Financial Contagion Network Analysis
Poland's position in the global financial network produces a SIGMA score of 46.0/100 (STABLE regime). The financial contagion R₀ coefficient quantifies whether risk originating in Poland would spread sub-epidemically (R₀<1.0), spread linearly (1.0-1.5), or propagate exponentially through interconnected financial systems (R₀>1.5).
The SIGMA Engine v5.0 derives this score from eight deterministic analytical layers: metabolic lifecycle entropy (β=0.859, biological age 22 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=0.877, percolation intact), and predictive signals (CSD=17.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-06-10: stable 30.6% / accumulation 25.3% / critical 25.0% / collapse 19.2%. The Hurst exponent of 0.591 shows neutral dynamics with no strong directional persistence.
Based on Markov chain transition probability from current STABLE regime. Kairos arbitrage window: 31 days.
Methodology: SIGMA scores are deterministic (identical inputs = identical outputs). Data sources: Federal Reserve FRED, GDELT geopolitical entropy, GLEIF corporate ownership network, Stooq price data. Not financial advice — for informational and research purposes only. Verify predictions: /predictions.