crossrefFuture Internet2026-02-09
Network Instability as a Signal of Systemic Financial Stress: An Explainable Machine-Learning Framework
Livia Valentina Moretti, Enrico Barbierato, Alice Gatti
This paper develops a framework for monitoring and forecasting episodes of systemic financial stress using a combination of market information, macro-financial indicators, and measures derived from time-varying correlation networks, embedded in a sequential machine-learning setti…