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A Temporal Graph Neural Network platform for corporate stress prediction across the S&P 500. Combines temporal graph attention, LLM-augmented features from SEC filings, and NLP drift detection to identify financial distress signals before traditional models react.
Deep learning for systemic financial risk: an Unsupervised Graph Autoencoder and a Spatio-Temporal GNN (GCN+LSTM) trained on 26 years of BIS banking network data (2000–2026) to autonomously detect crises and forecast cross-border exposure shifts — no manual features, no crisis labels.