نتایج جستجو برای: skew t
تعداد نتایج: 711497 فیلتر نتایج به سال:
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...
This talk will be about a recently developed family of skew t distributions, their place in a wider setting of families of generalised order statistic distributions, and related miscellanea.
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...
Traditional factor models explicitly or implicitly assume that the factors follow a multivariate normal distribution; that is, only moments up to order two are involved. However, it may happen in real data problems that the first two moments cannot explain the factors. Based on this motivation, here we devise three new skewed factor models, the skew-normal, the skew-t , and the generalized skew...
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