In Drosophila modifying mutations of position-effect variegation have been successfully used to genetically dissect chromatin components. The enhancer of position-effect variegation E(var)3-93D [formerly E-var(3)3] encodes proteins containing a domain common to the transcriptional regulators tramtrack and the products of the Broad complex. It interacts with a number of chromatin genes that supp...

The human malaria parasite Plasmodium falciparum evades host immunity by varying the antigenic and adhesive character of infected erythrocytes. We describe a large and extremely diverse family of P. falciparum genes (var) that encode 200-350 kDa proteins having the expected properties of antigenically variant adhesion molecules. Predicted amino acid sequences of var genes show a variable extrac...

The purposes of this paper are two-fold. On the one hand, we shall provide a decision analysis justification for the Value at Risk (VaR) approach based on ex-post, disappointment decision making arguments. We shall show that the VaR approach is justified by a disappointment criterion. In other words, the asymmetric valuation between ex-ante expected returns above an appropriate target return an...

Bacterial SecA proteins can be categorized by the presence or absence of a variable subdomain (VAR) located within nucleotide-binding domain II of the SecA DEAD motor. Here we show that VAR is dispensable for SecA function, since the VAR deletion mutant secAΔ519-547 displayed a wild-type rate of cellular growth and protein export. Loss or gain of VAR is extremely rare in the history of bacteria...

The problem of interest in this paper is the optimization of portfolios of real and contractual assets, including derivative instruments, subject to a Value-at-Risk (VaR) constraint. The focus in this paper is on translating VaR definitions for one period of time, say a year, to decisions on shorter periods of time, say a week or a month. Thus, if a VaR constraint is imposed on annual cash flow...

Value-at-Risk (VaR) is widely used as a tool for measuring the market risk of asset portfolios. However, alternative VaR implementations are known to yield fairly different VaR forecasts. Hence, every use of VaR requires choosing amongst alternative forecasting models. This paper undertakes two case studies in model selection, for the S&P 500 index and India’s NSE-50 index, at the 95% and 99% l...

In Drosophila, SU(VAR)3-7 is an essential heterochromatin component. It is required for proper chromatin condensation, and changing its dose modifies position-effect variegation. Sumoylation is a post-translational modification shown to play a role in diverse biological processes. Here, we demonstrate that sumoylation is essential for proper heterochromatin function in Drosophila through modifi...

Interest rate guides financial resources to effectively flow and allocate, which prompt economic structure adjusting and economic development. Risk-measurement of interest rate is the basis of the risk management. Thus, accurately measuring interest rate risk is extremely significant. Based on the inter-bank bond repurchase rate as the target, this paper uses value at risk (VAR) to quantify int...

Cryptococcus neoformans var. gattii has an ecological association with five Eucalyptus species: E. blakelyi, E. camaldulensis, E. gomphocephala, E. rudis, and E. tereticornis. After human infections due to C. neoformans var. gattii were diagnosed in the states of Punjab, Himachal Pradesh, and Karnataka, India, a study was undertaken to investigate the association of C. neoformans var. gattii wi...

Identified vector autoregressive (VAR) models have become widely used on time series data in recent years, but finite sample inference for such models remains a challenge. In this study, we propose a conjugate prior for Bayesian analysis of normalized VAR models. Under the prior, themarginal posterior of VAR parameters involved in identification can be either derived in closed form or simulated...