ClarusC64/finance-latent-cross-coupling-liquidity-collapse-v0.1

What this repo does This repository introduces a Clarus dataset for detecting latent instability under cross-coupled conditions in financial systems. The goal is to identify institutions, markets, or portfolios that may still appear outwardly stable or only mildly abnormal but already contain hidden internal degradation that may activate into overt liquidity collapse once interacting pressures exceed containment. Core structure This dataset models a pre-failure… See the full description on the dataset page: https://huggingface.co/datasets/ClarusC64/finance-latent-cross-coupling-liquidity-collapse-v0.1.