نتایج جستجو برای: مدلpanel var

تعداد نتایج: 25736  

2016
Denise Maria Wanderlei Silva

Copyright: © 2015 Silva D , et al . This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Cryptococcosis is a systemic human and animal infection that has emerged as a life-threatening opportunistic mycoses since th...

Journal: :Management Science 2013
Steve Zymler Daniel Kuhn Berç Rustem

Portfolio optimization problems involving Value-at-Risk (VaR) are often computationally intractable and require complete information about the return distribution of the portfolio constituents, which is rarely available in practice. These difficulties are compounded when the portfolio contains derivatives. We develop two tractable conservative approximations for the VaR of a derivative portfoli...

2010
Chuan-I Li Shu-Jiau Chiou Teng-Soung Tong Cheng-Yu Lee Lain-Tze Lee Ching-Ming Cheng

BACKGROUND The root of Boehmeria spp (ramie) is a hepatoprotective Chinese herbal medicine. Medicinal properties vary between Boehmeria nivea var. nivea and Boehmeria nivea var. tenacissima, which are local species found in Taiwan. As commercial preparations may use either species, there is a need for a rapid and simple assay to identify variants for quality control. METHODS Four methods were...

2012
Caroline O. Buckee Mario Recker

The var gene family of Plasmodium falciparum encodes the immunodominant variant surface antigens PfEMP1. These highly polymorphic proteins are important virulence factors that mediate cytoadhesion to a variety of host tissues, causing sequestration of parasitized red blood cells in vital organs, including the brain or placenta. Acquisition of variant-specific antibodies correlates with protecti...

2010
Joern Boeke Catherine Regnard Weili Cai Jørgen Johansen Kristen M. Johansen Peter B. Becker Axel Imhof

The histone methyltransferase SU(VAR)3-9 plays an important role in the formation of heterochromatin within the eukaryotic nucleus. Several studies have shown that the formation of condensed chromatin is highly regulated during development, suggesting that SU(VAR)3-9's activity is regulated as well. However, no mechanism by which this may be achieved has been reported so far. As we and others h...

2006
Robert J. Hill

I. Nomenclature: A) Cannabis sativa L.; B) marihuana, hemp, Mary Jane; chanvre (Fr.); canamo (Sp.); konopli (Ru); Kanf (Gr.) (Fig. 1); C) synonyms: There are many names for the horticultural variants of Cannabis sativa. Some names have been validly published in accordance with the International Code of Botanical Nomenclature. Names used in the literature (valid and invalid) include: C. ruderali...

2013
Binbin Li Sisi Li Juan Yin Jiang Zhong

Histone H3-lysine(9) (H3K9) trimethyltransferase gene Su(var) 3-9 was cloned and identified in three Spodoptera insects, Spodopterafrugiperda (S. frugiperda), S. exigua and S. litura. Sequence analysis showed that Spodoptera Su(var) 3-9 is highly conserved evolutionarily. Su(var) 3-9 protein was found to be localized in the nucleus in Sf9 cells, and interact with histone H3, and the heterochrom...

2015
Daniel B. Larremore Sesh A. Sundararaman Weimin Liu William R. Proto Aaron Clauset Dorothy E. Loy Sheri Speede Lindsey J. Plenderleith Paul M. Sharp Beatrice H. Hahn Julian C. Rayner Caroline O. Buckee

Antigens encoded by the var gene family are major virulence factors of the human malaria parasite Plasmodium falciparum, exhibiting enormous intra- and interstrain diversity. Here we use network analysis to show that var architecture and mosaicism are conserved at multiple levels across the Laverania subgenus, based on var-like sequences from eight single-species and three multi-species Plasmod...

2009
Rui Jorge Almeida Uzay Kaymak

Value at Risk (VaR) is a popular measure for quantifying the market risk that a financial institution faces into a single number. Due to the complexity of financial markets, the risks associated with a portfolio may vary over time. For accurate VaR estimation, it is necessary to have flexible methods that adapt to the underlying data distribution. In this paper, we consider VaR estimation by us...

2003
Martin Odening Jan Hinrichs

Martin Odening and Jan Hinrichs Abstract: This article examines problems that may occur when conventional Value-at-Risk (VaR) estimators are used to quantify market risks in an agricultural context. For example, standard VaR methods, such as variance-covariance method or historical simulation, can fail when the return distribution is fat tailed. This problem is aggravated when long-term VaR for...

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