srfm::portfolio::SpacetimeCausalGraph Class Reference

#include <portfolio_manifold.hpp>

Public Member Functions
const Eigen::MatrixXi &	adjacency_matrix () const noexcept
bool	has_edge (std::size_t i, std::size_t j) const noexcept
std::size_t	n_assets () const noexcept
	Return the number of assets (graph nodes).
int	out_degree (std::size_t i) const noexcept
	Return the out-degree of node i (number of assets that i causally precedes).
int	in_degree (std::size_t j) const noexcept
	Return the in-degree of node j (number of assets that causally precede j).
const std::vector< std::string > &	asset_ids () const noexcept
	Return asset IDs in the order they were added.

Static Public Member Functions
static std::optional< SpacetimeCausalGraph >	build (const MinkowskiCovariance &mc) noexcept

Detailed Description

Directed causal graph over a set of asset events.

An edge (i → j) is added when asset_i is TIMELIKE-separated from asset_j: ds²(i, j) < −LIGHTLIKE_THRESHOLD

Under the "causal influence hypothesis", a TIMELIKE edge means asset_i's price dynamics causally precede and may predict asset_j's dynamics.

Representation

The adjacency matrix A is an NxN boolean matrix (stored as Eigen::MatrixXi): A(i, j) = 1 iff ds²(i, j) < −LIGHTLIKE_THRESHOLD A(i, i) = 0 (no self-loops)

Usage

MinkowskiCovariance mc;
mc.add_asset(AssetEvent{"AAPL", 0.0, 150.0, 1e8, 2.4e12});
mc.add_asset(AssetEvent{"MSFT", 1.0, 290.0, 8e7, 2.1e12});
auto graph = SpacetimeCausalGraph::build(mc);
if (graph) {
    auto adj = graph->adjacency_matrix();
    // adj(0,1) == 1 means AAPL causally precedes MSFT
}

Definition at line 182 of file portfolio_manifold.hpp.

Member Function Documentation

adjacency_matrix()

const Eigen::MatrixXi & srfm::portfolio::SpacetimeCausalGraph::adjacency_matrix ( ) const

noexcept

Return the NxN adjacency matrix. A(i,j) = 1 means edge (i→j) exists (asset_i TIMELIKE before asset_j).

Definition at line 178 of file portfolio_manifold.cpp.

asset_ids()

const std::vector< std::string > & srfm::portfolio::SpacetimeCausalGraph::asset_ids ( ) const

noexcept

Return asset IDs in the order they were added.

Definition at line 208 of file portfolio_manifold.cpp.

build()

std::optional< SpacetimeCausalGraph > srfm::portfolio::SpacetimeCausalGraph::build ( const MinkowskiCovariance &  mc )

staticnoexcept

Build the causal graph from a MinkowskiCovariance instance.

Requires at least 2 asset events. Returns nullopt if fewer are available.

Parameters

mc	MinkowskiCovariance with N >= 2 stored events.

Returns

SpacetimeCausalGraph, or nullopt on failure.

Definition at line 139 of file portfolio_manifold.cpp.

has_edge()

bool srfm::portfolio::SpacetimeCausalGraph::has_edge ( std::size_t  i, std::size_t  j  ) const

noexcept

Return true iff an edge (i → j) exists.

Parameters

i	Source asset index (0-based).
j	Destination asset index (0-based).

Definition at line 182 of file portfolio_manifold.cpp.

in_degree()

int srfm::portfolio::SpacetimeCausalGraph::in_degree ( std::size_t  j ) const

noexcept

Return the in-degree of node j (number of assets that causally precede j).

Definition at line 201 of file portfolio_manifold.cpp.

n_assets()

std::size_t srfm::portfolio::SpacetimeCausalGraph::n_assets ( ) const

noexcept

Return the number of assets (graph nodes).

Definition at line 190 of file portfolio_manifold.cpp.

out_degree()

int srfm::portfolio::SpacetimeCausalGraph::out_degree ( std::size_t  i ) const

noexcept

Return the out-degree of node i (number of assets that i causally precedes).

Definition at line 194 of file portfolio_manifold.cpp.

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The documentation for this class was generated from the following files:

• include/portfolio_manifold.hpp
• src/portfolio_manifold.cpp