Results 271 to 280 of about 127,153 (312)
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IEEE Transactions on Information Theory, 2004
In this paper, we show that skew information introduced by Wigner and Yanase, which is a natural informational extension of variance for pure states, can be interpreted as a measure of quantum uncertainty. By virtue of skew information, we establish a new uncertainty relation in the spirit of Schrodinger, which incorporates both incompatibility ...
Shunlong Luo, Qiang Zhang 0002
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In this paper, we show that skew information introduced by Wigner and Yanase, which is a natural informational extension of variance for pure states, can be interpreted as a measure of quantum uncertainty. By virtue of skew information, we establish a new uncertainty relation in the spirit of Schrodinger, which incorporates both incompatibility ...
Shunlong Luo, Qiang Zhang 0002
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Proceedings of the 17th international conference on Parallel architectures and compilation techniques, 2008
Technology scaling in integrated circuits has consistently provided dramatic performance improvements in modern microprocessors. However, increasing device counts and decreasing on-chip voltage levels have made transient errors a first-order design constraint that can no longer be ignored.
Gordon B. Bell, Mikko H. Lipasti
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Technology scaling in integrated circuits has consistently provided dramatic performance improvements in modern microprocessors. However, increasing device counts and decreasing on-chip voltage levels have made transient errors a first-order design constraint that can no longer be ignored.
Gordon B. Bell, Mikko H. Lipasti
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From skews to a skewed-t: modelling option-implied returns by a skewed Student-t
Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520), 2002One of the fundamental assumptions underlying the Black-Scholes formula is that risk-neutral expected returns on an asset are normally distributed. However, the existence of volatility skews indicates that market participants assume a different underlying distribution.
de Jong, Cyriel, Huisman, Ronald
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SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW
International Journal of Theoretical and Applied Finance, 2018We introduce skewed Lévy models, characterized by a symmetric jump measure multiplied by a damping exponential factor. These models exhibit a clear implied volatility pattern, where the damping parameter controls the implied volatility curve’s skew, resulting in a measure of the model’s skewness.
Olivera, Federico de +2 more
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From Skews to a Skewed-t [PDF]
, 2000 In this paper we present a new methodology to infer the implied risk-neutral distribution function from European-style options. We introduce a skewed version of the Student-t distribution, whose main advantage is that its shape depends on only four parameters, of which two directly control for the levels of skewness and kurtosis.
de Jong, C.M., Huisman, R.
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Academic Psychiatry, 1994
Two of the most influential factors in psychiatry over the past decade have been the increasing availability of more sophisticated psychotropic medication and the widespread acceptance of DSM-III. These factors, along with the increased use of computers, have dramatically skewed the field toward an atheoretic symptom/syndrome orientation and away from ...
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Two of the most influential factors in psychiatry over the past decade have been the increasing availability of more sophisticated psychotropic medication and the widespread acceptance of DSM-III. These factors, along with the increased use of computers, have dramatically skewed the field toward an atheoretic symptom/syndrome orientation and away from ...
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Skew and Skew-Hermitian Transformations
1978Let E be an n-dimensional inner product space see Section 1.25 and denote the inner product by (,). It determines a linear isomorphism σ $$\sigma :E\xrightarrow{ \cong }E*$$ via $$ \left\langle {\sigma x,y} \right\rangle = (x,y){\text{ }}x,y \in E. $$
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Order, 2010
A skew lattice is an algebra \((L;\vee, \wedge)\) of type \((2,2)\) such that both operations are associative, idempotent and satisfy the absorbtion identities \(x\wedge(x\vee y)=x=(y\vee x)\wedge x\) and \(x\vee(x\wedge y)=x=(y\wedge x)\vee x\). Clearly, a lattice is a skew lattice. A skew lattice is called left cancellative whenever \(x\vee y=x\vee z\
Karin Cvetko-Vah +3 more
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A skew lattice is an algebra \((L;\vee, \wedge)\) of type \((2,2)\) such that both operations are associative, idempotent and satisfy the absorbtion identities \(x\wedge(x\vee y)=x=(y\vee x)\wedge x\) and \(x\vee(x\wedge y)=x=(y\wedge x)\vee x\). Clearly, a lattice is a skew lattice. A skew lattice is called left cancellative whenever \(x\vee y=x\vee z\
Karin Cvetko-Vah +3 more
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Journal of the American Society for Information Science, 1992
Scientific publications are cited to a variable extent. Distributions of article citedness are therefore found to be very skewed even for articles written by the same author, approaching linearity in a semilog plot. It is suggested that this pattern reflects a basic probability distribution with some similarity to the upper part of a normal (Gaussian ...
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Scientific publications are cited to a variable extent. Distributions of article citedness are therefore found to be very skewed even for articles written by the same author, approaching linearity in a semilog plot. It is suggested that this pattern reflects a basic probability distribution with some similarity to the upper part of a normal (Gaussian ...
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Skewness in Commingled Distributions
Biometrics, 1976A likelihood ratio test is given for distinguishing skewness from commingled distributions, using a power transform to remove skewness appropriately for each of the alternatives tested. The alternative hypotheses postulate that the transformed data are from one normal or a mixture of two or three normal homoscedastic distributions.
Maclean, C. J. +3 more
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