Study shows how oil and forex markets are connected, with monetary policy affecting forex volatility.
problem Understanding connectedness between oil and forex markets.
method High-frequency intra-day data, variance decompositions, realized semivariances.
result Adding oil to a forex portfolio decreases total connectedness, but asymmetries and frequency connectedness are relatively small.
The paper studies coarse quotients and Roe algebras for group actions.
problem Understanding group actions on metric spaces and their algebraic properties.
method Defining coarse quotients and using large scale connectedness, the paper explores relations between Roe algebras and automorphism groups.
result There is a ∗-isomorphism between the maximal Roe algebras of X and XG under certain conditions. Develops a new framework to measure network connectedness across and within markets.
problem Lack of flexible methods to measure network connectedness and its evolution.
method Allows network nodes to be connected in clusters, with shocks orthogonal across clusters and correlated within clusters.
result Demonstrates the effectiveness of the new framework in a detailed empirical analysis of equity markets.
New varieties found without smooth curves.
problem Finding varieties without smooth rational curves.
method Constructing normal rationally connected varieties.
result Found varieties of arbitrary large dimensions without smooth rational curves.
New method improves subspace clustering for large datasets.
problem Efficiently clustering large datasets with mixed regularization.
method Oracle-based active set algorithm for elastic net subspace clustering.
result Proves correct and scalable active set method for optimal coefficients.
Study finds significant but limited connections between cryptocurrencies and mainstream asset classes.
problem Investigating the relationship between cryptocurrencies and traditional asset classes.
method Granger-causality tests and forecast error variance decompositions to estimate connectedness.
result Less than 2.2% of cryptocurrency uncertainty is from non-crypto assets, and vice versa.
Easy condition for local k-connectedness in inverse limits of polyhedra.
problem Local k-connectedness of inverse limits of polyhedra.
method Easy condition for local k-connectedness.
result Provided an easily verifiable condition.
The paper explores polynomial functions with bounded Hess^+ complements and their properties.
problem Understanding the properties of functions with bounded Hess^+ complements.
method Detailed analysis of polynomial functions and their Hess^+ complements.
result Polynomial functions with bounded Hess^+ complements have specific properties like connectedness and convexity.
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…
Connected boundaries of strata of differentials are always connected in various compactifications.
problem Understanding the connectedness of boundaries of differentials' strata in various compactifications.
method Explicit degeneration techniques, algebraic compactifications, and properties of Teichmüller curves.
result The boundaries of differentials' strata are always connected in any complete algebraic compactification.
Geodesic connectedness proved for statistical manifolds with divisible cubic forms.
problem Geodesic connectedness of affine connections on statistical manifolds with divisible cubic forms.
method Analogy with Hopf-Rinow theorem in Riemannian geometry, establishing geodesic completeness.
result Geodesic connectedness established for statistical manifolds with divisible cubic forms.
Retrospective and prospective analysis of Diebold-Yilmaz connectedness research.
problem Assessing the Diebold-Yilmaz approach to dynamic network connectedness.
method Retrospective and prospective analysis of Diebold-Yilmaz (2014) and personal recollections.
result Personal insights and retrospective 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.
problem Quantile return connectedness of grain futures markets during geopolitical instability.
method Dynamic quantile VAR combined with frequency-domain decomposition.
result Heterogeneous spillovers across quantiles, with strong transmitters and persistent receivers.
The paper connects curvature positivity to rational connectedness in complex geometry.
problem Establishing a geometric criterion for rational connectedness.
method Uhlenbeck-Yau's continuity method applied to mean curvature positivity.
result Holomorphic tangent bundle mean curvature positivity is equivalent to rational connectedness of compact Kähler manifolds.
Study shows connectedness of Bowditch boundary persists in long Dehn fillings.
problem Persistence of Bowditch boundary connectedness in Dehn fillings.
method Analysis of relatively hyperbolic group pairs and peripheral subgroups.
result Connectedness of Bowditch boundary persists in sufficiently long Dehn fillings without needing restrictions.
This paper develops a new portfolio optimization framework that considers network spillovers.
problem Modern financial markets' complex interconnections are not fully captured by variance alone.
method Formulates a three-objective optimization problem with a quadratic measure of network spillovers.
result Establishes a three-dimensional efficient surface and a risk-risk frontier.
Uniform RC-positivity results for direct image bundles.
problem Understanding the relation between rational connectedness and RC-positivity.
method Analyzing vector bundles and their direct images, using weak RC-positivity as a starting point.
result Uniform RC-positivity of direct image bundles under weak RC-positivity conditions.
The paper studies complexes of hypersurfaces in homology classes and proves their connectedness and simple connectedness.
problem Investigating complexes of hypersurfaces in homology classes and proving their topological properties.
method Defining and analyzing simplicial complexes S†(M,φ) and T†(M,φ) for properly embedded hypersurfaces in n-manifolds, proving connectedness and simple connectedness. result Proves connectedness and simple connectedness of the complexes S†(M,φ) and T†(M,φ). Connectedness proved for Zd actions on 1D manifolds by C2 diffeomorphisms.
problem Connectedness of Zd actions by C2 diffeomorphisms on 1D manifolds. method Proved connectedness through continuous paths of C1+ac diffeomorphisms. result Connectedness of Zd actions by C2 diffeomorphisms on 1D manifolds. Study manifolds with positive intermediate Ricci curvature and large symmetry rank.
problem Closed, simply connected manifolds with positive 2nd-intermediate Ricci curvature and large symmetry rank.
method New tools for studying isometric actions on closed manifolds with positive kth-intermediate Ricci curvature, including isotropy rank lemma, symmetry rank bound, and connectedness principle.
result Even dimensional manifolds with large symmetry rank must have trivial odd degree integral cohomology and are either spheres or complex projective spaces.
