The extremal convex bodies of constant width for the Minkowski measure of asymmetry are discussed. A result, similar to that of H. Groemer's and of H. Lu's, is obtained, which states that, for the Minkowski measure ...The extremal convex bodies of constant width for the Minkowski measure of asymmetry are discussed. A result, similar to that of H. Groemer's and of H. Lu's, is obtained, which states that, for the Minkowski measure of asymmetry, the most asymmetric convex domains of constant width in R2 are Reuleaux triangles.展开更多
This study examines the portfolio diversification benefits of alternative currency trading in Bitcoin and foreign exchange markets.The following methods are applied for the analysis:the spillover index method of Diebo...This study examines the portfolio diversification benefits of alternative currency trading in Bitcoin and foreign exchange markets.The following methods are applied for the analysis:the spillover index method of Diebold and Yilmaz(Int J Forecast 28(1):57–66,2012.https://doi.org/10.1016/j.ijfor ecast.2011.02.006),the spillover asymmetry measures of Barunik et al.(J Int Money Finance 77:39–56,2017.https://doi.org/10.1016/j.jimon fin.2017.06.003),and the frequency connectedness method of Barunik and Křehlik(J Financ Econom 16(2):271–296,2018.https://doi.org/10.1093/jjfin ec/nby001).The findings identify the presence of low-level integration and asymmetric volatility spillover as well as a dominant role of short horizon spillover among Bitcoin markets and foreign exchange pairs for six major trading currencies(US dollar,euro,Japanese yen,British pound sterling,Australian dollar,and Canadian dollar).Bitcoin is found to provide significant portfolio diversification benefits for alternative currency foreign exchange portfolios.Alternative currency Bitcoin trading in euro is found to provide the most significant portfolio diversification benefits for foreign exchange portfolios consisting of major trading currencies.The findings of the study regarding spillover dynamics and portfolio diversification capabilities of the Bitcoin market for foreign exchange markets of major trading currencies have significant implications for portfolio diversification and risk minimization.展开更多
For the affine distance d(C,D) between two convex bodies C, D(?) Rn, which reduces to the Banach-Mazur distance for symmetric convex bodies, the bounds of d(C, D) have been studied for many years. Some well known esti...For the affine distance d(C,D) between two convex bodies C, D(?) Rn, which reduces to the Banach-Mazur distance for symmetric convex bodies, the bounds of d(C, D) have been studied for many years. Some well known estimates for the upper-bounds are as follows: F. John proved d(C, D) < n1/2 if one is an ellipsoid and another is symmetric, d(C, D) < n if both are symmetric, and from F. John's result and d(C1,C2) < d(C1,C3)d(C2,C3) one has d(C,D) < n2 for general convex bodies; M. Lassak proved d(C, D) < (2n - 1) if one of them is symmetric. In this paper we get an estimate which includes all the results above as special cases and refines some of them in terms of measures of asymmetry for convex bodies.展开更多
Properties of the p-measures of asymmetry and the corresponding affine equivariant p-critical points, defined recently by the second author, for convex bodies are discussed in this article. In particular, the continui...Properties of the p-measures of asymmetry and the corresponding affine equivariant p-critical points, defined recently by the second author, for convex bodies are discussed in this article. In particular, the continuity of p-critical points with respect to p on (1, +∞) is confirmed, and the connections between general p-critical points and the Minkowski-critical points (∞-critical points) are investigated. The behavior of p-critical points of convex bodies approximating a convex bodies is studied as well.展开更多
We introduce a family of measures(functions) of asymmetry for convex bodies and discuss their properties. It turns out that this family of measures shares many nice properties with the mean Minkowski measures. As th...We introduce a family of measures(functions) of asymmetry for convex bodies and discuss their properties. It turns out that this family of measures shares many nice properties with the mean Minkowski measures. As the mean Minkowski measures describe the symmetry of lower dimensional sections of a convex body, these new measures describe the symmetry of lower dimensional orthogonal projections.展开更多
