scholarly journals Relating Brunn-Minkowski and Rogers-Shephard inequalities with the Minkowski asymmetry measure

2019 ◽  
Author(s):  
Katherina von Dichter
Keyword(s):  
Asymmetry Measure

scholarly journals Return spillover across Bitcoin markets and foreign exchange pairs dominated in major trading currencies

2020 ◽  
Vol 12 (3) ◽  
pp. 123-160
Author(s):  
Muhammad Owais Qarni ◽  
Saqib Gulzar
Keyword(s):  
Foreign Exchange ◽  
Portfolio Diversification ◽  
Foreign Exchange Markets ◽  
Significant Implication ◽  
Risk Minimization ◽  
Dynamic Nature ◽  
Market Return ◽  
Exchange Markets ◽  
Short Horizon ◽  
Asymmetry Measure

This study examines the dynamic nature of return spillover across Bitcoins indices and foreign exchange pairs denominated in 6 major trading currencies. The findings of spillover index, Spillover Asymmetry Measure (SAM) and frequency connectedness methodologies indicate that return spillover across Bitcoin markets and foreign exchange pairs dominated in six major trading currencies is very low. The intra-market return spillover for the Bitcoin markets and foreign exchange pairs is found to be significant. Presence of asymmetry in the return spillover is also found. Evidence indicates that return spillover are dominated in short horizon, with significant spillover occurring within 4 days of an event. The low integration of Bitcoin markets with the foreign exchange markets provide significant implication for portfolio diversification and risk minimization.

Study on the Dispersion Characteristics of Surface TM Modes in Hollow Slab Waveguide with a Left-Handed Material Cover

2013 ◽  
Vol 710 ◽  
pp. 178-181
Author(s):  
Su Ping Li ◽  
Yan Chen ◽  
Wei Wu
Keyword(s):  
Dispersion Relation ◽  
Propagation Constant ◽  
Existence Condition ◽  
Slab Waveguide ◽  
Dispersion Characteristics ◽  
Dielectric Slab ◽  
The Core ◽  
Left Handed ◽  
Normalized Parameters ◽  
Asymmetry Measure

The dispersion characteristics of surface TM modes in a hollow slab waveguide which consists of the core and substrate of right-handed material (RHM) and the cover of left-handed material (LHM) are investigated. Normalized frequency, normalized propagation constant and asymmetry measure are introduced to the left-handed material hollow slab waveguide. The dispersion relation is derived by using these normalized parameters, and universal dispersion curves are obtained by solving transcendental dispersion equations analytically. Existence condition and other dispersion characteristics of guided surface TM modes have been discussed in detail for different permittivity of three layers for this left-handed material hollow dielectric slab waveguide.

scholarly journals A Framework for Measuring Information Asymmetry

2020 ◽  
Vol 34 (03) ◽  
pp. 2983-2990
Author(s):  
Yakoub Salhi
Keyword(s):  
Information Asymmetry ◽  
Knowledge Base ◽  
General Logic ◽  
Rationality Postulates ◽  
Asymmetry Measure

Information asymmetry occurs when an imbalance of knowledge exists between two parties, such as a buyer and a seller, a regulator and an operator, and an employer and an employee. It is a key concept in several domains, in particular, in economics. We propose in this work a general logic-based framework for measuring the information asymmetry between two parties. A situation of information asymmetry is represented by a knowledge base and a set of questions. We define the notion of information asymmetry measure through rationality postulates. We further introduce a syntactic concept, called minimal question subset (MQS), to take into consideration the fact that answering some questions allows avoiding others. This concept is used for defining rationality postulates and measures. Finally, we propose a method for computing the MQSes of a given situation of information asymmetry.

scholarly journals Time-Reversibility, Causality and Compression-Complexity

Entropy ◽  
2021 ◽  
Vol 23 (3) ◽  
pp. 327
Author(s):  
Aditi Kathpalia ◽  
Nithin Nagaraj
Keyword(s):  
Time Series ◽  
Causal Analysis ◽  
Data Driven ◽  
Time Reversibility ◽  
Promising Tool ◽  
Analysis Scheme ◽  
Number Π ◽  
Asymmetry Measure ◽  
Underlying Processes ◽  
Insight Into