New conditions ensure geodesic connectedness of affine manifolds.
problem Ensuring geodesic connectedness in affine manifolds.
method New sufficient conditions for geodesic connectedness, weaker than previous work.
result Elementary proof of geodesic connectedness.
Connectedness constraint for sparse graph learning.
problem Learning sparse graphs often results in disconnected components.
method Formulated connectedness as a convex constraint.
result Connected sparse graphs can be learned from data.
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.
problem Understanding dynamic connectedness in global supply chain infrastructure portfolios under various risk factors and extreme events.
method Time-varying parameter vector autoregression (TVP-VAR) model to study spillover and interconnectedness of risk factors.
result Risk shocks influence dynamic connectedness between portfolios and risk factors, and extreme events affect investment outcomes.
Clusters on simple manifolds have connected boundaries.
problem Understanding the connectedness of boundaries of isoperimetric clusters.
method Analyzing isoperimetric clusters on simply connected homogeneous Riemannian manifolds.
result Clusters on such manifolds have connected boundaries.
We study the connectedness of the planar self-affine sets T(A,D) generated by an integer expanding matrix A with ∣det(A)∣=3 and a non-collinear digit set D={0,v,kAv} where k∈Z∖{0} and v∈Z2 such that {v,Av} is linearly independent. By chec…
This book offers to study locally compact groups from the point of view of appropriate metrics that can be defined on them, in other words to study "Infinite groups as geometric objects", as Gromov writes it in the title of a famous article. The theme has often been restricted to finitely generated groups, but it can f…
A game on diagrams switches crossing directions to achieve connectedness.
problem Achieving connectedness in diagrams through crossing switches.
method Players switch crossing directions on regions of a diagram to achieve connectedness.
result Connectedness can be achieved through strategic crossing switches.
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…
Connectedness of small clusters in Riemannian and Finsler manifolds proven.
problem Understanding connectedness of small clusters in Riemannian and Finsler manifolds.
method Proved connectedness and small diameter properties for clusters of small volume in both manifolds.
result Clusters in Riemannian manifolds are connected and have small diameter; in Finsler manifolds, they are at most m connected components of small diameter.
Graph conditions ensure matching arc complexes are connected and hyperbolic.
problem Conditions for connectedness and hyperbolicity of matching arc complexes.
method Conditions on finite simplicial graphs guaranteeing connectedness and hyperbolicity of matching arc complexes.
result Conditions on finite simplicial graphs ensure connectedness and hyperbolicity of matching arc complexes.
A motif-based framework identifies local spillover structures in financial markets.
problem Aggregate risk spillovers obscure local interaction patterns in systemic risk.
method Develops a motif-based framework using multiscale backbones and colored motifs.
result Motif-based portfolios outperform traditional benchmarks on risk-adjusted returns.
Paper measures asymmetric fear network connectedness for risk prediction.
problem Predicting macroeconomic conditions and economic uncertainty.
method Forward-looking measures from bank option prices.
result Asymmetric network structure predicts economic conditions.
New proof shows path-connectedness of actions on intervals and circles.
problem Path-connectedness of C1+ac actions of Zd. method New proof using C1 diffeomorphisms with absolutely continuous derivative. result Path-connectedness of the space of actions.
Study shows regional banking uncertainty spillovers over 10 years.
problem Understanding uncertainty spillovers between regional banking systems.
method Improved Diebold-Yilmaz method using daily returns and ridge regularization.
result Regional uncertainty is significantly causally related, with North America influencing EU and ASEAN.
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.
problem Understanding systemic risk connectedness in European insurance sector.
method Common connectedness framework applied to returns, volatility, value-at-risk, and expected shortfall.
result Insurers are a significant component of systemic risk connectedness, especially during stress episodes.
In the paper, we focus on the connectedness of planar self-affine sets T(A,D) generated by an integer expanding matrix A with ∣det(A)∣=3 and a collinear digit set D={0,1,b}v, where b>1 and v∈R2 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.
problem Rational connectedness of compact Kähler manifolds.
method Uniform weak RC-positivity of the tangent bundle.
result Compact Kähler manifolds with uniformly weakly RC-positive tangent bundles are projective and rationally connected.
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 …
Not finitely presented group from CAT(0) cube complexes.
problem Identifying finitely presented groups.
method Developing techniques for proving non-simple connectedness of subcomplexes of CAT(0) cube complexes.
result Basilica Thompson group is not finitely presented.
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 …
The study describes how topological properties of Markov compacta can be inferred from their diagrammatic structures.
problem Detecting topological properties of Markov compacta using combinatorial diagrams.
method Developed a formalism to describe Markov compacta with finite sets of diagrams, linking topological properties to combinatorial structures.
result Topological properties of Markov compacta can be inferred from the combinatorial properties of their diagrams.
For a boundary-reducible 3-manifold M with ∂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…
Study introduces indecomposability for varifolds, leading to geometric consequences.
problem Understanding the structure of varifolds and their connectedness properties.
method Introducing indecomposability and related concepts for varifolds.
result Substantial geometric consequences derived from the connectedness properties of varifolds.
The boundary of hyperbolic groups is locally simply connected.
problem Topology of hyperbolic group boundaries
method Proving local simple connectedness in terms of global topology
result Boundary is locally simply connected if and only if complement of any point is simply connected