18  Literature Bridge

Author: Todd B. Adams Reinforces: Proposal §2 — Theoretical Foundations · Reading order: chapter 10 of this part; the final chapter, follows reproducibility & experiment infrastructure.

What this chapter establishes. The proposal’s bibliography and the platform’s reference library are one continuous body of work, not two disconnected reading lists. This chapter reconciles them and states the single convention that keeps every cited paper captured.


18.1 The proposal’s network and graph-model literature

The network, multilayer, and graph-model literature that grounds the proposal is bundled (open-access) alongside the proposal itself, each paper with a short summary:

Paper Role in the proposal
Musmeci, Aste & Di Matteo (2015) Information-filtering-network methodology (the supervisor’s lineage)
Bardoscia, Battiston, Caccioli & Caldarelli (2017) Mechanics of cascading failure and systemic risk
Boccaletti et al. (2014) Definitive multilayer-network formulation
Kivelä et al. (2014) Heterogeneous versus multiplex terminology
Kipf & Welling (2016) Graph-convolutional message-passing foundation
Yu, Yin & Zhu (2017) Spatio-temporal graph convolution, adaptable to financial series
Caldarelli (2007) Scale-free network physics (monograph, citation only)

18.2 The platform’s reference library

The asset-pricing, cost, survivorship, overfitting, and crowding literature that grounds the platform’s validation gauntlet lives in the reference library. The overlap with the proposal is the bridge:

  • Lou & Polk (2012), Comomentum — already in the library; grounds the platform’s crowding producer and the proposal’s Layer-3 ownership-crowding motivation (chapter 05).
  • Harvey, Liu & Zhu (2016); Bailey & López de Prado (2014); Benjamini–Yekutieli (2001) — the anti-overfitting core (chapter 08) that would discipline the network claims.

18.3 One gap to close, and the convention that governs it

Raddant & Di Matteo (2023), A look at financial dependencies by means of econophysics and financial economics — the survey we already stress-tested (connectedness-spike findings) — is not yet captured in the reference library, though it is open-access under a Creative Commons licence. It should be bundled when the first network increment proceeds; it is flagged here so it is not missed.

The governing convention is simple: every academic paper cited anywhere in this programme must be captured in the reference library — an index entry plus a bundled open-access copy, or a note that it is paywalled and cited only. The proposal’s network-literature bundle is a satellite of that same shelf. As the research proceeds, new network or graph-model citations land in one of the two homes, never uncaptured.

18.4 How the two reading lists meet

The proposal contributes the network-physics and geometric-deep-learning half; the platform contributes the asset-pricing rigour and crowding half. This research programme sits exactly at their intersection — multiplex network structure, evaluated with asset-pricing-grade anti-overfitting discipline, on a live executable platform. That intersection is the whole argument of this part.


Cross-links: proposal §2 · reference library · crowding groundwork