In this article we investigate homological aspects of a skew complete intersection R, i.e. polynomial ring modulo an ideal generated by sequence regular normal elements. We compute the derived braided Hochschild cohomology R relative to and show its action on ExtR(M,N) is noetherian for finitely R-modules M N respecting braiding R. When parameters defining are roots unity use define support the...

By using the (generalized) Goethals-Seidel array, we construct Hadamard matrices of skew type of order 4n for n = 81,103,151,169, and 463. Hadamard matrices of skew type for these orders are constructed here for the first time. Consequently the list of odd integers n < 300 for which no Hadamard matrix of skew type of order 4n is presently known is reduced to 45 numbers (see the comments after t...

Using growth diagrams, we define skew domino Schensted algorithm which is a domino analogue of “Robinson-Schensted algorithm for skew tableaux” due to Sagan and Stanley. The color-to-spin property of Shimozono and White is extended. As an application, we give a simple generating function for a weighted sum of skew domino tableaux whose special case is a generalization of Stanley’s sign-imbalanc...

In this work the definition of codes as modules over skew polynomial rings of automorphism type is generalized to skew polynomial rings, whose multiplication is defined using an automorphism and a derivation. This produces a more general class of codes which, in some cases, produce better distance bounds than module skew codes constructed only with an automorphism. Extending the approach of Gab...

Value-at-Risk (VaR) is a widely used statistical measure in financial risk management for quantifying the level of risk associated with a specific investment portfolio. It is well-known that historical return data exhibit non-normal features, such as heavy tails and skewness. Current analytical (parameteric) calculation of VaR typically assumes the distribution of the portfolio return to be a n...