neuron7xLab · neuron7xLab · May 8, 2026 · May 8, 2026 · May 8, 2026 · May 8, 2026
@@ -0,0 +1,131 @@
+# Diff-bound commit acceptor for the systemic-risk Kuramoto research module.
+#
+# Adds research/systemic_risk/ — a pre-registered falsification battery
+# for the hypothesis that interbank phase-locking precedes banking-crisis
+# events. The module composes existing core.kuramoto primitives; it does
+# not introduce new physics. Layer 2 (Sustainer) in the maintenance
+# hierarchy: emits a diagnostic score, never takes execution action.
+#
+# Decision rule (frozen pre-registration):
+#   HARD_FAIL : ∃ crisis with AUC ≤ 0.55
+#   HARD_PASS : ≥2 crises with AUC ≥ 0.70 AND BH-corrected p ≤ 0.01
+#   UNDECIDED : neither (collect more data, do not promote tier)
+#
+# Locally verified:
+#   * pytest tests/research/systemic_risk/: 57/57 passed
+#   * mypy --strict on every new file: clean
+#   * ruff + black: clean
+#   * Lower-rail dry-run (random phases): HARD_FAIL, AUC=0.455 (correct)
+#   * Upper-rail dry-run (injected +2σ pre-event signal): HARD_PASS,
+#     AUC=0.92, p_BH=5e-4 across 2 crises (correct)
+#   * No real interbank exposure data shipped; topology loader expects
+#     user-supplied parquet/CSV.
+
+id: research-systemic-risk-kuramoto
+status: ACTIVE
+# claim_type=governance: this PR is primarily governance over a falsifiable
+# research hypothesis — pre-registered decision rule, frozen thresholds,
+# CLAIMS.md ledger entry, fail-closed verdict. The research code itself is
+# composition over the existing core.kuramoto stack.
+claim_type: governance
+promise: >-
+  After this PR lands, research/systemic_risk/ ships a pre-registered
+  falsification battery for C-SYSRISK-PHASE (HYPOTHESIS tier in
+  CLAIMS.md). The battery composes core.kuramoto primitives, an event
+  ledger sourced from Laeven & Valencia 2018 plus post-LV2020 anchor
+  events, an exposure-matrix → adjacency adapter with a self-contained
+  Barabási-Albert null, and a Mann-Whitney AUC + permutation p +
+  Benjamini-Hochberg FDR pipeline. The decision rule (HARD_FAIL ≤ 0.55,
+  HARD_PASS ≥ 0.70 AND p_BH ≤ 0.01 on ≥2 crises) is encoded once and
+  frozen — any subsequent change to thresholds is a new pre-registration
+  on a fresh branch. End-to-end rails are verified: random phases →
+  HARD_FAIL (AUC≈0.45), injected pre-event signal → HARD_PASS (AUC≈0.92,
+  p_BH=5e-4). Tier promotion to MEASURED requires the battery to return
+  HARD_PASS on ≥2 independent crises with real user-supplied interbank
+  exposure data.
