Efficient multi-resolution least-cost connectivity algorithms for biodiversity indicators in Rust, R and Python.
An API that provides a way to asynchronously observe the connectedness of a target Node inside a document
Replication code and materials for Onodje (2026), "Hysteresis between Bitcoin, Gold, Oil, and the S&P 500 index: Evidence from a multi-threshold connectedness approach," Finance Research Open.
Python package for Diebold–Yilmaz connectedness, realized volatility spillovers and MHAR-LASSO models.
This repository contains the work of project on the representation theory of compact groups. We first proved the Peter–Weyl theorem and then apply it to compute the unitary duals of two famous examples.
Option-implied tail-risk connectedness factor research pipeline
How much of the Kazakh tenge's movement is imported, and from where: Diebold-Yilmaz connectedness on official data (NBK, Bank of Russia, Fed, EIA, KASE).
Do ESG indices receive fewer volatility shocks than their parent indices during crises? Weekly realized volatility, Diebold-Yilmaz connectedness, TVP-VAR.
Volatility (ARMA-EGARCH), correlation (CCC/DCC-GARCH) and time-varying risk spillovers (TVP-VAR connectedness) among Bitcoin, SJC gold and the VN-Index, 2023-2026.
Concentrated Sectors Transmit Less: TVP-VAR connectedness across the 11 S&P 500 sectors, 2018-2026; within-sector concentration lowers net shock transmission. SSRN 6475898
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