نتایج جستجو برای: factor augmented var favar

تعداد نتایج: 915246  

2014
Yana Zhang Ning Jiang Zhiguang Chang Henan Wang Huijun Lu Mats Wahlgren Qijun Chen

Plasmodium falciparum erythrocyte membrane protein 1 (PfEMP1) is an important virulence factor encoded by a family of 59 var genes, including 56 var genes plus 3 small var3 genes. The var genes are among the most diverse sequences in the P. falciparum genome, but the var3 genes are found conserved in most P. falciparum strains. Previous studies have been mainly focused on the typical var genes,...

Journal: :European Journal of Operational Research 2003
Giuseppe Castellacci Michael J. Siclari

This paper intends to critically evaluate state-of-the-art methodologies for calculating the VaR of non-linear portfolios from the point of view of computational accuracy and efficiency. We focus on the quadratic portfolio model, also known as “DeltaGamma,” and, as a working assumption, we model risk factor returns as multi-normal random variables. We present the main approaches to Delta-Gamma ...

2000
Michael S. Gibson Matthew Pritsker

Jamshidian and Zhu (1997) propose a discrete grid method for simplifying the computation of Value at Risk (VaR) for fixed-income portfolios. Their method relies on two simplifications. First, the value of fixed income instruments is modeled as depending on a small number of risk factors chosen using principal components analysis. Second, they use a discrete approximation to the distribution of ...

2006
Robert P. Adams Andrea E. Schwarzbach

Recent DNA sequencing data have shown that J. flaccida var. flaccida, J. f. var. martinezii and J. f. var. poblana are polyphyletic taxa. Additional analysis using Random Amplified Polymorphic DNAs (RAPDs) analyses for J. durangensis, J. flaccida var. flaccida, var. martinezii, and var. poblana, J. jaliscana, J. monticola and J. standleyi revealed exactly the same pattern of relationships as se...

2009
Ana M. García Gustavo E. Schrauf Graciela González Lidia Poggio Carlos A. Naranjo Marck P. Dupal Germán C. Spangenberg John W. Forster

Bromus setifolius var. pictus (Hook) Skottsb., B. setifolius var. setifolius Presl. and B.setifolius var. brevifolius Ness are three native Patagonian taxa in the section Pnigma Dumort of the genus Bromus L. AFLP and RAPD analysis, in conjunction with genetic distance measurements and statistical techniques, revealed variation within this group and indicated that B. setifolius var. brevifolius ...

Journal: :Journal of the American Mosquito Control Association 1992
M F Suarez G G Marten G G Clark

A simple method for indoor and outdoor cultivation of Mesocyclops aspericornis, Macrocyclops albidus and Mesocyclops n. sp. copepods is presented. This method utilizes Chilomonas sp., Paramecium caudatum and fresh lettuce as food sources for copepod cultures. Steps for initiating and maintaining copepod cultures are provided.

2015
Chang-Jiang Yang He-Ping Tan Fu-Yi Yang Chun-Ling Liu Biao Sang Xiao-Mei Zhu Yi-Jie Du

Autism spectrum disorders (ASD) is a severe neurodevelopmental disorder characterized by impairments in social interaction and repetitive behaviors. Diagnosis of ASD is currently phenotype based with no reliable laboratory test available to assist clinicians. The desire for clinically useful and reliable biomarkers is strong. Researches have shown that individuals with autism often exhibit dysf...

2000
B. WANG

The formulation of the National Centers for Environmental Prediction four-dimensional variational dataassimilation (4D-Var) system is described. Results of applying 4D-Var over a one-week assimilation period, with a full set of physical parametrizations, are presented and compared with those of 3D-Var. The linearization has been performed without simplifications and, therefore, the tangent-line...

Journal: :Review of Quantitative Finance and Accounting 2021

We investigate the extent to which a parsimonious measure of maximum likely loss that captures tail risk returns—known as value-at-risk (VaR)—explains relationship between accruals and cross-sectional dispersion expected stock returns. construct portfolios based on Sloan’s (Account Rev 71(3):289–315, 1996) total (TA) individual asset-level VaR, reflects dynamic behavior asset distribution. docu...

Journal: :Genetics 2002
Thomas Westphal Gunter Reuter

Compact chromatin structure, induction of gene silencing in position-effect variegation (PEV), and crossing-over suppression are typical features of heterochromatin. To identify genes affecting crossing-over suppression by heterochromatin we tested PEV suppressor mutations for their effects on crossing over in pericentromeric regions of Drosophila autosomes. From the 46 mutations (28 loci) stud...

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