+diff_scope:
+  changed_files:
+    - path: ".claude/commit_acceptors/research-systemic-risk-kuramoto.yaml"
+    - path: "CLAIMS.md"
+    - path: "research/systemic_risk/README.md"
+    - path: "research/systemic_risk/__init__.py"
+    - path: "research/systemic_risk/early_warning.py"
+    - path: "research/systemic_risk/event_ledger.py"
+    - path: "research/systemic_risk/falsification.py"
+    - path: "research/systemic_risk/phase_extraction.py"
+    - path: "research/systemic_risk/topology.py"
+    - path: "tests/research/systemic_risk/__init__.py"
+    - path: "tests/research/systemic_risk/test_early_warning.py"
+    - path: "tests/research/systemic_risk/test_event_ledger.py"
+    - path: "tests/research/systemic_risk/test_falsification.py"
+    - path: "tests/research/systemic_risk/test_topology.py"
+  forbidden_paths:
+    - "trading/"
+    - "execution/"
+    - "forecast/"
+    - "policy/"
+    - "core/physics/"
+    - "core/kuramoto/"
+    - "application/governance/claim_ledger.py"
+    - "application/governance/commit_acceptor.py"
+    - "scripts/ci/check_claims.py"
+    - "tools/commit_acceptor/validate_commit_acceptor.py"
+required_python_symbols:
+  - "research/systemic_risk/event_ledger.py::BankingCrisisLedger"
+  - "research/systemic_risk/event_ledger.py::DEFAULT_LEDGER"
+  - "research/systemic_risk/topology.py::InterbankTopology"
+  - "research/systemic_risk/topology.py::barabasi_albert_null"
+  - "research/systemic_risk/early_warning.py::compute_early_warning"
+  - "research/systemic_risk/early_warning.py::kuramoto_order_parameter"
+  - "research/systemic_risk/falsification.py::run_falsification"
+  - "research/systemic_risk/falsification.py::auc_mann_whitney"
+  - "research/systemic_risk/falsification.py::benjamini_hochberg"
+expected_signal: >-
+  Local: `python -m pytest tests/research/systemic_risk/ -q` reports
+  "57 passed"; `mypy --strict` is clean on every file under
+  research/systemic_risk/ and tests/research/systemic_risk/;
+  `ruff check` and `black --check` both pass on those paths;
+  the lower-rail dry-run on random phases returns
+  verdict=HARD_FAIL with AUC ≈ 0.45 against the USA filter, while
+  the upper-rail dry-run with an injected +2σ pre-event signal
+  returns verdict=HARD_PASS with AUC ≈ 0.92 and p_BH ≈ 5e-4 on
+  ≥2 USA crises.
+measurement_command: >-
+  bash -c 'mypy --strict
+  research/systemic_risk/event_ledger.py
+  research/systemic_risk/topology.py
+  research/systemic_risk/phase_extraction.py
+  research/systemic_risk/early_warning.py
+  research/systemic_risk/falsification.py
+  research/systemic_risk/__init__.py
+  tests/research/systemic_risk/
+  && ruff check research/systemic_risk/ tests/research/systemic_risk/
+  && black --check research/systemic_risk/ tests/research/systemic_risk/
+  && python -m pytest tests/research/systemic_risk/ -q'
+signal_artifact: "tmp/research_systemic_risk_kuramoto.log"
+falsifier:
+  command: >-
+    bash -c 'python -m pytest tests/research/systemic_risk/test_falsification.py::TestRunFalsificationSanity::test_random_scores_do_not_pass
+    -q >/tmp/_sysrisk_null.log 2>&1
+    && ! grep -q "1 passed" /tmp/_sysrisk_null.log'
+  description: >-
+    Probes the null-rail invariant of the falsification battery:
+    on i.i.d. random scores against the synthetic ledger,
+    `run_falsification` must never return HARD_PASS. The protected
+    test asserts this. The falsifier inverts: it succeeds (exit 0)
+    only when the protected null-rail test did NOT pass, which
+    would mean the battery has a leak that systematically inflates
+    AUC under the null.
