Network Topology Analysis and Machine Learning Techniques for Systemic Risk Prediction in U.S. Equity Markets
Leveraging Graph Neural Networks (GNNs) and complex network theory to detect early warning signals of systemic risk in financial markets.
Leveraging Graph Neural Networks (GNNs) and complex network theory to detect early warning signals of systemic risk in financial markets.
In review at JADT 2026, this paper validates 18 analytical approaches on 1M+ texts to identify method-invariant findings.
Financial machine learning project combining dynamic correlation networks, graph neural networks, and trading backtests to detect systemic risk in U.S. equity markets.