Value-at-Risk (VaR) is widely used as a tool for measuring the market risk of asset portfolios. However, alternative VaR implementations are known to yield fairly different VaR forecasts. Hence, every use of VaR requires choosing amongst alternative forecasting models. This paper undertakes two case studies in model selection, for the S&P 500 index and India’s NSE-50 index, at the 95% and 99% l...

In Drosophila, SU(VAR)3-7 is an essential heterochromatin component. It is required for proper chromatin condensation, and changing its dose modifies position-effect variegation. Sumoylation is a post-translational modification shown to play a role in diverse biological processes. Here, we demonstrate that sumoylation is essential for proper heterochromatin function in Drosophila through modifi...

Interest rate guides financial resources to effectively flow and allocate, which prompt economic structure adjusting and economic development. Risk-measurement of interest rate is the basis of the risk management. Thus, accurately measuring interest rate risk is extremely significant. Based on the inter-bank bond repurchase rate as the target, this paper uses value at risk (VAR) to quantify int...

Cryptococcus neoformans var. gattii has an ecological association with five Eucalyptus species: E. blakelyi, E. camaldulensis, E. gomphocephala, E. rudis, and E. tereticornis. After human infections due to C. neoformans var. gattii were diagnosed in the states of Punjab, Himachal Pradesh, and Karnataka, India, a study was undertaken to investigate the association of C. neoformans var. gattii wi...

Identified vector autoregressive (VAR) models have become widely used on time series data in recent years, but finite sample inference for such models remains a challenge. In this study, we propose a conjugate prior for Bayesian analysis of normalized VAR models. Under the prior, themarginal posterior of VAR parameters involved in identification can be either derived in closed form or simulated...

The purpose of this study is to contrast the forecasting performance of two non-linear models, a regime-switching vector autoregressive model (RS-VAR) and a recurrent neural network (RNN), to that of a linear benchmark VAR model. Our specific forecasting experiment is UK inflation and we utilize monthly data from 1969-2003. The RS-VAR and the RNN perform approximately on par over both monthly a...

DNA/RNA Description TRPV1 gene consists of 17 exons and 17 introns including a coding region and a 5' and a 3' non-coding region. Transcription There are four transcript variants encoding the same protein, but with different segments in the 5' UTR (var.1, var.2, var.3, var.4) and one alternative splice variant lacking exon 7 (TRPV1b). TRPV1 gene transcription was demonstrated in different cells...