نتایج جستجو برای: factor augmented var favar
تعداد نتایج: 915246 فیلتر نتایج به سال:
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,...
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 ...
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 ...
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...
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 ...
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.
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...
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...
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...
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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