Systemic Fragility Assessment
Serbia's systemic fragility analysis yields SIGMA 63.7/100 in the ACCUMULATION regime, with Minsky cycle indicators suggesting mid-cycle HEDGE-phase dynamics with predominantly income-based debt servicing capacity.
The SIGMA Engine v5.0 derives this score from eight deterministic analytical layers: metabolic lifecycle entropy (β=0.972, biological age 12 months), structural fragility (Minsky phase: hedge), NLP narrative divergence (0.0%), network contagion (R₀=0.872, percolation intact), and predictive signals (CSD=31.0, Hawkes λ=0.1000).
Regime probability distribution as of 2026-10-13: stable 21.4% / accumulation 26.2% / critical 27.6% / collapse 24.8%. The Hurst exponent of 0.734 indicates strong trend persistence — risk trajectory statistically likely to deepen.
Active risk signals driving the systemic fragility score:
Based on Markov chain transition probability from current ACCUMULATION regime. Kairos arbitrage window: 27 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.