+rollback_command: >-
+  git checkout HEAD~1 --
+  CLAIMS.md
+  && rm -rf research/systemic_risk/ tests/research/systemic_risk/
+  .claude/commit_acceptors/research-systemic-risk-kuramoto.yaml
+rollback_verification_command: >-
+  bash -c 'test ! -d research/systemic_risk
+  && test ! -d tests/research/systemic_risk
+  && test ! -f .claude/commit_acceptors/research-systemic-risk-kuramoto.yaml'
+memory_update_type: append
+ledger_path: ".claude/commit_acceptors/research-systemic-risk-kuramoto.yaml"
+report_path: "tmp/research_systemic_risk_kuramoto.log"
+evidence: []
@@ -28,6 +28,7 @@
 | C-INV-COUNT | "87 invariants in `.claude/physics/INVARIANTS.yaml`" | `FACT` | `python scripts/count_invariants.py` | 2026-04-30 |
 | C-PHYS-KERNEL | "Physics-inspired research platform with partially machine-checkable invariant layer" | `MEASURED` | `physics-kernel-gate.yml`, `BASELINE.md` | 2026-04-30 |
 | C-TLA-PROOF | "Four-barrier admission gate model-checked in TLA⁺ with 3 invariants" | `FACT` | `formal/tla/AdmissionGate.tla`, `formal-verification.yml` | 2026-04-30 |
+| C-SYSRISK-PHASE | "Interbank phase-locking precedes banking-crisis events" | `HYPOTHESIS` | `research/systemic_risk/falsification.py` (pre-registered AUC + permutation p + BH FDR battery, `HARD_PASS` requires AUC≥0.70 + p_BH≤0.01 on ≥2 crises); `research/systemic_risk/README.md` | 2026-05-08 |
 
 ## Retired claims (pending re-validation under tier rules)
 

@@ -0,0 +1,98 @@
+# Systemic Risk as Phase Transition — Kuramoto on Interbank Networks
+
+> **Tier (per `CLAIMS.md`):** `HYPOTHESIS` until the falsification battery
+> in `falsification.py` returns `HARD_PASS` on ≥ 2 independent crises.
+
+## Hypothesis (pre-registered)
+
+The interbank market is a network of phase oscillators coupled through
+exposure-weighted lending. Approach to the Kuramoto bifurcation
+:math:`K_c` manifests as elevated rolling order parameter `R(t)`,
+positive slope of `R(t)`, and growing variance of `R(t)` (canonical
+critical-slowing-down diagnostics, Scheffer et al. 2009, *Nature*
+**461**: 53). The composite early-warning score
+
+```
+score(t) = R̄(t) · |slope(R)(t)| · √var(R)(t)
+```
+
+is *elevated* in pre-event windows preceding banking-crisis dates
+relative to null windows drawn from the same series at safe distance
+from any event.
+
+## Modules
+
+| File | Role |
+|------|------|
+| `event_ledger.py` | `BankingCrisisLedger` from Laeven & Valencia 2018 + 2023 anchor events |
+| `topology.py` | Empirical exposure → adjacency adapter + Barabási-Albert null |
+| `phase_extraction.py` | Interbank-rate spread → :math:`\theta_i(t)` via Hilbert (wraps `core.kuramoto.phase_extractor`) |
+| `early_warning.py` | Rolling-window CSD predictor (level + slope + variance composite) |
+| `falsification.py` | Pre-registered AUC + permutation p + Benjamini-Hochberg battery |
+
+## Falsification protocol (pre-registered, frozen)
+
+For each crisis *c* in the ledger with at least one valid pre-event window:
+
+1. Extract pre-event score values from the `pre_event_window_days`-long
+   window ending one day before `c.start`.
+2. Sample `null_window_count` non-overlapping null windows of the same
+   length, each ≥ `min_distance_from_event_days` from any event.
+3. Compute :math:`AUC_c` (Mann-Whitney U) and one-sided permutation p
+   with `n_permutations` resamples.
+4. Apply Benjamini-Hochberg FDR correction across all crises that
+   yielded valid windows.
+
+### Decision rule
+
+| Verdict | Condition |
+|---------|-----------|
+| `HARD_FAIL` | ∃ c with :math:`AUC_c \le` `fail_auc` (default 0.55) |
+| `HARD_PASS` | ≥ 2 crises with :math:`AUC_c \ge` `pass_auc` AND :math:`p^{BH}_c \le` `pass_alpha` (defaults 0.70, 0.01) |
+| `UNDECIDED` | neither — collect more data, do not promote tier |
+
+The thresholds are written *once* and never edited after seeing data.
+Any change to thresholds is a new pre-registration on a fresh branch.
