Before revision:  For information aggregation, we introduce a tractable multilayer aggregation procedure to integrate security-wise and time-wise information about investor category trading networks. We use transaction bootstrapping to capture the properties of the actual data generation process and to have a more robust statistical testing procedure .
After revision:  For information aggregation, we introduce a tractable multilayer aggregation procedure to integrate security-wise and time-wise information about investor trading networks, but it is not limited to finance. In fact, it can be used for different applications, such as gene, transportation, and social networks, were they inferred or observable. Additionally, in the investor network inference, we use transaction bootstrapping to capture the properties of the actual data generation process and to have a more robust statistical testing procedure .