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Purpose: The purpose of this paper is to empirically evaluate the performance of seven different methods that are used when estimating Value-at-Risk for a portfolio of Swedish index-bonds with different maturities. As a supplementary objective, the paper tries to determine the history that one needs to account for when calculating VaR. Methodology: In order to calculate the VaR, a portfolio consi
The fragmentation of the Turkish society into religious, ethnic and ideological cleavages, as a result of a series of historical events, has led to armed conflicts and a series of military coups, claiming the life of thousands throughout history. Suffering from a democratic deficit, the Turkish state has repeatedly failed to create a system of democratic institutions that accommodates the interest
PURPOSE: To present a new perimetric index for calculating the rate of glaucomatous progression and to compare its performance with the traditional mean deviation index (MDI). DESIGN: Experimental study describing a device and retrospective cohort study. METHODS: We developed a new visual field index, the glaucoma progression index (GPI), intended to be less affected by cataract than the MDI by ca
A detailed physico-chemical characterisation of potential new cellulose sources (rice husk, hemp stalk, and coniferous needles), and microcrystalline cellulose (MCC) manufactured from them, was made in this work. The length and the width of the cellulose crystallites were determined by wide-angle X-ray scattering (WAXS), crystallinities were studied by means of WAXS and solid state cross polarisat
The aim of this contribution is partly to build consensus on a consistent modelling methodology (CMM) of complex real processes in wastewater treatment by combining classical concepts with results from applied mathematics, and partly to apply it to the clarification-thickening process in the secondary settling tank. In the CMM, the real process should be approximated by a mathematical model (proce
During atrial fibrillation (AF), time-frequency analysis of atrial signal has been applied to describe fibrillatory frequency trends. Recently, temporal changes in spectral shape have been investigated using the spectral profile technique. This profile is computed recursively by fitting each short-time log-spectrum to a spectral template, using amplitude scaling and frequency shifting. The purpose
We consider a symmetric, steady, and periodic water wave. It is shown that a locally vanishing vertical velocity component implies a flat or oscillating surface profile.
The present paper describes the synthesis and use of the hydrophobic squaric decyl ester glycosides in neoglycoconjugate chemistry. The 2-aminoethyl glycosides of agr-D-mannopyranose, lactose, globotriose, globotetraose, GM3, and sialyl Lewisx, as well as the 2-(2-aminoethylthio)ethyl glycoside of agr-D-mannopyranose, beta-D-glucopyranose, and galabiose were reacted with squaric acid didecyl ester
This article describes a PIXE system designed and constructed for routine longitudinal scanning of single hair strands. In constructing a PIXE system for trace elemental scans of single hair strands on a routine basis, a fairly intense beam has to be used but the heating damage must be kept to a minimum. The experimental conditions (charge integration, beam homogeneity etc.) have to be carefully c
We present a flexible and efficient program package written in C++, PROFASI, for simulating protein folding and aggregation. The systems are modeled using an all-atom description of the protein chains with only torsional degrees of freedom, and implicit water. The program package has a modular structure that makes the interaction potential easy to modify. The currently implemented potential is abl
