50,066 research outputs found
Virtual Round Table on ten leading questions for network research
No full textThe following discussion is an edited summary of the public debate started during the conference "Growing Networks and Graphs in Statistical Physics, Finance, Biology and Social Systems" held in Rome in September 2003. Drafts documents were circulated electronically among experts in the field and additions and follow-up to the original discussion have been included. Among the scientists participating to the discussion L.A.N. Amaral, A. Barrat, A.L. Barabasi, G. Caldarelli, P. De Los Rios, A. Erzan, B. Kahng, R. Mantegna, J.F.F. Mendes, R. Pastor-Satorras, A. Vespignani are acknowledged for their contributions and editing
Letter from Carl Hayden to F. R. Goodman, County Engineer
No full textLetter from Carl Hayden to F. R. Goodman regarding the construction of new roads
Letter from Carl Hayden to F. R. Goodman
No full textLetter from Carl T. Hayden to F. R. Goodman concerning the purchase of Bright Angel Trail and construction of an approach road to the park
Letter from F. R. Goodman to Carl Hayden
No full textLetter from F. R. Goodman to Carl T. Hayden asking for clarification about the agreement to construct an approach road to the par
O elogio da mediocridade: percursos de Amadeu Amaral (☼1875 1929☼2009)
No full textCoordenação de Aperfeiçoamento de Pessoal de Nível SuperiorDoutor em HistóriaO elogio da mediocridade por Amadeu Amaral (􀂐1875 1929􀂐2009) constitui estrada
a projetos literários e políticos dos anos 1920 e seus arredores. Pelo elogio da
mediocridade Amadeu Amaral elaborou uma performance de instituição literária,
política e ética. O elogio da mediocridade perpassa todas as linguagens que o escritor
labutou e lutou: prosa e poesia, crítica literária, ensaios políticos, estudos folclóricos.
Foi nessa chave de leitura que tramei a minha metodologia: cruzando os diferentes
escritos/linguagens de Amadeu Amaral pude contrapô-los à cadeia histórica da sua
recepção crítica, dos seus contemporâneos aos meus contemporâneos. Desdobrado este
método em tese historiográfica, encontrei no estudo de Amadeu Amaral
questionamentos sobre alguns lugares-comuns ou heranças historiográficas da literatura
e política brasileiras, tais como as noções de república velha , pré-modernismo ,
modernismo e regionalismo do período 1889-1929. E dado que ao historiador cabe
buscar o presente do passado tentei ao máximo ser fiel às performances do autor:
elogiando a mediocridade no sentido daquilo que o é almejei traçar algumas rotas
alternativas. Uma nova oportunidade a Amadeu Amaral, para ele f(r)aturar tais heranças
ou lugares-comuns. Deixo então ao leitor o convite a também f(r)aturar. Esta tese
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
No full textThe Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure Value-at-Risk (VaR). The risk estimates of these models are used to determine capital requirements and associated capital costs of ADIs, depending in part on the number of previous violations, whereby realised losses exceed the estimated VaR. McAleer, Jimenez-Martin and Perez-Amaral (2009) proposed a new approach to model selection for predicting VaR, consisting of combining alternative risk models, and comparing conservative and aggressive strategies for choosing between VaR models. This paper addresses the question of risk management of risk, namely VaR of VIX futures prices. We examine how different risk management strategies performed during the 2008-09 global financial crisis (GFC). We find that an aggressive strategy of choosing the Supremum of the single model forecasts is preferred to the other alternatives, and is robust during the GFC. However, this strategy implies relatively high numbers of violations and accumulated losses, though these are admissible under the Basel II Accord.Median strategy; Value-at-Risk (VaR); daily capital charges; violation penalties; optimizing strategy; aggressive risk management; conservative risk management; Basel II Accord; VIX futures; global financial crisis (GFC)
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
No full textThe Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure Value-at-Risk (VaR). The risk estimates of these models are used to determine capital requirements and associated capital costs of ADIs, depending in part on the number of previous violations, whereby realised losses exceed the estimated VaR. McAleer, Jimenez-Martin and Perez- Amaral (2009) proposed a new approach to model selection for predicting VaR, consisting of combining alternative risk models, and comparing conservative and aggressive strategies for choosing between VaR models. This paper addresses the question of risk management of risk, namely VaR of VIX futures prices. We examine how different risk management strategies performed during the 2008-09 global financial crisis (GFC). We find that an aggressive strategy of choosing the Supremum of the single model forecasts is preferred to the other alternatives, and is robust during the GFC. However, this strategy implies relatively high numbers of violations and accumulated losses, though these are admissible under the Basel II Accord.Median strategy, Value-at-Risk (VaR), daily capital charges, violation penalties, optimizing strategy, aggressive risk management, conservative risk management, Basel II Accord, VIX futures, global financial crisis (GFC).
