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基于Generalized-Hyperbolic分布模型,采用极大似然方法,利用中国市场数据对VaR和CVaR进行了动态拟合、实证结果以及模型的后测检验.结果表明:使用Generalized-Hyperbolic分布比使用正态分布可以有效地降低VaR计算失败的次数,且置信度越高其拟合效果越好,是一种很好的静态VaR,CVaR估计方法.  相似文献   
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A highly efficient technique, termed PCR-mediated chromosome splitting (PCS), was used to create cells containing a variety of genomic constitutions in a haploid strain of Saccharomyces cerevisiae. Using PCS, we constructed two haploid strains, ZN92 and SH6484, that carry multiple mini-chromosomes. In strain ZN92, chromosomes IV and XI were split into 16 derivative chromosomes, seven of which had no known essential genes. Strain SH6484 was constructed to have 14 mini-chromosomes carrying only non-essential genes by splitting chromosomes I, II, III, VIII, XI, XIII, XIV, XV, and XVI. Both strains were cultured under defined nutrient conditions and analyzed for combinatorial loss of mini-chromosomes. During culture, cells with various combinations of mini-chromosomes arose, indicating that genomic reorganization could be achieved by splitting chromosomes to generate mini-chromosomes followed by their combinatorial loss. We found that although non-essential mini-chromosomes were lost in various combinations in ZN92, one mini-chromosome (18kb) that harbored 12 genes was not lost. This finding suggests that the loss of some combination of these 12 non-essential genes might result in synthetic lethality. We also found examples of genome-wide amplifications induced by mini-chromosome loss. In SH6484, the mitochondrial genome, as well as the copy number of genomic regions not contained in the mini-chromosomes, was specifically amplified. We conclude that PCS allows for genomic reorganization, in terms of both combinations of mini-chromosomes and gene dosage, and we suggest that PCS could be useful for the efficient production of desired compounds by generating yeast strains with optimized genomic constitutions.  相似文献   
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Flow cytometry (FCM) and aerobic plate count (APC) by the culture method were performed on green tea samples spiked with Escherichia coli type strain NCTC9001 (ATCC11775) solutions of different concentrations. In FCM, fluorescence signals from multiple stained bacteria and other fluorophores are detected using detector channels, and recorded as events with a voltage at each channel. FCM data were analyzed in two ways: conventional and multivariate analysis. In the former, the number of events with voltages larger than the defined threshold values was regarded as the predicted APC. In the latter, voltage histograms of all channels were obtained and merged horizontally to serve as explanatory variables. Then a partial least squares regression (PLSR) model was built to predict APC from the histogram data. The coefficient of determination (R2) and the root mean square error (RMSE) between APC by the culture method and that predicted by conventional FCM were 0.916 and 1.08 cfu/ml2. The APC values predicted by the PLSR model and those measured were in good agreement with R2 of 0.982 and RMSE of 0.417 cfu/ml, which verified the potential of the proposed method for improving APC prediction accuracy by FCM.  相似文献   
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The prorenin/renin receptor ((P)RR) is a multifunctional protein that is widely distributed in various organs. Despite intensive research for more than 20 years, this receptor has not been fully characterized. In this study, we generated mice overexpressing the tubular epithelial (P)RR gene ((P)RR-TG mice) to test the previously reported functional role of (P)RR by Ramkumar et al. in 2015 using tubular specific (P)RR KO mice. (P)RR-TG mice were maintained and analyzed in individual metabolic cages and were administered angiotensin II blocker (ARB), direct renin inhibitor (DRI), and bafilomycin, that is, vacuolar ATPase (V-ATPase) antagonist. (P)RR-TG mice were hypertensive and had alkalized urine with lower osmolality and Na+ excretion. ARB and DRI, but not bafilomycin, concurrently decreased blood pressure. Bafilomycin acidized urine of (P)RR-TG mice, or equivalently this phenomenon restored the effect of overexpressed transgene, suggesting that (P)RR functioned as a V-ATPase in renal tubules. Afterall, (P)RR-TG mice were mated with alternative renin transgenic mice (ARen2-TG), which we identified as intracellular renin previously, to generate double transgenic mice (DT-TG). Lethal renal tubular damage was observed in DT-TG mice, suggesting that intracellular renin may be a ligand for (P)RR in tubules. In summary, (P)RR did not substantially affect the tissue renin-angiotensin system (RAS) in our model of tubular specific (P)RR gene over-expression, but alternative intracellular renin may be involved in (P)RR signaling in addition to conventional V-ATPase function. Further investigations are warranted.  相似文献   
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Chloride penetration and calcium dissolution have been investigated for a saturated concrete after exposure to a 0.5 mol/L NaCl solution for a period of up to 3150 days. Simultaneous ion transport model (SiTraM) that allows the transport of chloride and calcium ions to be simultaneously simulated in a hydrated cement system has been used to verify the experimental results.Self-compacting concrete (SCC) with a water to cement ratio of 0.3 resulted in a limited chloride penetration depth while the calcium dissolution was also reduced within the near surface zone. Increased unit water content for normal concrete resulted in higher chloride penetration depth and larger dissolution front of Ca(OH)2 regardless of having the same water to cement ratio.It was revealed that the SiTraM can predict the profiles of chloride and calcium for self-compacting concrete. It was also found that the primary factor to control chloride penetration front and the dissolution front of Ca(OH)2 was the pore structure characteristic of concrete.  相似文献   
27.
The elemental composition of a single yeast, green alga, or red blood cell (RBC) was precisely determined by using inductively coupled plasma-mass spectrometry (ICP-MS) operating in fast time-resolved analysis (TRA) mode. The technique is known as single-cell (SC)-ICP-MS. Phosphorus, sulfur, magnesium, zinc, and iron were detected in the three types of cell. The elemental composition of yeast and green alga obtained by SC-ICP-MS was consistent with results obtained from conventional ICP-MS measurements following acid digestion of the cells. Slight differences were found in the measured values between SC-ICP-MS and the conventional ICP-MS results for RBC. However, the SC-ICP-MS results for S and Fe in RBC were closer to the estimated values for these elements that were calculated from the level of hemoglobin in RBCs. The data suggest that SC-ICP-MS is suitable for the analysis of various cell types, namely, fungus, plant, and animal cells.  相似文献   
28.
Comprehensive analyses of mitochondrial (mt)DNA of a recipient of heart transplantation at age 7 because of severe cardiomyopathy revealed three germ line point mutations, each one in the 12S rRNA gene, in the CO1 gene and in the cytochrome b gene, respectively. As the somatic mutation, extensive fragmentation of mtDNA associated with 212 kinds of deletions was detected in contrast to 5 kinds in an age-matched negative control. A recipient's positive control having almost the same base-substitutions and mutations with the recipient except one in the CO1 gene also developed severe cardiomyopathy died at age 20. The close relation between phenotype and mtDNA genotype provides the basis of our understanding of cell death and premature ageing.  相似文献   
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