Qualitative behavior of giving up smoking models.
In this paper we present a method for evaluating the importance of GO terms which compose multi-attribute rules. The rules are generated for the purpose of biological interpretation of gene groups. Each multi-attribute rule is a combination of GO terms and, based on relationships among them, one can obtain a functional description of gene groups. We present a method which allows evaluating the influence of a given GO term on the quality of a rule and the quality of a whole set of rules. For each...
Without any doubt, credit risk is one of the most important risk types in the classical banking industry. Consequently, banks are required by supervisory audits to allocate economic capital to cover unexpected future credit losses. Typically, the amount of economical capital is determined with a credit portfolio model, e.g. using the popular CreditRisk+ framework (1997) or one of its recent generalizations (e.g. [8] or [15]). Relying on specific distributional assumptions, the credit loss distribution...
The problem of quantile hedging for basket derivatives in the Black-Scholes model with correlation is considered. Explicit formulas for the probability maximizing function and the cost reduction function are derived. Applicability of the results to the widely traded derivatives like digital, quantos, outperformance and spread options is shown.
The aim of this study was to describe and analyze the regulation and spatio-temporal dynamics of melanocyte migration in vitro and its coupling to cell division and interaction with the matrix. The melanocyte lineage is particularly interesting because it is involved in both embryonic development and oncogenesis/metastasis (melanoma). Biological experiments were performed on two melanocyte cell lines established from wild-type and β-catenin-transgenic...