Spectral Rigidity and Topological Phase Transitions in Stressed Financial Networks

This research investigates the fundamental physical mechanisms underlying systemic collapses in complex networks. By defining the Liquidity Mask as a strictly lower-triangular directional operator, we demonstrate that the algebraic connectivity converges to an asymptotic geometric boundary of exactly 0.5 under causal confinement. We map an Anderson-like localization transition of the Fiedler vector via a multifractal Inverse Participation Ratio (IPR) equation of state. The methodology employs a Computational Adversarial Research Framework, using a multi-agent system of Generative, Analytical, and Adversarial nodes to perform iterative falsification and minimize single-agent cognitive bias. The analytical results are validated via a Circular Block Bootstrap (CBB) null model, rejecting the hypothesis of isotropic fluctuations (\(p < 0.001\)). This study establishes systemic crashes as topological phase transitions characterized by the collapse of bidirectional dynamics into unidirectional forced liquidations. The repository includes: Academic Manuscript: Detailed mathematical derivations of the Causal Limit Theorem and the Anderson Localization mapping. MÖBIUS-SPECTRA v5.1.2 Computational Engine: Production-ready Python script (mobius_spectra_v512.py) for spectral signature extraction and CBB statistical validation.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-06-25
DOI
https://doi.org/10.5281/zenodo.20838713
Primary Topic
Complex Systems and Time Series Analysis
Type
article
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Spectral Rigidity and Topological Phase Transitions in Stressed Financial Networks

Eduardo Batista de Freitas
Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
article

Spectral Rigidity and Topological Phase Transitions in Stressed Financial Networks

Eduardo Batista de Freitas
article en

Abstract

This research investigates the fundamental physical mechanisms underlying systemic collapses in complex networks. By defining the Liquidity Mask as a strictly lower-triangular directional operator, we demonstrate that the algebraic connectivity converges to an asymptotic geometric boundary of exactly 0.5 under causal confinement. We map an Anderson-like localization transition of the Fiedler vector via a multifractal Inverse Participation Ratio (IPR) equation of state. The methodology employs a Computational Adversarial Research Framework, using a multi-agent system of Generative, Analytical, and Adversarial nodes to perform iterative falsification and minimize single-agent cognitive bias. The analytical results are validated via a Circular Block Bootstrap (CBB) null model, rejecting the hypothesis of isotropic fluctuations (\(p < 0.001\)). This study establishes systemic crashes as topological phase transitions characterized by the collapse of bidirectional dynamics into unidirectional forced liquidations. The repository includes: Academic Manuscript: Detailed mathematical derivations of the Causal Limit Theorem and the Anderson Localization mapping. MÖBIUS-SPECTRA v5.1.2 Computational Engine: Production-ready Python script (mobius_spectra_v512.py) for spectral signature extraction and CBB statistical validation.

Zenodo (CERN European Organization for Nuclear Research)
Peace, Justice and strong institutions
Openalex Percentile: Top 3%
Complex Systems and Time Series Analysis
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