implementation of a value at risk system

... the most up to date ‘‘truth’’ about the state of the data on disk The main difference is that database systems not use the log as the final repository for data: a separate data area is reserved ... separate data area of these database systems means that they not need the segment cleaning mechanisms of the Sprite LFS to reclaim log space The space occupied by the log in a database system can ... more skewed towards the utilization at which cleaning occurs; as a result, segments are cleaned at a higher average utilization benefit free space generated * age of data (1−u)*age = = cost cost...

Ngày tải lên: 12/09/2012, 15:05

... GEA Westfalia Separator is mostly used for waste water treatment (GEA, 2012) It consists of decanters and separators operating continuously that are efficient in clarification and separation, and ... Company, a brewpub located at Waterfront At SteamWorks, we asked how they dealt with waste grains, and found out that waste grains can be used for plant fertilizers and animal feed In fact, waste grains ... well as reducing disposal costs Another alternative for wastewater treatment is to transport the waste water to the Iona Island Sewage Treatment facility via the Greater Vancouver Regional District...

Ngày tải lên: 08/03/2014, 23:20

... nature to a data manager which fails to free data, but is easier to detect and prevent • Data manager changes data A malicious data manager may change the value of its data on each cache refresh ... access to cached data than the data manager has permitted (e.g., a write fault on a page made read-only by a pager_data_lock call), the kernel issues a pager_data_unlock call The data manager is ... Requests data from an external data manager pager_data_write(memory_object, offset, data, data_count) Writes data back to a memory object pager_data_unlock(memory_object, pager_request_port, offset,...

Ngày tải lên: 12/09/2012, 15:05

... valueis created,or determinedautomatically by the system Catalog Management: Each E-ADT can provide catalogs that maintain statisticsand storeschemainformation Further, certain valuesmay be named Query ... supports relational data as well as sequencedata, using a novel design paradigm of enhancedabstractdata types (BADTs ) The systemimplementation basedon this paradigmallows sequence relational queriesto ... on Management of Data, May 1994 [CS92] RakeshChandmand Arie Segev.ManagingTemporalFinancial Data in anExtensible Database.In Proceedings of the International Conference on Very Large Databases(VWB),...

Ngày tải lên: 16/03/2014, 16:20

... time to maturity w is the natural death rate of the immature prey population d1 is the natural death rate of the mature prey population d2 is the natural death rate of the predator population The ... constant r We also assume that the death rate of mature population is of a logistic nature, that is, proportional to the square of the population with proportionality constant η2 In this paper, we ... reproduction rate of the predators The predator population is birth pulse as intrinsic rate of natural increase and density dependence rate of predator population are denoted by a, b, respectively...

Ngày tải lên: 21/06/2014, 11:20

... occurred at Xmin of zero padded projection vector with a value of Ymin In each group, also the smallest maximum is at Xsmax of zero padded projection vector with a value of Ysmax If at least one ... is a platform to implement hardware in the gate level abstraction Since the designs are executed in parallel, speed of the FPGA implementation of any system is higher than speed of its software ... articles An FPGA implementation also is presented to obtain a high speed The FPGA implementation result shows that the proposed algorithm and its implementation method have a high speed and accuracy...

Ngày tải lên: 21/06/2014, 19:20

... and Masaomi Iyo1,3 Department of Psychiatry, Chiba University Graduate School of Medicine, Chiba, Japan Department of Psychiatry, Sodegaura Satsukidai Hospital, Chiba, Japan Division of Clinical ... Case presentation The patient was a 19-year-old Japanese unmarried office worker with no personal or familial history of psychiatric problems On presentation he complained of deterioration of ... work, which lasted for more than years of follow-up Ethical approval The treatment of the reported case was made according to standard clinical practice, and ethical approval was obtained from...

Ngày tải lên: 09/08/2014, 01:21

... people at NYHRE who logistically set up of the research and assisted with data analysis: Eddie Rivera and Ken Teasley, Data Coordinator We also appreciate the work of AED staff and consultants: Kathryne ... support to traditional drug treatment and leaves harm reduction initiatives at a disadvantage As a result, considerable research has been conducted to develop outcomes of drug treatment and assess ... 26% African American, 50% Latino, and 24% white; 72% male and 28% female; 17% ≤29 years of age; 26% between 30–39 years; and 45% ≥40 years of age First, clients participated in groups that allowed...

Ngày tải lên: 11/08/2014, 20:20

... 16) at t2 The Tanzanian and German board of the organization managing the orphanage gave their consent and ethical approval Materials The interview sets were basically identical for both assessments ... at home and school in Tanzania [20] To date no prevalence rates for Tanzania are available [20], but Straus [17] reported that more than two thirds of Tanzanian students did not strongly disagree ... Although many orphanages exist and care for OVC, a detailed evaluation of education and care in orphanages lacks in most cases However, some studies have examined aspects of how orphanages could...

Ngày tải lên: 13/08/2014, 18:22

... established MET criteria might aid in early recognition of patients at risk of an unfavourable outcome Materials and methods Setting Table Vital Sign Scoring parameters Airway • threatened airway: ... data related to their stay can be used in observational studies; data of patients who declined were not included in the study Statistical analysis The data were not normally distributed, and are ... a simple scoring system that allows identification of at- risk patients within minutes after arrival Whether it facilitates rapid commencement of treatment and improves the outcome of these patients...

