نتایج جستجو برای: روش var
تعداد نتایج: 394555 فیلتر نتایج به سال:
From 2150 isolates from raw milk and milk products, yeast strains were surveyed to produce glucosylceramide from cheese whey. Most of the 54 strains that had accumulated a detectable amount of glucosylceramide were identified as Kluyveromyces lactis var. lactis. The cells of K. lactis var. lactis strain M-11 derived from domestic raw milk accumulated glucosylceramide 2.5-fold higher than K. lac...
In this study, we propose an improved fuzzy multi-objective portfolio selection model (VaR-MOPSM) with distinct risk measurements. The VaR-MOPSM can precisely evaluate the investment and increase the probability of obtaining the expected return. When building the model, fuzzy Value-at-Risk (VaR), which can directly reflect the greatest loss of a selection case under a given confidence level, is...
While the importance of Granger-causal (G-causal) relationships for learning vector autoregressive models (VARs) is widely acknowledged, the state-of-theart VAR methods do not address the problem of discovering the underlying Gcausality structure in a principled manner. VAR models can be restricted if such restrictions are supported by a strong domain theory (e.g. economics), but without such s...
simply stated, a vaR model is a model of the distribution of future profits and losses of a bank’s trading portfolio. vaR models combine information on a bank’s trading positions across various products with statistical estimations of the probability distribution of the underlying market factors and their relation to each other. the final output of a vaR model is a vaR estimate, which is define...
Malaria parasites use antigenic variation to avoid immune clearance and increase the duration of infection in the human host. Variation at the surface of P. falciparum-infected erythrocytes is mediated by the differential control of a family of surface antigens encoded by var genes. Switching of var gene expression occurs in situ, mostly from telomere-associated loci, without detectable DNA alt...
Sequence data from four gene regions (nrDNA, petN-psbM, trnD-trnT, trnS-trnG, 3,705 bp) revealed that junipers from the southern mountain ranges of Iran are very diverse. The combined NJ tree (3,705 bp) showed strong support for the distinct nature of J. excelsa, J. polycarpos, J. p. var. turcomanica, and J. p. var. seravschanica. The samples from NW Iran are J. polycarpos and samples from NE I...
Recognizing the drawbacks of Value-at-Risk (VaR), researchers have advocated the use of Conditional Value-at-Risk (CVaR). However, the current popularity of VaR and Stress Testing (ST) among bank regulators raises the question of whether a risk management system based on both VaR and ST constraints is an effective alternative to a system based on CVaR. We show that when the VaR and ST bounds ar...
چکیده: تحقیق حاضر به بررسی اثرات نرخ ارز اسمی و نوسانات نرخ ارز حقیقی بر صادرات غیر نفتی طی دوره زمانی 1353-1391 پرداخته است. در این تحقیق سعی شد به سوالات زیر پاسخ داده شود؛ 1- آیا برای صادرکنندگان ریسک گریز، افزایش نوسانات نرخ ارز حقیقی با کاهش حجم صادرات همراه است؟ 2- آیا می توان افزایش نرخ ارز اسمی را به عنوان یک سیاست تشویقی برای صادرات غیرنفتی مطرح کرد؟ 3- آیا نوسانات نرخ ارز حقیقی، طی د...
در این پژوهش، با استفاده از مدل های خانواده arch و روش شبیه سازی دورانی، الگوهای مناسب برآورد ارزش در معرض ریسک (var) را برای داده های شاخص روزانه بورس اوراق بهادار تهران در دوره 1377-1386 مورد بررسی قرار می دهیم. مقایسه دقت پیش بینی الگوهای انتخابی پس از 1000 بار شبیه سازی خارج از نمونه، با استفاده از دو آزمون پوشش شرطی و پوشش غیرشرطی انجام شده است. نتایج نشان می دهد در بین برآوردکنندگان var، ...
Antigenic variation in Plasmodium falciparum is regulated by transcriptional switches among members of the var gene family, each expressed in a mutually exclusive manner and encoding a different variant of the surface antigens collectively named PfEMP1. Antigenic switching starts when the first merozoites egress from the liver and begin their asexual proliferation within red blood cells. By era...
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