The mixed volume and the measure of asymmetry for convex bodies are two important topics in convex geometry.In this paper,we first reveal a close connection between the Lp-mixed volumes proposed by E.Lutwak and the p-...The mixed volume and the measure of asymmetry for convex bodies are two important topics in convex geometry.In this paper,we first reveal a close connection between the Lp-mixed volumes proposed by E.Lutwak and the p-measures of asymmetry,which have the Minkowski measure as a special case,introduced by Q.Guo.Then,a family of measures of asymmetry is defined in terms of the Orlicz mixed volumes introduced by R.J.Gardner,D.Hug and W.Weil recently,which is an extension of the p-measures.展开更多
In this paper,we introduce the Minkowski measure of asymmetry for the spherical bodies of constant width.Then we prove that the spherical balls are the most symmetric bodies among all spherical bodies of constant widt...In this paper,we introduce the Minkowski measure of asymmetry for the spherical bodies of constant width.Then we prove that the spherical balls are the most symmetric bodies among all spherical bodies of constant width,and the completion of the spherical regular simplexes are the most asymmetric bodies.展开更多
In this paper,the p-Minkowski type measures of asymmetry for convex bodies,which have the well-known Minkowski measure of asymmetry as the special case p=∞,are introduced,and some properties of the p-Minkowski type m...In this paper,the p-Minkowski type measures of asymmetry for convex bodies,which have the well-known Minkowski measure of asymmetry as the special case p=∞,are introduced,and some properties of the p-Minkowski type measures are investigated.展开更多
In this paper, we study the Minkowski measure of asymmetry for n-dimensional convex bodies of revolution ( n ≥ 3 ). We show that among all n-dimensional convex bodies of revolution, the bodies which generated by is...In this paper, we study the Minkowski measure of asymmetry for n-dimensional convex bodies of revolution ( n ≥ 3 ). We show that among all n-dimensional convex bodies of revolution, the bodies which generated by isosceles triangles are the most asymmetric ones. Also, we study the asymmetry for n-dimensional constant width bodies of revolution.展开更多
In this paper, we show that when Minkowski measure of asymmetry of convex body K of constant width is bigger than a(n-1), K has at least n+1 critical chords, where a(n)=n+(2n(n+1))√1/2/n+2.
基金The NSF (08KJD110016) of Jiangsu Hight Education
文摘The extremal convex bodies of constant width for the Minkowski measure of asymmetry are discussed. A result, similar to that of H. Groemer's and of H. Lu's, is obtained, which states that, for the Minkowski measure of asymmetry, the most asymmetric convex domains of constant width in R2 are Reuleaux triangles.
文摘This study examines the portfolio diversification benefits of alternative currency trading in Bitcoin and foreign exchange markets.The following methods are applied for the analysis:the spillover index method of Diebold and Yilmaz(Int J Forecast 28(1):57–66,2012.https://doi.org/10.1016/j.ijfor ecast.2011.02.006),the spillover asymmetry measures of Barunik et al.(J Int Money Finance 77:39–56,2017.https://doi.org/10.1016/j.jimon fin.2017.06.003),and the frequency connectedness method of Barunik and Křehlik(J Financ Econom 16(2):271–296,2018.https://doi.org/10.1093/jjfin ec/nby001).The findings identify the presence of low-level integration and asymmetric volatility spillover as well as a dominant role of short horizon spillover among Bitcoin markets and foreign exchange pairs for six major trading currencies(US dollar,euro,Japanese yen,British pound sterling,Australian dollar,and Canadian dollar).Bitcoin is found to provide significant portfolio diversification benefits for alternative currency foreign exchange portfolios.Alternative currency Bitcoin trading in euro is found to provide the most significant portfolio diversification benefits for foreign exchange portfolios consisting of major trading currencies.The findings of the study regarding spillover dynamics and portfolio diversification capabilities of the Bitcoin market for foreign exchange markets of major trading currencies have significant implications for portfolio diversification and risk minimization.