Detection of the temporal reversibility of a given process is an interesting time series analysis scheme that enables the useful characterisation of processes and offers an insight into the underlying processes generating the time series. Reversibility detection measures have been widely employed in the study of ecological, epidemiological and physiological time series. Further, the time reversal of given data provides a promising tool for analysis of causality measures as well as studying the causal properties of processes. In this work, the recently proposed Compression-Complexity Causality (CCC) measure (by the authors) is shown to be free of the assumption that the "cause precedes the effect", making it a promising tool for causal analysis of reversible processes. CCC is a data-driven interventional measure of causality (second rung on the Ladder of Causation) that is based on Effort-to-Compress (ETC), a well-established robust method to characterize the complexity of time series for analysis and classification. For the detection of the temporal reversibility of processes, we propose a novel measure called the Compressive Potential based Asymmetry Measure. This asymmetry measure compares the probability of the occurrence of patterns at different scales between the forward-time and time-reversed process using ETC. We test the performance of the measure on a number of simulated processes and demonstrate its effectiveness in determining the asymmetry of real-world time series of sunspot numbers, digits of the transcedental number π and heart interbeat interval variability.

scholarly journals INTER-MARKETS VOLATILITY SPILLOVER IN U.S. BITCOIN AND FINANCIAL MARKETS

2019 ◽  
Vol 20 (4) ◽  
pp. 694-714 ◽  
Author(s):  
Muhammad Owais Qarni ◽  
Saqib Gulzar ◽  
Syeda Tamkeen Fatima ◽  
Majid Jamal Khan ◽  
Khurram Shafi
Keyword(s):  
Financial Markets ◽  
High Frequency ◽  
Significant Risk ◽  
Time Varying ◽  
Volatility Spillover ◽  
Foreign Investors ◽  
Risk Hedging ◽  
Insignificant Effect ◽  
Asymmetry Measure ◽  
The U.S

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry Measure, and Barunik and Krehlik (2018) frequency connectedness methodologies are applied to investigate the time varying dynamics of volatility spillover among U.S. Bitcoin and financial markets. The findings of the study indicate the presence of low level of integration and contagion between U.S. Bitcoin and financial markets. Asymmetric nature of volatility spillover is also detected. The connectedness among the U.S. Bitcoin and financial markets is found to be concentrated at high frequency, suggesting that markets process information rapidly. Moreover, the turbulence in Bitcoin market will have insignificant effect on U.S. financial markets. This non-contagion nature of Bitcoin markets provides significant risk hedging and diversification benefits for domestic and foreign investors in the U.S.

scholarly journals A Supervised Learning Approach for Crohn's Disease Detection Using Higher-Order Image Statistics and a Novel Shape Asymmetry Measure

2013 ◽  
Vol 26 (5) ◽  
pp. 920-931 ◽  
Author(s):  
Dwarikanath Mahapatra ◽  
Peter Schueffler ◽  
Jeroen A. W. Tielbeek ◽  
Joachim M. Buhmann ◽  
Franciscus M. Vos
Keyword(s):  
Crohn’S Disease ◽  
Crohn's Disease ◽  
Supervised Learning ◽  
Higher Order ◽  
Disease Detection ◽  
Learning Approach ◽  
Image Statistics ◽  
Asymmetry Measure ◽  
Order Image

scholarly journals T2* relaxometry to characterize normal placental development over gestation in-vivo at 3T

2019 ◽  
Vol 4 ◽  
pp. 166 ◽  
Author(s):  
Jana Hutter ◽  
Laurence Jackson ◽  
Alison Ho ◽  
Maximilian Pietsch ◽  
Lisa Story ◽  
...  
Keyword(s):  
T2 Mapping ◽  
Mode Of Delivery ◽  
Late Gestation ◽  
Planar Imaging ◽  
Placental Development ◽  
T2 Relaxometry ◽  
Spatially Resolved ◽  
Good Potential ◽  
Asymmetry Measure

Background: T2* relaxometry has been identified as a non-invasive way to study the placenta in-vivo with good potential to identify placental insufficiency. Typical interpretation links T2* values to oxygen concentrations. This study aimed to comprehensively assess T2* maps as a marker of placental oxygenation in-vivo. Methods: A multi-echo gradient echo echo planar imaging sequence is used in a cohort of 84 healthy pregnant women. Special emphasis is put on spatial analysis: histogram measures, Histogram Asymmetry Measure (HAM) and lacunarity. Influences of maternal, fetal and placental factors and experimental parameters on the proposed measures are evaluated. Results: T2* maps were obtained from each placenta in less than 30sec. The previously reported decreasing trend in mean T2* with gestation was confirmed (3.45 ms decline per week). Factors such as maternal age, BMI, fetal sex, parity, mode of delivery and placental location were shown to be uncorrelated with T2* once corrected for gestational age. Robustness of the obtained values with regard to variation in segmentation and voxel-size were established. The proposed spatially resolved measures reveal a change in T2* in late gestation. Conclusions: T2* mapping is a robust and quick technique allowing quantification of both whole volume and spatial quantification largely independent of confounding factors.

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