The present work is devoted to deriving closed form expressions for the elements of Moore-Penrose inverse tridiagonal real skew-symmetric matrices. In first part we obtain results, concerning matrices even order. A calculation approach generalized inverses odd order provided.

Short-term risk management is becoming increasingly significant in power trading as the intermittent renewable generators introduce more weather into price formation dynamics. There a vacuum hedging instruments at day-ahead stage to protect retailers particular from such volatility and spikes. Motivated by this requirement, paper analyses flexible product, cap futures. For pricing we parametric...

Graph partitioning is an important abstraction used in solving many scientific computing problems. Unfortunately, the standard partitioning model does not incorporate considerations that are important in many settings. We address this by describing a generalized partitioning model which incorporates the notion of partition skew and is applicable to a variety of problems. We then develop enhance...

Shannon and Rényi entropies are two important measures of uncertainty for data analysis. These have been studied multivariate Student-t skew-normal distributions. In this paper, we extend the entropy to skew-t finite mixture (FMST) This class flexible distributions allows handling asymmetry tail weight behavior simultaneously. We find upper lower bounds these families. Numerical simulations ill...

We verify the skew weighing matrix conjecture for orders 2t .13, t 2:: 5, and give new results for 2t.15 proving the conjecture for t :2: 3.

two digraphs of same order are said to be skew-equienergetic if theirskew energies are equal. one of the open problems proposed by li andlian was to construct non-cospectral skew-equienergetic digraphs onn vertices. recently this problem was solved by ramane et al. inthis paper, we give some new methods to construct new skew-equienergeticdigraphs.

This paper provides a new empirical guidance for modeling a skewed and fat-tailed error distribution underlying the traditional GARCH models for equity returns based on empirical findings on Realized Volatility (RV), constructed from the summation of higher-frequency squared (demeaned) returns. Based on an 80-year sample of U.S. daily stock market returns, I find that the distribution of monthl...