文摘For the affine distance d(C,D) between two convex bodies C, D(?) Rn, which reduces to the Banach-Mazur distance for symmetric convex bodies, the bounds of d(C, D) have been studied for many years. Some well known estimates for the upper-bounds are as follows: F. John proved d(C, D) < n1/2 if one is an ellipsoid and another is symmetric, d(C, D) < n if both are symmetric, and from F. John's result and d(C1,C2) < d(C1,C3)d(C2,C3) one has d(C,D) < n2 for general convex bodies; M. Lassak proved d(C, D) < (2n - 1) if one of them is symmetric. In this paper we get an estimate which includes all the results above as special cases and refines some of them in terms of measures of asymmetry for convex bodies.
基金The NSF(11271282)of Chinathe GIF(CXLX12 0865)of Jiangsu Province
文摘Properties of the p-measures of asymmetry and the corresponding affine equivariant p-critical points, defined recently by the second author, for convex bodies are discussed in this article. In particular, the continuity of p-critical points with respect to p on (1, +∞) is confirmed, and the connections between general p-critical points and the Minkowski-critical points (∞-critical points) are investigated. The behavior of p-critical points of convex bodies approximating a convex bodies is studied as well.
基金The NSF(11401089)of Chinathe Science and Technology Project(20130101065JC)of Jilin Province
文摘We introduce a family of measures(functions) of asymmetry for convex bodies and discuss their properties. It turns out that this family of measures shares many nice properties with the mean Minkowski measures. As the mean Minkowski measures describe the symmetry of lower dimensional sections of a convex body, these new measures describe the symmetry of lower dimensional orthogonal projections.
基金Supported by National Natural Science Foundation of China(Grant Nos.11271244 and 11271282)
文摘The mixed volume and the measure of asymmetry for convex bodies are two important topics in convex geometry.In this paper,we first reveal a close connection between the Lp-mixed volumes proposed by E.Lutwak and the p-measures of asymmetry,which have the Minkowski measure as a special case,introduced by Q.Guo.Then,a family of measures of asymmetry is defined in terms of the Orlicz mixed volumes introduced by R.J.Gardner,D.Hug and W.Weil recently,which is an extension of the p-measures.
基金Supported by the National Natural Science Foundation of China(12071334,12071277)。
文摘In this paper,we introduce the Minkowski measure of asymmetry for the spherical bodies of constant width.Then we prove that the spherical balls are the most symmetric bodies among all spherical bodies of constant width,and the completion of the spherical regular simplexes are the most asymmetric bodies.
基金Supported by Postgraduate Research and Practice Innovation Program of Jiangsu Province(KYCX20_2745)the National Natural Science Foundation of China(12071334 and 12071277)
文摘In this paper,the p-Minkowski type measures of asymmetry for convex bodies,which have the well-known Minkowski measure of asymmetry as the special case p=∞,are introduced,and some properties of the p-Minkowski type measures are investigated.
基金Supported by the National Natural Science Foundation of China(11271244,11271282)
文摘In this paper, we study the Minkowski measure of asymmetry for n-dimensional convex bodies of revolution ( n ≥ 3 ). We show that among all n-dimensional convex bodies of revolution, the bodies which generated by isosceles triangles are the most asymmetric ones. Also, we study the asymmetry for n-dimensional constant width bodies of revolution.
基金Supported by the Innovative Project of College Students of Jiangsu Province(201710332019Z)the Natural Science Foundation of Jiangsu Province(BK20171218)the National Natural Science Foundation of China(11671293)
文摘In this paper, we show that when Minkowski measure of asymmetry of convex body K of constant width is bigger than a(n-1), K has at least n+1 critical chords, where a(n)=n+(2n(n+1))√1/2/n+2.