1  Research Programme

This research programme and its reference material. The programme proposes dynamic heterogeneous multiplex networks as an early-warning instrument for factor-based systemic risk and market phase transitions; these pages carry the proposal, the models it builds on, and the evidence that the platform behind it is a working empirical instrument.

• proposal — the research proposal: dynamic heterogeneous multiplex networks for factor-based systemic risk and market phase transitions.
• factor models and benchmarks — factor loadings and returns, the CAPM decomposition r = α + β·market + ε, the split of systematic from idiosyncratic return, the factor-to-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 and graph-learning literature (proposal §2) and the platform’s factor, cost, and survivorship references, each with a link to its source.
• research platform — the supporting evidence package showing that the platform is an end-to-end empirical instrument, running from data acquisition through to paper execution, that hosts and validates this proposal’s research.