Erratum to: Effect of moderate red wine intake on cardiac prognosis after recent acute myocardial infarction of subjects with Type 2 diabetes mellitus (Diabetic Medicine, (2006), 23, 9, (974-981), 10.1111/j.1464-5491.2006.01886.x)
No full textIn an article by Marfella et al, the author name C. Saron is incorrect and should be listed as C. Sardu. Therefore the correct author list is: R. Marfella, F. Cacciapuoti, M. Siniscalchi, F. C. Sasso, F. Marchese, F. Cinone, E. Musacchio, M. A. Marfella, L. Ruggiero, G. Chiorazzo, D. Liberti, G. Chiorazzo, G. F. Nicoletti, C. Sardu, F. D'Andrea, C. Ammendola, M. Verza and L. Coppola.In an article by Marfella et al, the author name C. Saron is incorrect and should be listed as C. Sardu. Therefore the correct author list is: R. Marfella, F. Cacciapuoti, M. Siniscalchi, F. C. Sasso, F. Marchese, F. Cinone, E. Musacchio, M. A. Marfella, L. Ruggiero, G. Chiorazzo, D. Liberti, G. Chiorazzo, G. F. Nicoletti, C. Sardu, F. D'Andrea, C. Ammendola, M. Verza and L. Coppola
F. R. Leavis: The Creative University
No full textThis is a critical introduction to the educational thought of F. R. Leavis (1895-1978), the greatest English literary critic of the twentieth century, providing the first in-depth examination of Leavis's ideas in relation to contemporary mass higher education. During the course of a long, prolific and controversial academic career, which saw him take issue with figures such as Wittgenstein, T. S. Eliot and C. P. Snow, Leavis became one of the most articulate advocates for the idea of the university as 'a centre of consciousness and human responsibility' in the face of what he saw as the relentless technological drive of civilisation. With the journal Scrutiny which he co-founded, as well as his critical writings, Leavis became a decisive influence on generations of teachers in Britain and overseas. Widely misrepresented as narrowly elitist, his ideas about 'the creative university', with their radical, student-centred approach to teaching, constitute a powerful resource for a higher education system grappling with the contradictory demands of continuity and change. Based on original research, the study provides an overview of Leavis's life, work and heritage and his educational world view, and a comprehensive exploration of Leavis's pedagogy from theoretical and practical perspectives. It also includes a first-hand account by the author of being taught by Leavis in person
A versatile yeast model identifies the pesticides cymoxanil and metalaxyl as risk factors for synucleinopathies
No full textParkinson's disease (PD) is a neurodegenerative disorder characterized by the loss of dopaminergic neurons and the presence of Lewy bodies, which predominantly consist of aggregated forms of the protein alpha-synuclein (aSyn). While these aggregates are a pathological hallmark of PD, the etiology of most cases remains elusive. Although environmental risk factors have been identified, such as the pesticides dieldrin and MTPT, many others remain to be assessed and their molecular impacts are underexplored. This study aimed to identify pesticides that could aSyn aggregation using a humanized yeast model expressing aSyn fused to GFP as a primary screening platform,which we validated using dieldrin.. We found that the pesticides cymoxanil and metalaxyl induce aggregation of aSyn in yeast, which we confirmed also occurs in a model of aSyn inclusion formation using human H4 cells. In conclusion, our approach generated invaluable molecular data on the effect of pesticides, therefore providing insights into mechanisms associated with onset and progression of PD and other synucleinopathies.Investigation by the authors has been supported by national funds (Portuguese Science Foundation, FCT) via the institutional programs supporting CBMA (UIDB/04050/2020, DOI: 10.54499/UIDB/04050/2020) and ARNET (LA/P/0069/2020, DOI: 10.54499/LA/P/0069/2020), and funding to Susana Chaves DOI:10.54499/DL57/2016/
CP1377/CT0026. Leslie Amaral and Filipa Mendes were supported by individual doctoral grants (2020.05944.BD) and (SFRD/BD/147574/2019) by FCT. T.F.O. is supported by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany’s Excellence Strategy -
EXC 2067/1-390729940, and by SFB1286(B8).info:eu-repo/semantics/publishedVersio
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