Financial returns exhibit stylized facts such as leptokurtosis, skewness and heavy-tailness. Regarding this behavior, in this paper, we apply multivariate generalized hyperbolic (mGH) distribution for portfolio modeling and performance evaluation, using conditional value at risk (CVaR) as a risk measure and allocating best weights for portfolio selection. Moreover, a robust portfolio optimizati...

Two digraphs of same order are said to be skew-equienergetic if their skew energies are equal. One of the open problems proposed by Li and Lian was to construct non-cospectral skew-equienergetic digraphs on n vertices. Recently this problem was solved by Ramane et al. In this  paper, we give some new methods to construct new skew-equienergetic digraphs.

We survey examples of dynamical systems on non–compact spaces which exhibit measure rigidity on the level of infinite invariant measures in one or more of the following ways: all locally finite ergodic invariant measures can be described; exactly one (up to scaling) admits a generalized law of large numbers; the generic points can be specified. The examples are horocycle flows on hyperbolic sur...

• In this paper, we introduce a generalized skew logistic distribution that contains the usual skew logistic distribution as a special case. Several mathematical properties of the distribution are discussed like the cumulative distribution function and moments. Furthermore, estimation using the method of maximum likelihood and the Fisher information matrix are investigated. Two real data applic...

In this paper, we further investigate the local Hermitian and skew-Hermitian splitting (LHSS) iteration method and the modified LHSS (MLHSS) iteration method for solving generalized nonsymmetric saddle point problems with nonzero (2,2) blocks. When A is non-symmetric positive definite, the convergence conditions are obtained, which generalize some results of Jiang and Cao [M.-Q. Jiang and Y. Ca...

A generalized skew correlation and a generalized skew information are defined and then a kind of the generalization of uncertainty relation is established by the help of the trace inequality which was recently proven by J.I.Fujii. In addition, we prove the trace inequality which is an extension of the conjecture addressed in [1]. This manuscript is based on our recent paper [2]. Mathematics Sub...

let $alpha$ be an endomorphism and $delta$ an $alpha$-derivationof a ring $r$.  in this paper we  study the relationship between an$r$-module $m_r$ and the  general polynomial module  $m[x]$ over theskew polynomial ring $r[x;alpha,delta]$. we introduce the notionsof skew-armendariz modules and skew quasi-armendariz modules whichare generalizations of $alpha$-armendariz modules and extend thecla...

In this paper we present a new kind of B-splines, called hyperbolic B-splines generated over the space spanned by hyperbolic functions and we use it to interpolate an arbitrary function on a set of points. Numerical tests for illustrating hyperbolic B-spline are presented.

In this paper, we study skew constacyclic codes over the ring ZqR where R = Zq + uZq, q = p s for a prime p and u2 = 0. We give the definition of these codes as subsets of the ring ZqR . Some structural properties of the skew polynomial ring R[x, θ] are discussed, where θ is an automorphism of R. We describe the generator polynomials of skew constacyclic codes over R and ZqR. Using Gray images ...