Study isotropy groups for complex orthogonal and skew-symmetric matrices.
problem Understanding isotropy subgroups of orthogonal similarity transformations.
method Analysis of group structure of nonsingular block matrices.
result Group structure of isotropy subgroups related to block Toeplitz matrices.
We construct almost complex algebraic curvature tensors for pseudo Hermitian inner products whose skew-symmetric curvature operator has constant Jordan normal form on the set of non-degenerate complex lines.
Study of isometry groups in skewed Γ-complexes.
problem Understanding the structure of isometry groups in skewed Γ-complexes.
method Construction of outer space and analysis of isometries of skewed Γ-complexes.
result Any isometry homotopic to the identity in a skewed Γ-complex lies in the identity component of Isom(X).
Study various submanifolds in quaternionic skew-Hermitian spaces.
problem Characterize submanifolds in almost quaternionic skew-Hermitian manifolds.
method Construct explicit examples of submanifolds in semisimple quaternionic skew-Hermitian symmetric spaces.
result Explicit examples of submanifolds for each type considered.
In the present work we consider an almost complex manifold with Norden metric (i.e. a metric with respect to which the almost complex structure is an antiisometry). On such a manifold we study a linear connection preserving the almost complex structure and the metric and having a totally skew-symmetric torsion tensor. …
Classifies 4D metric Lie algebras with parallel skew-symmetric tensors.
problem Classifying 4D metric Lie algebras with parallel skew-symmetric tensors.
method Complete classification up to isometric isomorphism and scaling.
result Classification of 4D metric Lie algebras with parallel skew-symmetric tensors.
Irreducible skew-Berger algebras $\g\subset\gl(n,\Co)$, i.e. algebras spanned by the images of the linear maps $R:\odot^2\Co^n\to\g$ satisfying the Bianchi identity, are classified. These Lie algebras can be interpreted as irreducible complex Berger superalgebras contained in $\gl(0|n,\Co)$.
We use the Cartan representations of SO(3) and SU(3), and an irreducible 14-dimensional representation of Sp(3) to construct certain totally geodesic submanifolds in "skew" position in the complex quadrics, the complex 2-Grassmannians and the quaternionic 2-Grassmannians.
We develop various properties of symmetric generalized complex structures (in connection with their holomorphic space and B-field transformations), which are analogous to the well-known results of Gualtieri on skew-symmetric generalized complex structures. Given a symmetric or skew-symmetric generalized complex structu…
We introduce the notion of skew-holomorphic Lie algebroid on a complex manifold, and explore some cohomologies theories that one can associate to it. Examples are given in terms of holomorphic Poisson structures of various sorts.
The study classifies complex symplectic structures on 4D Lie algebras and constructs hypersymplectic structures.
problem Classifying and constructing complex symplectic structures on 4D Lie algebras.
method Interpreting complex symplectic and pseudo-Kähler structures, developing a method for constructing hypersymplectic structures.
result Obtained an example of a hypersymplectic structure on a 4-step nilmanifold.
Let Γ be a nonelementary discrete subgroup of Sp(n,1). We show that if the trace skew-field of Γ is commutative, then Γ stabilizes a copy of complex hyperbolic subspace of quaternionic hyperbolic n-space.
In this paper we generalize the known DDVV-type inequalities for real (skew-)symmetric and complex (skew-)Hermitian matrices to arbitrary real, complex and quaternionic matrices. Inspired by the Erdős-Mordell inequality, we establish the DDVV-type inequalities for matrices in the subspaces spanned by a Clifford system …
We consider an almost complex manifold with Norden metric (i. e. a metric with respect to which the almost complex structure is an anti-isometry). On such a manifold we study a linear connection preserving the almost complex structure and the metric and having a totally skew symmetric torsion tensor (i. e. a 3-form). W…
Dynamic skewness models improve financial time series analysis.
problem Modeling financial time series with skewness and heavy tails.
method Dynamic skewness stochastic volatility models with penalized priors and HMC estimation.
result Penalized priors outperform classical choices in model performance.
Harmonic Hermitian structures found on specific Riemannian manifolds.
problem Finding conditions for harmonic Hermitian structures on Riemannian manifolds with skew-torsion.
method Geometric conditions on a four-dimensional Hermitian manifold with a metric connection of totally skew-symmetric torsion.
result The complex structure is a harmonic map into the twistor space under certain conditions.
A fibration of Rn by oriented copies of Rp is called skew if no two fibers intersect nor contain parallel directions. Conditions on p and n for the existence of such a fibration were given by Ovsienko and Tabachnikov. A classification of smooth fibrations of R3 by skew oriente…
Membership inference attacks seek to infer the membership of individual training instances of a privately trained model. This paper presents a membership privacy analysis and evaluation system, called MPLens, with three unique contributions. First, through MPLens, we demonstrate how membership inference attack methods …
Model accurately calibrates FX market skew for exotic options.
problem Inconsistent prices from different models for FX derivatives.
method Fully parameterized local volatility model with numerical methods.
result Model provides reliable prices for daily trading.
