A-LER² Model Validation Dataset – Nonlinear Leverage Fragility Analysis

This dataset supports the validation of A-LER², the first publicly documented financial fragility model to apply nonlinear amplification logic to capital structure diagnostics. Developed as part of the A-NLE Enhanced class under the Alaali Financial Models Framework (AFMF), A-LER² introduces a new logic engine for evaluating refinancing risk escalation arising from short-term debt concentration and weak interest coverage. This model represents a first-mover innovation in nonlinear capital structure modeling, distinguishing itself from traditional linear leverage metrics by offering directional realism and structural risk amplification. The dataset includes machine learning evaluation results (Logistic Regression and Random Forest) and a signed authorship declaration. No proprietary formulas are disclosed.