This paper is about the class of problems where a large number of VaR estimates, using Monte Carlo simulation, are required for different portfolios, drawn from a fixed universe of products with a fixed data generating process. We focus on the matrix–vector product which dominates the computational cost of this problem. We develop a series of results based on deriving bounds for different matri...

Porcine respiratory coronavirus (PRCV) pathogenicity in pigs has been characterized using traditional PRCV isolates; however, information is lacking on of currently circulating isolates. Recently, a contemporary US variant was isolated. The infection dynamics that strain (PRCV-var) and (PRCV-trad) were compared. In brief, 4-week-old divided into three groups with five each. inoculated PRCV-trad...

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...

The development of data assimilation techniques for numerical weather prediction has been very successful ever since the early 1950s until now, starting with simple two-dimensional and univariate spatial interpolation techniques like the successive corrections (SC, Bergthorsson and Döös, 1955) ending up with the four-dimensional variational data assimilation (4D-Var, Rabier et al., 2000) and en...

Ait-Sahalia and Lo (2000) and Panigirtzoglou and Skiadopoulos (2004) have argued that Economic VaR (E-VaR), calculated under the option market implied risk neutral density is a more relevant measure of risk than historically based VaR. As industry practice requires VaR at high confidence level of 99%, we propose Extreme Economic Value at Risk (EE-VaR) as a new risk measure, based on the General...

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.

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...