A framework for financial systemic risk valuation and analysis.

Financial research data services for academics.

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)

SOAP - A Tool for Uncovering Filter Bubbles on Very Large Online Platforms

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"

An open-source platform for modeling systemic climate transition risks in financial systems. Developed by CFA Institute RPC & UK CGFI

This policy report argues that UK higher education should be treated as critical national infrastructure. It highlights systemic risks from market fragility, fiscal exposure, and governance opacity, and sets out reforms for fiduciary openness, resilience planning, and conflict-proofed oversight.

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.

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

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

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.

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

This repository contains the code and implementation for a master's thesis on using deep learning techniques to model systemic risk in financial systems with non-normal risk factors.

A systemic risk simulation scaffold and ethical blueprint for recursive planning, post collapse governance, and swarm alignment. (v1.0-v5.2)