نتایج جستجو برای: factor augmented var favar
تعداد نتایج: 915246 فیلتر نتایج به سال:
The basidiomycete Laetiporus sulphureus var. miniatus belongs to the Aphyllophorales, Polyporaceae, and grows on the needleleaf tree. The fruiting bodies of Laetiporus species are known to produce N-methylated tyramine derivatives, polysaccharides, and various lanostane triterpenoids. As part of our ongoing effort to discover biologically active compounds from wood-rotting fungi, an anti-inflam...
In this paper we discuss sensitivity of forecast with respect to the information set considered in prediction; we define a sensitivity measure called impact factor, IF. We calculate this measure in VAR processes integrated of order 0, 1 and 2. For VAR processes this measure is a simple function of the impulse response coefficients. For integrated VAR systems this measure is shown to have a dire...
BACKGROUND AND OBJECTIVES Evidence exists that variability in hemoglobin may be an independent risk factor for mortality among hemodialysis patients. These observations were based on a 1996 cohort, a time when anemia management differed greatly from present. Design, settings, participants and measurements: A retrospective cohort study of patients incident to Fresenius Medical Care units between...
BACKGROUND Host genotype accounts for a component of the variability in susceptibility to childhood Plasmodium falciparum malaria. However, despite numerous examples of host polymorphisms associated with tolerance or resistance to infection, direct evidence for an impact of host genetic polymorphisms on the in vivo parasite population is difficult to obtain. Parasite molecules whose expression ...
Classical formulations of the portfolio optimization problem, such as mean-variance or Value-at-Risk (VaR) approaches, can result in a portfolio extremely sensitive to errors in the data, such as mean and covariance matrix of the returns. In this paper we propose a way to alleviate this problem in a tractable manner. We assume that the distribution of returns is partially known, in the sense th...
Chronic infections with the human malaria parasite Plasmodium falciparum depend on antigenic variation. P. falciparum erythrocyte membrane protein 1 (PfEMP1), the major erythrocyte surface antigen mediating parasite sequestration in the microvasculature, is encoded in parasites by a highly diverse family of var genes. Antigenic switching is mediated by clonal variation in var expression, and re...
Credit Risk Contributions under the Vasicek One-factor Model: a Fast Wavelet Expansion Approximation
To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consuming method for computing these risk contributions. In...
Heterochromatin protein 1a (HP1a) is a chromatin-associated protein important for the formation and maintenance of heterochromatin. In Drosophila, the two histone methyltransferases SETDB1 and Su(var)3-9 mediate H3K9 methylation marks that initiates the establishment and spreading of HP1a-enriched chromatin. Although HP1a is generally regarded as a factor that represses gene transcription, seve...
Three new germacrane-type sesquiterpenoids, volvalerenal F (1), volvalerenal G (2) and volvalerenic acid D (3), along with five known compounds 4-8, were isolated from the CHCl₃ soluble partition of the ethanol extract of Valeriana officinalis var. latiofolia. The structures of the new compounds were determined on the basis of spectroscopic evidence, including their 1D- and 2D-NMR spectra, as w...
9:55 – 10:40 Rodney Strachan (University of Queensland) Reducing Dimensions in Large Time-varying Parameter VAR Models This paper proposes a new approach to estimating high dimensional time varying parameter vector autoregressive models (TVP-VARs). Such models are rarely used with more than 4-5 variables. However recent work has shown the advantages of modelling VARs with large numbers of varia...
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