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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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265277103 · Jun 202019922001200920172026
48 results for skew product

This paper classifies 4D spin manifolds with skew Killing spinors.

problem Classifying 4D Riemannian spin manifolds with skew Killing spinors.
method Analyzing skew Killing spinors with skew-symmetric endomorphisms A, considering both degenerate and non-degenerate cases.
result In the degenerate case, the manifold is locally isometric to R x N with N having a skew Killing spinor.

Local logarithmic export distributions show non-zero skewness that changes with exporter and destination characteristics.

problem Identifying the skewness in local logarithmic export distributions and its relationship with exporter and destination characteristics.
method Analyzing directed links weighted by the logarithm of export values, studying the skewness of local exports, and formulating quantitative relations.
result Non-zero skewness in local logarithmic export distributions changes with exporter and destination characteristics.

The paper provides a link between ergodic theory and symplectic topology. A classical notion of ergodic theory is a skew product map associated with a loop in a group of transformations. We study skew products which come from loops in the group of Hamiltonian diffeomorphisms of a symplectic manifold. Our main question …

1998-06-29abs ↗pdf ↗

Recently, Naghi et al. \cite{NAGHI} studied warped product skew CR-submanifold of the form M1×fMM_1\times_fM_\bot of order 11 of a Kenmotsu manifold Mˉ\bar{M} such that M1=MT×MθM_1=M_T\times M_θ, where MTM_T, MM_\bot and MθM_θ are invariant, anti-invariant and proper slant submanifolds of Mˉ\bar{M}. The present paper deals wi…

2018-06-26abs ↗pdf ↗

The skew mean curvature flow (SMCF) is a natural generalization of the famous vortex filament equation. In this note, we show that the Gauss map of the SMCF satisfies a Schrödinger flow equation. In this regard, we explore the geometry of the oriented Grassmannian manifold explicitly by embedding it into the exterior p…

2017-11-07abs ↗pdf ↗

Classifies reversible and strongly reversible elements in quaternionic groups.

problem Classifying reversible and strongly reversible elements in quaternionic groups.
method Proves elements are reversible if and only if they are products of skew-involutions (resp. involutions).
result Proves elements are reversible if and only if they are products of skew-involutions (resp. involutions).

Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both random variables into the co-dependence structure. The analytical expression of…

2010-02-27abs ↗pdf ↗

Unified Skew-Gaussian process framework for various regression and classification tasks.

problem Handling multiple types of regression and classification problems.
method Generalization of Skew-Gaussian processes to handle various types of data and likelihoods.
result Closed-form posterior distributions for multiple tasks.

Killing forms on Riemannian manifolds are differential forms whose covariant derivative is totally skew--symmetric. We show that a compact simply connected symmetric space carries a non--parallel Killing pp--form (p2p\ge2) if and only if it isometric to a Riemannian product Sk×NS^k\times N, where SkS^k is a round sphere…

2004-09-07abs ↗pdf ↗

The paper explores generalized Riemannian manifolds with weak metric structures.

problem Understanding weak metric structures on generalized Riemannian manifolds.
method Study of generalized metric connections, weak metric structures, and skew-symmetric torsion.
result Generalized Riemannian manifolds can be split into nearly Kähler manifolds.

We study the geometric structure of Lorentzian spin manifolds, which admit imaginary Killing spinors. The discussion is based on the cone construction and a normal form classification of skew-adjoint operators in signature (2,n2)(2,n-2). Derived geometries include Brinkmann spaces, Lorentzian Einstein-Sasaki spaces and cer…

2003-02-03abs ↗pdf ↗

Motivated by generalized geometry (à la Hitchin), we discuss the integrability conditions for four natural almost complex structures on the product bundle Z×ZM{\mathcal Z}\times {\mathcal Z}\to M, where Z{\mathcal Z} is the twistor space of a Riemannian 4-manifold MM endowed with a metric connection DD with skew-symme…

2019-08-31abs ↗pdf ↗

Any Spin(7)-manifold admits a metric connection \nabla^c with totally skew-symmetric torsion T^c preserving the underlying structure. We classify those with \nabla^c-parallel T^c\neq0 and non-Abelian isotropy algebra iso(T^c)<spin(7). These are isometric to either Riemannian products or homogeneous naturally reductive …

2008-07-30abs ↗pdf ↗

The paper defines MTCov for skewed elliptical distributions.

problem No specific problem stated, but dealing with skewed elliptical distributions.
method Defined MTCov for generalized skew-elliptical distributions and compared with skewed and non-skewed normal distributions.
result Special formula for MTCov of generalized skew-elliptical distributions.

