress testing to safeguard systemic stability.

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.

AI governance · systemic risk · infrastructure · policy intelligence

Early Warning Systems for the Global Economy: Leveraging Temporal Graph Neural Networks to Safeguard Regional Economic Resilience