Ngày tải lên: 14/08/2014, 07:21

... -sim u latio n " com pilation targets (an alo go us to the FIDL Netlist target) that au to m atically create a bitstream A fter creating the bitstream , S ystem G en erato r au tom atically in ... spherical co o rdinate system at the Tx and Rx p B ecause w e focus on a n te n n a spacin g, only LO S path is analy zed at this situation Figure A general MI1MO system with ULAs at both the Tx and ... channel In addition, w e only pay attention to uniform antenna arrays in this section, that is, all an tennas are aligned and equally separated in the tran sm it and receive antenna arrays 8 2.2.1...

Ngày tải lên: 25/03/2015, 11:04

... although Fusano [17] has found a difference of 5,5% between annual average daily irradiation obtained at the weather station INMET and database SWERA To conclude, this paper considered 5,5% of ... solução para a eficiência energética Disponível em: Acesso em: 02 maio 2014 [5] Bo, Wang, Ka, Lan Analysis of the distributed generation ... also a minigenerator of energy, and that energy generated in case of surplus is sold to the dealership for a premium rate 2,5 to times the normal rate This variation is a function of the location...

Ngày tải lên: 09/09/2015, 10:32

... calculate VaR The common approaches of VaR calculation include historical simulation, variance-covariance approach, Monte Carlo simulation and DeltaGamma approximation 1.2.1 Historical simulation ... nonlinear portfolios We also consider the application of this new method to standard Monte Carlo simulation and Quasi Monte Carlo simulation A computer implementation of Value- at- Risk simulation was ... relationship of many risk factors which are assumed to be normally distributed and by the forecast of covariance matrix ∑ Generally, variance-covariance approach can accommodate a large number of assets...

Ngày tải lên: 03/10/2015, 20:59

... a doubling of the value- at- risk measures for each of the twelve approaches Mean relative bias is measured in percentage terms, so that a value of 0.10 implies that a given value- atrisk approach ... years of daily data) and across a large number of portfolios, we arrive at a clear picture of how value- at- risk models would actually have performed for linear foreign exchange market risk of a large ... percent—can have a substantial effect on the performance of value- at- risk approaches INTRODUCTION TO VALUE- AT- RISK MODELS A value- at- risk model measures market risk by determining how much the value of...

Ngày tải lên: 04/10/2015, 08:08

... that the filter fabricated exhibit characteristic that is very close to that attained through simulation 16 Chapter 2: Test and Evaluation of the Initial Fabricated IC 2.6 Test and Evaluation of ... instrumentation amplifier has a total integrated input referred noise (0.1Hz to 125Hz) of as low as 6.4949µV whereas the low pass filter simulated is highly accurate and have an attenuation of 44.74dB ... digital signals Lastly, as even a small deviation of the bioelectric signals is important in the diagnosis of a patient; an accurate analog-to-digital converter is required so that the output waveform...

Ngày tải lên: 22/10/2015, 21:19

Ngày tải lên: 26/11/2015, 23:08

... of data that could allow for a structured evaluation of the organizational changes It is evident that a well-planned evaluation of changes in the organizations, before they are actually made, ... this article as: Lindström et al.: Implementation of a new emergency medical communication centre organization in Finland - an evaluation, with performance indicators Scandinavian Journal of Trauma, ... several databases Approximately 40% of all emergency calls during the period 2002-2005 were available from the municipality-based databases The rest of the data could not be gathered since it was...

Ngày tải lên: 25/10/2012, 10:02

... (ALM) đo lường phương pháp Earning at risk Với trading book, hoạt động mua bán tự doanh tài sản tài chính, ngân hàng sử dụng Value at risk để đo lường rủi ro giảm giá trị tài sản Tuy nhiên, VaR ... phát triển thực nghiệm Value at Risk Value at Risk phát triển d a kế th a từ phương pháp đo lường rủi ro trước Rủi ro hiểu độ bất định giá Để quản lý tốt rủi ro (và qua lợi nhuận), công cụ đo ... thống VaR ngân hàng cho kết xác, sở để quan đ a khuyến nghị hay định vốn hoạt động kinh doanh ngân hàng TÀI LIỆU THAM KHẢO Value at Risk 3rd – Philippe Jorion – 2003 Workshop - Assets & Liabilities...

Ngày tải lên: 03/12/2012, 11:38

... ro” - Phương pháp VaR - (Value at Risk) phương pháp quản trị rủi ro thị trường tài sản, danh mục Khái quát mô hình VaR 2.1 Khái niệm VaR: - VaR tổn thất tối thiểu khoảng thời gian định với điều ... mức α hàm Fk(x) Ta ký hiệu đại lượng VaR(k, α) dấu âm VaR biểu thị tổn thất (thua lỗ) Như ta có Pr(P&L(k) ≤ VaR(k, α)) = α Từ suy ý ngh a VaR(k, α): nhà đầu tư nắm giữ danh mục P sau chu kỳ k, với ... suy t ∼ N(0,1) Ta có công thức tính VaR: σ (1.) VaR(1 ngày, (1- α)100% ) = μ + N-1(α)σ Pr(rt < VaR) Pr(rt < VaR) μ VaR VaR ri ri Hình Mô hình VaR gọi mô hình VaR đơn giản (Simple VaR) giả thiết...

Ngày tải lên: 22/04/2013, 11:28

... the pollutants concentration was low in the rain season (from May to October) The data from the local weather station showed that the average annual rainfall and evaporation was 802mm and 2093mm, ... which behaved as that the flux was small and the pollutants concentration was high because of high evaporation (from November to the April of next year) in dry season, and the flux was big and the ... period The temperature was varied from 8℃to 25℃ and the mean temperature was about 15℃ The water quality of village sewage was shown in Table The influent flux was in a wide fluctuation from 20...

Ngày tải lên: 05/09/2013, 08:40