1  Doctoral Research

PhD-track research and reference material.

• proposal — PhD research proposal: dynamic heterogeneous multiplex networks for factor-based systemic risk & market phase transitions.
• factor models and benchmarks — factor loadings & returns, the CAPM decomposition r = α + β·market + ε, systematic vs. idiosyncratic return, factor→signal wiring, benchmark selection, and a canonical factor catalogue — grounded in the SBFoundation codebase.
• reference library — the unified library of paper summaries, including the networks/GNN literature (proposal §2) and the platform’s factor/cost/survivorship references, each with a link to its source.
• research platform — the supporting evidence package showing the platform is an end-to-end (data → live trading) empirical instrument that hosts and validates this proposal’s research.