140. XGNN-RCI: Explainable Graph Neural Networks with Regional Contagion Intelligence for Systemic Risk Prediction in South Asian Emerging Markets
Invited abstract in session Sustainable and Generative AI in SCM for Emerging Economies , stream OR for Development.
Authors (first author is the speaker)
| 1. | BUSHRA SAEED
|
| School of economics and management, southeast University | |
| 2. | WEI YIN
|
| School of economics and management, SOUTHEAST UNIVERSITY |
Abstract
Systemic crises propagate through interconnected regional networks. We introduce XGNN-RCI, an explainable graph neural network for systemic risk prediction in South Asian markets. Our Regional Contagion Index captures cross-border spillovers with 33% predictive importance. RCI-Attention dynamically adapts message passing, yielding 27% F1 improvements. Analyzing India, Pakistan, Bangladesh, Sri Lanka data achieves F1=0.816, AUC=0.946. Validated on 2022 Sri Lankan crisis with one-quarter advance detection. Deployment-ready for central banks.
Keywords
- Artificial Intelligence
- Risk Analysis and Management
- Emerging applications of OR
Status: accepted
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