نتایج جستجو برای: var modeling
تعداد نتایج: 414772 فیلتر نتایج به سال:
The ability of phytopathogenic fungi to overcome the chemical defense barriers of their host plants is of great importance for fungal pathogenicity. We studied the role of cyclic hydroxamic acids and their related benzoxazolinones in plant interactions with pathogenic fungi. We identified species-dependent differences in the abilities of Gaeumannomyces graminis var. tritici, Gaeumannomyces gram...
Both Salvia akiensis and S. lutescens (Lamiaceae) are endemic to Japan. Salvia akiensis was recently described in 2014 in the Chugoku (= SW Honshu) region, and each four varieties of S. lutescens distributed allopatrically. Among varieties in S. lutescens, var. intermedia show a disjunctive distribution in the Kanto (=E Honshu) and Kinki (= W Honshu) regions. Recent field studies of S. lutescen...
The clinical outcome of Plasmodium falciparum infections ranges from asymptomatic parasitemia to severe malaria syndromes associated with high mortality. The virulence of P. falciparum infections is associated with the type of P. falciparum erythrocyte membrane protein 1 (PfEMP1) expressed on the surface of infected erythrocytes to anchor these to the vascular lining. Although var2csa, the var ...
The aim of this study was to investigate the influence of fiber orientation in the left ventricular (LV) wall on the ejection fraction, efficiency, and heterogeneity of the distributions of developed fiber stress, strain and ATP consumption. A finite element model of LV mechanics was used with active properties of the cardiac muscle described by the Huxley-type cross-bridge model. The computed ...
In this paper we study both the level of Value-at-Risk (VaR) disclosure and the accuracy of the disclosed VaR figures for a sample of US and international commercial banks. To measure the level of VaR disclosures, we develop a VaR Disclosure Index that captures many different facets of market risk disclosure. Using panel data over the period 1996–2005, we find an overall upward trend in the qua...
This article deals with the issue of managing bank credit risk using a cost model. Modeling management was proposed based on neural-cell technologies, which expand possibilities modeling complex objects and processes provide high reliability determination. The purpose is to improve develop methodical support practical recommendations for reducing level value-at-risk (VaR) methodology its subseq...
بیمه گران همیشه بابت خسارات بیمه نامه های تحت پوشش خود نگران بوده و روش هایی را جستجو می کنند که بتوانند داده های خسارات گذشته را با هدف اتخاذ یک تصمیم بهینه مدل بندی نمایند. در این پژوهش توزیع های فیزتایپ در مدل بندی داده های خسارات معرفی شده که شامل استنباط آماری مربوطه و استفاده از الگوریتم em در برآورد پارامترهای توزیع است. در پایان امکان استفاده از این توزیع در مدل بندی داده های گروه بندی ...
2 VAR models 4 2.1 Analytical results for VAR models . . . . . . . . . . . . . . . . . . . . 4 2.1.1 The Diffuse Prior . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.1.2 The Natural Conjugate Prior . . . . . . . . . . . . . . . . . . . 5 2.1.3 The Minnesota Prior . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2 Estimation of VARs using the Gibbs sampler . . . . . . . . . . . . . 6...
Plasmodium falciparum erythrocyte membrane protein 1 (PfEMP1) is a major pathogenicity factor in falciparum malaria that mediates cytoadherence. PfEMP1 is encoded by approximately 60 var genes per haploid genome. Most var genes are grouped into 3 subgroups: A, B, and C. Evidence is emerging that the specific expression of these subgroups has clinical significance. Using field samples from child...
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem. We propose a computationally tractable approximation method for minimizing the VaR of a portfolio based on robust optimization techniques. The method results in the optimization of a modified VaR measure, Asymmetry-Ro...
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