نتایج جستجو برای: مدلpanel var

تعداد نتایج: 25736  

2016
Ayu Narita Ayako Izuno Yoshiteru Komaki Takefumi Tanaka Jin Murata Yuji Isagi

PREMISE OF THE STUDY Microsatellite markers were identified for Melastoma tetramerum var. tetramerum (Melastomataceae), a critically endangered shrub endemic to the Bonin Islands, to reveal genetic characteristics in wild and restored populations. METHODS AND RESULTS Using next-generation sequencing, 27 microsatellite markers were identified. Twenty of these markers were polymorphic in M. tet...

Journal: :Comput. Sci. Inf. Syst. 2014
Vladimir Rankovic Mikica Drenovak Boban Stojanovic Zoran Kalinic Zora Arsovski

In this paper we solve the problem of static portfolio allocation based on historical Value at Risk (VaR) by using genetic algorithm (GA). VaR is a predominantly used measure of risk of extreme quantiles in modern finance. For estimation of historical static portfolio VaR, calculation of time series of portfolio returns is required. To avoid daily recalculations of proportion of capital investe...

Journal: :PLoS pathogens 2016
Anna Bachmann Michaela Petter Ralf Krumkamp Meral Esen Jana Held Judith A M Scholz Tao Li B Kim Lee Sim Stephen L Hoffman Peter G Kremsner Benjamin Mordmüller Michael F Duffy Egbert Tannich

Virulence of the most deadly malaria parasite Plasmodium falciparum is linked to the variant surface antigen PfEMP1, which is encoded by about 60 var genes per parasite genome. Although the expression of particular variants has been associated with different clinical outcomes, little is known about var gene expression at the onset of infection. By analyzing controlled human malaria infections v...

2012
Yixiao Sun David M. Kaplan

We develop a new asymptotic theory for autocorrelation robust tests using a vector autoregressive (VAR) covariance matrix estimator. In contrast to the conventional asymptotics where the VAR order goes to in…nity but at a slower rate than the sample size, we have the VAR order grow at the same rate, as a …xed fraction of the sample size. Under this …xed-smoothing asymptotic speci…cation, the as...

Journal: :Computers & OR 2016
Vladimir Rankovic Mikica Drenovak Branko Urosevic Ranko Jelic

In accordance with Basel Capital Accords, the Capital Requirements (CR) for market risk exposure of banks is a nonlinear function of Value-at-Risk (VaR). Importantly, the CR is calculated based on a bank’s actual portfolio, i.e. the portfolio represented by its current holdings. To tackle mean-VaR portfolio optimization within the actual portfolio framework (APF), we propose a novel mean-VaR op...

2009
Maria M. De Mello

This paper assesses the forecast performance of a set of VAR models under a growing number of restrictions. With a maximum forecast horizon of 12 years, we show that the farther the horizon is, the more structured and restricted VAR models have to be to produce accurate forecasts. Indeed, unrestricted VAR models, not subjected to integration or cointegration, are poor forecasters for both short...

Journal: :Mycologia 2006
Joseph F Bischoff Stephen A Rehner Richard A Humber

The anamorph genus Metarhizium is composed of arthropod pathogens, several with broad geographic and host ranges. Members of the genus, including "M. anisopliae var. frigidum" nomen nudum and Metarhizium flavoviride, have been used as biological insecticides. In a recent revision of the genus the variety "M. anisopliae var. frigidum" was suggested to be a synonym of M. flavoviride based largely...

Journal: :Revista iberoamericana de micologia 1997
H C Gugnani F Muotoe-Okafor

African histoplasmosis caused by Histoplasma capsulatum var. duboisii is an important deep mycosis endemic in Central and West Africa and in the island of Madagascar. The disease is characterized by presence of granulomatous lesions in the skin, subcutaneous tissues and bones. Lungs and other internal organs are rarely involved. The natural reservoir of the etiological agent has only been recen...

Journal: :Clinical cancer research : an official journal of the American Association for Cancer Research 2012
Ying Ni Charis Eng

PURPOSE Cowden syndrome (CS), a Mendelian autosomal-dominant disorder, predisposes to breast, thyroid, and other cancers. Germline variations in succinate dehydrogenase genes (SDHx) occur in approximately 10% PTEN mutation-negative CS and CS-like (CSL) individuals (SDH(var+)). We previously showed that SDHx variants result in elevated reactive oxygen species (ROS), disruption of nicotinamide ad...

1997
Olaf Chitil

Common subexpression elimination is a well-known compiler optimisation that saves time by avoiding the repetition of the same computation. To our knowledge it has not yet been applied to lazy functional programming languages, although there are several advantages. First, the referential transparency of these languages makes the identification of common subexpressions very simple. Second, more c...

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