arXiv research

We analyze total, asymmetric and frequency connectedness between oil and forex markets using high-frequency, intra-day data over the period 2007 -- 2017. By employing variance decompositions and their spectral representation in combination with realized semivariances to account for asymmetric and frequency connectednes…

Geodesic connectedness proved for statistical manifolds with divisible cubic forms.

Retrospective and prospective analysis of Diebold-Yilmaz connectedness research.

We propose a new framework for measuring connectedness among financial variables that arises due to heterogeneous frequency responses to shocks. To estimate connectedness in short-, medium-, and long-term financial cycles, we introduce a framework based on the spectral representation of variance decompositions. In an e…

Study examines grain futures connectedness during Russia-Ukraine conflict.

The paper connects curvature positivity to rational connectedness in complex geometry.

We provide an easily verifiable condition for local $k$-connectedness of an inverse limit of polyhedra.

Study shows connectedness of Bowditch boundary persists in long Dehn fillings.

This paper develops a new portfolio optimization framework that considers network spillovers.

Connectedness proved for $\mathbb{Z}^d$ actions on 1D manifolds by $C^2$ diffeomorphisms.

The paper studies complexes of hypersurfaces in homology classes and proves their connectedness and simple connectedness.

New conditions ensure geodesic connectedness of affine manifolds.

In this paper we prove the path connectedness of the moduli spaces of metrics with positive isotropic curvature on certain compact four-dimensional manifolds.

This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.

Clusters on simple manifolds have connected boundaries.

We study the connectedness of the planar self-affine sets $T(A,{\mathcal{D}})$ generated by an integer expanding matrix $A$ with $|\det(A)|=3$ and a non-collinear digit set ${\mathcal D}=\{0, v, kAv\}$ where $k\in {\mathbb Z}\setminus\{0\}$ and $v\in {\mathbb Z}^2$ such that $\{v, Av\}$ is linearly independent. By chec…

Connectedness of small clusters in Riemannian and Finsler manifolds proven.

Work consists of introduction, two chapters, conclusion and four applications. In this work is examined the condition, with which the wave space metrics of Riemann- Cartan is the solution of Einstein equation in the void. Geometric structures were for this purpose studied on the differentiated variety: connectedness, c…

Graph conditions ensure matching arc complexes are connected and hyperbolic.

Develops a new framework to measure network connectedness across and within markets.

A motif-based framework identifies local spillover structures in financial markets.

New proof shows path-connectedness of actions on intervals and circles.

A new technique for the study of geodesic connectedness in a class of Lorentzian manifolds is introduced. It is based on arguments of Brouwer's topological degree for the solution of functional equations. It is shown to be very useful for multiwarped spacetimes, which include different types of relativistic spacetimes.

Study on systemic risk in European insurance sector, showing insurer connections during stress.

In the paper, we focus on the connectedness of planar self-affine sets $T(A,{\mathcal{D}})$ generated by an integer expanding matrix $A$ with $|\det (A)|=3$ and a collinear digit set ${\mathcal{D}}=\{0,1,b\}v$, where $b>1$ and $v\in {\mathbb{R}}^2$ such that $\{v, Av\}$ is linearly independent. We discuss the domain of…

This paper explores the relation between convex functions and the geometry of space-times and semi-Riemannian manifolds (an investigation initiated by Gibbons-Ishibashi). Specifically, we study geodesic connectedness. We give geometric-topological proofs of geodesic connectedness for classes of space-times to which kno…

The paper proves rational connectedness for certain Kähler manifolds.

In this note we reduce the problem of geodesic connectedness in a wide class of Gödel type spacetimes to the search of critical points of a functional naturally involved in the study of geodesics in standard static spacetimes. Then, by using some known accurate results on the latter, we improve previous results on the …

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in financial markets. Yet, the large literature studying information transmission mechanisms ignores the fact that bad and good volatility may spill over at different magnitudes. This paper fills this gap…

We review geometrical properties of a static spacetime $(M,g)$, including geodesic completeness, causality, standard splittings, compact $M$, closed geodesics and geodesic connectedness. We pay special attention to the critical quadratic behavior at infinity of the coefficients $β$, $β^{-1}$ ($β= -g(K,K)$, being $K$ a …

For a boundary-reducible $3$-manifold $M$ with $\partial M$ a genus $g$ surface, we show that if $M$ admits a genus $g+1$ Heegaard surface $S$, then the disk complex of $S$ is simply connected. Also we consider the connectedness of the complex of reducing spheres. We investigate the intersection of two reducing spheres…

The boundary of hyperbolic groups is locally simply connected.

Study introduces indecomposability for varifolds, leading to geometric consequences.

New model predicts financial connectedness via COVID-19 spread.

We report on time-varying network connectedness within three banking systems: North America, the EU, and ASEAN. The original method by Diebold and Yilmaz is improved by using exponentially weighted daily returns and ridge regularization on vector autoregression (VAR) and forecast error variance decomposition (FEVD). We…

Homotopy connectedness theorems for complex submanifolds of homogeneous spaces (sometimes referred to as theorems of Barth-Lefshetz type) have been established by a number of authors. Morse Theory on the space of paths lead to an elegant proof of homotopy connectedness theorems for complex submanifolds of Hermitian sym…

Study examines dynamic relationship between BRICS stocks and cryptocurrencies.

Graphs are naturally sparse objects that are used to study many problems involving networks, for example, distributed learning and graph signal processing. In some cases, the graph is not given, but must be learned from the problem and available data. Often it is desirable to learn sparse graphs. However, making a grap…

This paper introduces forward-looking measures of the network connectedness of fears in the financial system, arising due to the good and bad beliefs of market participants about uncertainty that spreads unequally across a network of banks. We argue that this asymmetric network structure extracted from call and put tra…

In this paper, we determine the group of contact transformations modulo contact isotopies for Legendrian circle bundles over closed surfaces of nonpositive Euler characteristic. These results extend and correct those presented by the first author in a former work. The main ingredient we use is connectedness of certain …

In this paper, we consider the connectedness of planar self-affine set $T(A,\mathcal{D})$ arising from an integral expanding matrix $A$ with characteristic polynomial $f(x)=x^2+bx+c$ and a digit set $\mathcal{D}=\{0,1,\dots, m\}v$. The necessary and sufficient conditions only depending on $b,c,m$ are given for the $T(A…

We investigate connectedness within and across two major groups or assets: i) five popular cryptocurrencies, and ii) six major asset classes plus two commonly employed risk factors. Granger-causality tests uncover six direct channels of causality from the elements of the mainstream assets/risk factors group to digital …

In this paper we analyze the problem of the geodesic connectedness of subsets of Riemannian manifolds. By using variational methods, the geodesic connectedness of open domains (whose boundaries can be not differentiable and not convex) of a smooth Riemannian manifold is proved. In some cases also the convexity of the d…

The paper proves conditions for projectivity and rational connectedness of complex manifolds with quasi-positive mixed curvature.

We establish connectedness of volume constrained minimisers of energies involving surface tensions and convex potentials. By a previous result of McCann, this implies that minimisers are convex in dimension two. This positively answers an old question of Almgren. We also prove convexity of minimisers when the volume co…

Note on connectedness of primitive disk complex.

A quaternionic Kähler manifold M is called {\it positive} if it has positive scalar curvature. The main purpose of this paper is to prove several connectedness theorems for quaternionic immersions in a quaternionic Kähler manifold, e.g. the Barth-Lefschetz type connectedness theorem for quaternionic submanifolds in a p…

This paper examines cryptocurrency integration with traditional markets, showing how network structure and turbulence influence cross-asset spillovers.