the purpose of this study is estimation of daily value at risk (var) for total index of tehran stock exchange using parametric, nonparametric and semi-parametric approaches. conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated var and also to compare the performance of mentioned approaches. in most cases, based on backtesting statistics results, ...

(Received 00 Month 200x; In final form 00 Month 200x) We study experimentally parametric amplification in the continuous regime using a transverse-degenerate type-II Optical Parametric Oscillator operated below threshold. We demonstrate that this device is able to amplify either in the phase insensitive or phase sensitive way first a single mode beam, then a multimode image. Furthermore the tot...

Using two sets of data, including daily prices (open, close, high and low) of all S&P 500 stocks between 1992 and 1996, we perform a satistical test of the predictive capability of candlestick patterns. Out-of-sample tests indicate statistical signiŽcance at the level of 36 standard deviations from the null hypothesis, and indicate a proŽt of almost 1% during a two-day holding period. An essent...

We describe a framework for robust kinematic design based on tolerance analysis and parametric design via configuration space manipulation. The input is a parametric model of a planar mechanical system comprised of lower and higher kinematic pairs in open or closed loops. The robust synthesis task is to find a nominal design that functions correctly despite small parameter variations. This task...

The application of ergonomics in product design is essential to its accessibility and usability. The development of manual devices should be based on ergonomic principles. Effort perception analysis is an essential approach to understand the physical and subjective aspects of the interface. The objective of the present study was to analyze the effort perception during a simulated task with diff...

DesignScript, as the name suggests, is positioned at the intersection of design and programming. DesignScript can be viewed as part of the continuing tradition of the development of parametric and associative modeling tools for advanced architectural design and building engineering. Much of the thought processes that contribute to the effective use of DesignScript builds on the tradition of par...

BACKGROUND To establish whether a previously validated scoring system (Habib) for the prediction of risk or likelihood of posterior capsule rupture during phacoemulsification surgery could be used to: 1. Predict the difficulty of a phacoemulsification case, and 2. Select appropriate phacoemulsification cases for trainees. METHODS The study sample was consecutive phacoemulsification cases unde...

The Audit Commission in the UK recommends that patient information leaflets (PILs) should be audited by health professionals using a formal readability test. However, no such study on antiepileptic drugs (AEDs) has been identified in a Medline search. The aim of this study was to audit the readability of PILs prepared for marketed proprietary AEDs in the UK. Twelve PILs were compared with six a...