This paper is a survey of results obtained by the authors on the geometry of connections with totally skew-symmetric torsion on the following manifolds: almost complex manifolds with Norden metric, almost contact manifolds with B-metric and almost hypercomplex manifolds with Hermitian and anti-Hermitian metric.
It is known that the implied volatility skew of FX options demonstrates a stochastic behavior which is called stochastic skew. In this paper we create stochastic skew by assuming the spot/instantaneous variance correlation to be stochastic. Accordingly, we consider a class of SLV models with stochastic correlation wher…
Enhanced SABR model captures complex volatility smiles in Chinese financial options.
problem Limited accuracy of classical SABR model in fitting implied volatility curves.
method Proposes skew-SABR model with an extended stochastic dynamics and a new Black implied volatility expression.
result Skew-SABR model achieves high and stable fitting accuracy across various market conditions.
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.
Skew parallelogram nets factorize, encompassing discrete differential geometry.
problem Factorization of polynomials in discrete differential geometry.
method Lax representation, Bäcklund transformations, factorization of polynomials.
result Skew parallelogram nets encompass all systems with polynomial representations.
Study of SO(3)-irreducible geometry in complex 5D and ternary Pauli exclusion principle.
problem Exploring SO(3)-irreducible geometry in complex 5D.
method Defined a ternary skew-symmetric tensor, split the 10D space into irreducible SO(3) subspaces, found invariants and defined geometric structures.
result Defined a SO(3)-irreducible geometric structure on a 5D complex Hermitian manifold.
New invariant real rank identifies constant real Lie algebroids.
problem Characterizing complex Lie algebroids with constant real rank.
method Introducing real rank and minimal complex subalgebroid.
result Local splitting and characterization of complex Lie algebroids.
DCNN improves volatility smile and skewness calibration without arbitrage constraints.
problem Calibrating volatility smile and skewness surfaces with no arbitrage constraints.
method Derivative-Constrained Neural Network (DCNN) incorporating derivatives in the loss function.
result DCNN generates a smooth surface that satisfies no-arbitrage conditions.
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.
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.
Let E be a natural operator associated to the curvature tensor of a pseudo-Riemannian manifold. This survey article studies when the spectrum, or more generally the real Jordan normal form, of E is constant on the natural domain of definition. It deals with results for the Jacobi operator, the higher order Jacobi opera…
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.
Enhances knot counting invariant using skew braces.
problem Counting invariant for virtual knots and links.
method Introduces new invariants using skew brace structures.
result New invariants not determined by the counting invariant.
Let M be a smooth closed orientable surface. Let F be the space of Morse functions on M having fixed number of critical points of each index, moreover at least χ(M)+1 critical points are labeled by different labels (enumerated). A notion of a skew cylindric-polyhedral complex, which generalizes the notion of a …
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.
The paper examines smoothness in graded skew Clifford algebras.
problem Smoothness of graded skew Clifford algebras.
method Investigation of differential smoothness.
result Results on the differential smoothness of graded skew Clifford algebras.
Study polynomial structures on generalized tangent bundles and their compatibility with operators.
problem Understanding polynomial structures on generalized tangent bundles.
method Analyzing skew-symmetric endomorphisms satisfying polynomial equations and their compatibility with de Rham and Courant-Dorfman operators.
result Conditions equivalent to integrability of generalized almost complex structures.
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…
Simple method solves Quanto Skew problem.
problem Quanto Skew problem in Equities and FX.
method Analytical method that accommodates Equity and FX volatility skew.
result Highly efficient and fast performance.
SkewPNN uses probabilistic neural networks with skew-normal kernels to improve classification of imbalanced data.
problem Imbalanced data distribution leading to biased predictions for minority classes.
method Probabilistic neural networks with skew-normal kernel function and Bat optimization algorithm for hyperparameter tuning.
result SkewPNN and BA-SkewPNN outperform other methods in both balanced and imbalanced datasets.
New topological biquandles created using skew braces.
problem Creating nontrivial topological biquandles.
method Using the concept of skew braces.
result Constructs nontrivial examples of topological biquandles.
Examines differential smoothness in a specific skew PBW extension family.
problem Differential smoothness in skew PBW extensions.
method Investigates a specific family of skew PBW extensions.
result Results on differential smoothness of the family.
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.
New condition ensures submanifolds are skew in small areas.
problem Ensuring submanifolds are skew in Euclidean space.
method Introduces a third-order differential condition.
result Constructs improved totally skew embeddings for Rn. A skew brane is an immersed codimension 2 submanifold in affine space, free from pairs of parallel tangent spaces. Using Morse theory, we prove that a skew brane cannot lie on a quadratic hypersurface. We also prove that there are no skew loops on embedded ruled developable discs in 3-space. The paper extends recent wo…
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.
This paper introduces a spline-based method for nonparametric ADVI that handles complex posterior distributions.
problem Learning complex posterior distributions with skewness, multimodality, and bounded support.
method Develops a spline-based nonparametric approximation approach for ADVI.
result Establishes the asymptotic consistency of the derived lower bound for importance weighted autoencoder.