The paper analyzes skewness and kurtosis measures for skew-elliptical distributions.

problem Examining skewness and kurtosis measures for skew-elliptical distributions.
method Deriving exact expressions for skewness and kurtosis measures for skew-elliptical distributions, constructing test statistics, and comparing measures through simulations and real data analysis.
result Exact expressions and test statistics for skewness and kurtosis measures for various skew-elliptical distributions.

In this paper, we show an isomorphism of homological knot invariants categorifying the Reshetikhin-Turaev invariants for sln\mathfrak{sl}_n. Over the past decade, such invariants have been constructed in a variety of different ways, using matrix factorizations, category O\mathcal{O}, affine Grassmannians, and diagramma…

2015-02-20abs ↗pdf ↗

The paper calculates moments and conditional risks for skewed elliptical distributions.

problem Estimating moments and tail conditional risks for skewed elliptical distributions.
method Derives explicit expressions for multivariate doubly truncated moments and conditional risks for generalized skew-elliptical distributions.
result Explicit formulas for multivariate doubly truncated moments and conditional risks are derived for various skewed elliptical distributions.

This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First, the performance of individual firms on a real transaction network was simulated.…

2006-07-31abs ↗pdf ↗

Study quantifies geometric complexity of connections on product surfaces.

problem Understanding geometric complexity of connections on product manifolds.
method Establishes a topological lower bound on the holonomy of cohomologically calibrated connections.
result Proves a bound on the dimension of the holonomy that is a topological invariant.

The study examines conditions for weak nearly cosymplectic manifolds to split into products.

problem Understanding the curvature and topology of weak nearly cosymplectic manifolds.
method Analyzes the conditions for splitting and characterizes specific manifolds.
result Conditions for weak nearly cosymplectic manifolds to become Riemannian products are identified.

Binary operations on algebras of observables are studied in the quantum as well as in the classical case. It is shown that certain natural compatibility conditions with the associative product imply the properties which usually are additionally required. In particular, it is proved that locality of a Loday bracket on s…

2002-01-10abs ↗pdf ↗

Proposes a method to identify elements in a skewness matrix for multivariate skew-elliptical distributions.

problem Label switching issue in Bayesian estimation of skewness matrix.
method Imposes a positive lower-triangular constraint and uses Bayesian sparse estimation with horseshoe prior.
result Successfully estimates the true structure of skewness dependency.

The paper extends a theorem for complex structures on Lie groups to Courant algebroids.

problem Characterizing integrable generalized complex structures on transitive Courant algebroids.
method Analyzing skew-symmetric fields of endomorphisms and their closure under the Dorfman bracket.
result Local form of integrable generalized complex structures is determined under certain conditions.

Study the geometry and dynamics of skew evolutes and involutes, related to bicycle kinematics.

problem Understanding the geometry and dynamics of skew evolutes and involutes.
method Investigate the skew evolute and involute maps, comparing them to bicycle kinematics.
result The skew evolute and involute maps have properties analogous to bicycle kinematics.

Study on simplicity of Lie skew braces, proving new results for compact cases.

problem Simplicity of Lie skew braces, focusing on compact connected cases.
method Reviewing correspondence, investigating ideals and rigidity, proving main result for compact Lie skew braces.
result Compact connected simple Lie skew braces are either trivial or have simple underlying Lie groups.

A skew loop is a closed curve without parallel tangent lines. We prove: The only complete surfaces in euclidean 3-space with a point of positive curvature and no skew loops are the quadrics. In particular, ellipsoids are the only closed surfaces without skew loops. We also prove results about skew loops on cylinders an…

2002-05-21abs ↗pdf ↗

Skewness dispersion predicts future stock market returns, especially in months with monetary policy announcements.

problem Predicting future stock market returns using skewness dispersion.
method Cross-sectional analysis of firm-level realized skewness and stock market returns.
result Skewness dispersion is a significant predictor of future stock market returns, robust to various estimation methods.