+
+## Dataset manifest
+
+| Source | Status | Notes |
+|--------|--------|-------|
+| Laeven-Valencia 2018 (IMF WP/18/206) | inline | systemic banking crisis dates |
+| post-LV2020 designations (USA-2023, CHE-2023) | inline | flagged `source="post_LV2020"` |
+| e-MID Italian interbank (2009-2015) | external — caller-supplied | feed `from_exposure_matrix` |
+| BIS Locational Banking Statistics | external — caller-supplied | quarterly aggregate, sensitivity-only |
+
+The package ships *no* real interbank exposure data; the topology
+loader expects user-supplied parquet/CSV. The Barabási-Albert null
+exists exclusively as a falsification baseline (Boss et al. 2004).
+
+## Physics anchors (from `CLAUDE.md`)
+
+* INV-K1 — :math:`0 \le R(t) \le 1` (universal, P0); enforced in
+  `EarlyWarningResult.__post_init__`.
+* INV-K5 — :math:`\langle R \rangle \sim O(1/\sqrt{N})` for incoherent
+  phases (statistical, P1); test
+  `test_early_warning::test_inv_k5_incoherent_finite_size`.
+* INV-EVT1, INV-EVT2 — event-ledger date and country invariants
+  (this module).
+* INV-TOP1..3 — topology adjacency / weights / labels invariants
+  (this module).
+* INV-EW1, INV-EW2 — early-warning config invariants (this module).
+
+## Maintenance-hierarchy role
+
+Sustainer (Layer 2). The module emits a diagnostic score; it never
+takes execution action. A `HARD_PASS` outcome would only motivate
+promotion to a Protector role downstream — it does not itself protect
+any gradient.
+
+## Status
+
+Initial commit:
+
+* All public APIs typed (`mypy --strict` clean).
+* 57 tests covering invariants + statistical sanity (BH FWER,
+  null-AUC ≈ 0.5).
+* Hypothesis remains `HYPOTHESIS` tier; first real-data run pending
+  on user-supplied e-MID dump.
@@ -0,0 +1,65 @@
+# Copyright (c) 2023-2026 Yaroslav Vasylenko (neuron7xLab)
+# SPDX-License-Identifier: MIT
+"""Systemic-risk-as-phase-transition research module.
+
+A pre-registered falsification of the hypothesis that interbank
+phase-locking precedes banking-crisis events. All claims under
+``CLAIMS.md`` are ``HYPOTHESIS`` tier until the battery returns
+``HARD_PASS`` on >= 2 independent crises.
+
+Layer in the maintenance hierarchy: this module is a *Sustainer*
+diagnostic — it reports approach to the Kuramoto bifurcation Φ → 0
+without taking any execution action.
+"""
+
+from __future__ import annotations
+
+from .early_warning import (
+    EarlyWarningConfig,
+    EarlyWarningResult,
+    compute_early_warning,
+    kuramoto_order_parameter,
+)
+from .event_ledger import (
+    DEFAULT_LEDGER,
+    BankingCrisisEvent,
+    BankingCrisisLedger,
+)
+from .falsification import (
+    CrisisOutcome,
+    FalsificationConfig,
+    FalsificationReport,
+    auc_mann_whitney,
+    benjamini_hochberg,
+    run_falsification,
+)
+from .phase_extraction import (
+    INTERBANK_DEFAULT_BAND,
+    interbank_phase_extract,
+)
+from .topology import (
+    InterbankTopology,
+    barabasi_albert_null,
+    from_exposure_matrix,
+)
+
+__all__ = [
+    "BankingCrisisEvent",
+    "BankingCrisisLedger",
+    "CrisisOutcome",
+    "DEFAULT_LEDGER",
+    "EarlyWarningConfig",
+    "EarlyWarningResult",
+    "FalsificationConfig",
+    "FalsificationReport",
+    "INTERBANK_DEFAULT_BAND",
+    "InterbankTopology",
+    "auc_mann_whitney",
+    "barabasi_albert_null",
+    "benjamini_hochberg",
+    "compute_early_warning",
+    "from_exposure_matrix",
+    "interbank_phase_extract",
+    "kuramoto_order_parameter",
+    "run_falsification",
+]