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...

The purpose of this study is to contrast the forecasting performance of two non-linear models, a regime-switching vector autoregressive model (RS-VAR) and a recurrent neural network (RNN), to that of a linear benchmark VAR model. Our specific forecasting experiment is UK inflation and we utilize monthly data from 1969-2003. The RS-VAR and the RNN perform approximately on par over both monthly a...

DNA/RNA Description TRPV1 gene consists of 17 exons and 17 introns including a coding region and a 5' and a 3' non-coding region. Transcription There are four transcript variants encoding the same protein, but with different segments in the 5' UTR (var.1, var.2, var.3, var.4) and one alternative splice variant lacking exon 7 (TRPV1b). TRPV1 gene transcription was demonstrated in different cells...

The stock market represents one of the most complex mechanisms in financial world. It can be seen as a living being with ways to enact, interact, evolve, defend, and respond various stimuli. Technical analysis is techniques based on data’s graphical aspects. News sentiment indices are very highlight another important part behavioral finance. In this study, we propose an integrated approach orde...

PREMISE OF THE STUDY Microsatellite markers were identified for Melastoma tetramerum var. tetramerum (Melastomataceae), a critically endangered shrub endemic to the Bonin Islands, to reveal genetic characteristics in wild and restored populations. METHODS AND RESULTS Using next-generation sequencing, 27 microsatellite markers were identified. Twenty of these markers were polymorphic in M. tet...

In this paper we solve the problem of static portfolio allocation based on historical Value at Risk (VaR) by using genetic algorithm (GA). VaR is a predominantly used measure of risk of extreme quantiles in modern finance. For estimation of historical static portfolio VaR, calculation of time series of portfolio returns is required. To avoid daily recalculations of proportion of capital investe...

Virulence of the most deadly malaria parasite Plasmodium falciparum is linked to the variant surface antigen PfEMP1, which is encoded by about 60 var genes per parasite genome. Although the expression of particular variants has been associated with different clinical outcomes, little is known about var gene expression at the onset of infection. By analyzing controlled human malaria infections v...

We develop a new asymptotic theory for autocorrelation robust tests using a vector autoregressive (VAR) covariance matrix estimator. In contrast to the conventional asymptotics where the VAR order goes to in…nity but at a slower rate than the sample size, we have the VAR order grow at the same rate, as a …xed fraction of the sample size. Under this …xed-smoothing asymptotic speci…cation, the as...