the thermo-hydraulic behavior of the air flow over a two dimensional ribbed channel wasnumerically investigated in various rib-width ratio configurations (b/h=0.5-1.75) atdifferent reynolds numbers, ranging from 6000 to 18000. the capability of differentturbulence models, including standard k-ε, rng k-ε, standard k-ω, and sst k-ω, inpredicting the heat transfer rate was compared with the experi...

It has recently been demonstrated that activity of the essential JIL-1 histone H3S10 kinase is a major regulator of chromatin structure and that it functions to maintain euchromatic domains while counteracting heterochromatization and gene silencing. In the absence of JIL-1 kinase activity, the major heterochromatin markers histone H3K9me2 and HP1 spread in tandem to ectopic locations on the ch...

This paper measured the value at risk (VaR) and expected shortfall (ES) of the US Treasury yield changes. The US Treasury yield data were tested and found to be not normally distributed. Consequently, the mixture normal model (MNM) was used to improve the delta normal VaR and ES measures. It performed extraordinarily well in all cases, based on bootstrapping and mean square error tests. In addi...

BACKGROUND Adenophora triphylla var. japonica is empirically used for controlling airway inflammatory diseases in folk medicine. We evaluated the gene expression and production of mucin from airway epithelial cells in response to lupenone, lupeol and taraxerol derived from Adenophora triphylla var. japonica. METHODS Confluent NCI-H292 cells were pretreated with lupenone, lupeol or taraxerol f...

The conventional wisdom in macroeconomic modeling is to attribute business cycle fluctuations to innovations in the level of the fundamentals. Though volatility shocks could be important too, their propagating mechanism is still not well understood partly because modeling the latent volatilities can be quite demanding. This paper suggests a simply methodology that can separate the level factors...

Estimating the rank of the coefficient matrix is a major challenge in multivariate regression, including vector autoregression (VAR). In this paper, we develop a novel fully Bayesian approach that allows for rank estimation. The key to our approach is reparameterizing the coefficient matrix using its singular value decomposition and conducting Bayesian inference on the decomposed parameters. By...

In credit risk modelling, the correlation of unobservable asset returns is a crucial component for the measurement of portfolio risk. In this paper, we estimate asset correlations from monthly time series of Moody’s KMV asset values for around 2,000 European firms from 1996 to 2004. We compare correlation and value-atrisk (VaR) estimates in a one–factor or market model and a multi-factor or sec...

Different local projection (LP) estimators for structural impulse responses of proxy vector autoregressions are reviewed and compared algebraically with respect to their small sample suitability inference. Conditions numerical equivalence similarities some provided. Two generalized least squares (GLS) found be more accurate than the other LP in samples. In particular, a lag-augmented GLS estima...