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Forecasting Multilayer Interconnectedness with Uncertainty

Supervisor:

Dr Thach Pham

Abstract

This project investigates the forecasting ability of economic and policy changes on financial market interconnectedness through a multilayer network perspective. Given that a single-layer networks to analyse connectedness fails to capture the complexity of multiple information spillover effects, this proposed project advances the understanding by implementing a multilayer network framework that accounts for various interconnection types simultaneously. By doing so, this project aims to explain how economic and policy changes influence network dynamics across different market layers, offering novel insights into risk transmission patterns and market stability in an increasingly interconnected global financial system.

Refer to PDF for further information.

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