CrisisNet — Corporate Default Risk Dataset "Every cancer screening programme works on one insight: the disease speaks before the patient feels it. CrisisNet applies the same logic to corporate finance." CrisisNet is a multi modal, network aware dataset for building early warning systems for corporate financial distress. It covers 40 U.S. Energy sector companies (S&P 500) over 10 years (2015–2025) across three parallel signal types: time series financials, NLP text from filings and earnings calls, and a supply chain network graph. Dataset Structure The dataset is organised into four top level folders mirroring the four analytical modules in the CrisisNet architecture: Module 1 — Time Series & Credit Risk Engine Purpose: Feeds the X ts(c,t) feature vector — the financial heartbeat monitor. Module 1/market data/ File Description all prices.parquet Daily OHLCV stock prices for all 40 tickers, 2015–present (2,821 rows × 205 cols) all prices.csv Same as above in CSV format financials/{TICKER} income.csv Quarterly income statement per company financials/{TICKER} balance sheet.csv Quarterly balance sheet per company financials/{TICKER} cashflow.csv Quarterly cash flow statement per company…
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