Integrating Seasonal Oscillations into Basel II Behavioral Scoring Models

The article introduces a new methodology of temporal influence measurement (seasonal oscillations, temporal patterns) for behavioural scoring development purposes. The paper shows how significant temporal variables can be recognised and then integrated into the behavioural scoring models in order to improve model performance. Behavioural scoring models are integral parts of the Basel II standard on Internal Ratings-Based Approaches (IRB). The IRB approach much more precisely reflects individual risk bank profile. A solution of the problem of how to analyze and integrate macroeconomic and microeconomic factors represented in time series into behavioural scorecard models will be shown in the paper by using the REF II model.credit scoring, REF II, time series analyze, data mining, temporal influence, seasonal oscillation, Basel II

Portfolio Sensitivity Model for Analyzing Credit Risk Caused by Structural and Macroeconomic Changes

This paper proposes a new model for portfolio sensitivity analysis. The model is suitable for decision support in financial institutions, specifically for portfolio planning and portfolio management. The basic advantage of the model is the ability to create simulations for credit risk predictions in cases when we virtually change portfolio structure and/or macroeconomic factors. The model takes a holistic approach to portfolio management consolidating all organizational segments in the process such as marketing, retail and risk.portfolio analysis, credit risk, weighting, scoring, data mining, sensitivity analyses, decision support, Bayesian networks, BASEL II

Oxidative stress parameters in plasma of Huntington's disease patients, asymptomatic Huntington's disease gene carriers and healthy subjects : a cross-sectional study

BACKGROUND : Animal data and postmortem studies suggest a role of oxidative stress in the Huntington's disease (HD), but in vivo human studies have been scarce. ----- AIM : To assess the presence of oxidative stress in HD patients and its occurrence relative to clinical symptoms. ----- METHODS : Oxidative stress markers were determined in plasma of HD patients (n = 19), asymptomatic HD gene carriers (with > 38 CAG repeats) (n = 11) and their respective sex and agematched healthy controls (n = 47 and n = 22) in a cross-sectional study. ----- RESULTS : With adjustment for age and sex, HD patients had higher plasma lipid peroxidation (LP) levels (ratio 1.20, 95% CI 1.09 to 1.32, p < 0.001) and lower reduced glutathione (GSH) levels (ratio 0.72, CI 0.55 to 0.94, p = 0.011) than their age and sex-matched controls. Although considerably younger, HD gene carriers did not differ from HD patients regarding LP and GSH levels, and had higher plasma LP (ratio 1.16, CI 1.02 to 1.32, p = 0.016) and lower GSH than their matched controls (ratio 0.73, CI 0.5 to 1.05). They had higher LP (ratio 1.18, CI 1.02 to 1.34, p = 0.019) and lower GSH (ratio 0.75, CI 0.51 to 1.11) than the healthy subjects matched to HD patients. ----- CONCLUSIONS : Oxidative stress is more pronounced in HD patients and asymptomatic HD gene carriers than in healthy subjects. Differences in plasma LP and GSH are in line with the brain findings in animal models of HD. Data suggest that oxidative stress occurs before the onset of the HD symptoms

A charged rotating cylindrical shell

We give an example of a spacetime having an infinite thin rotating cylindrical shell constituted by a charged perfect fluid as a source. As the interior of the shell the Bonnor--Melvin universe is considered, while its exterior is represented by Datta--Raychaudhuri spacetime. We discuss the energy conditions and we show that our spacetime contains closed timelike curves. Trajectories of charged test particles both inside and outside the cylinder are also examined. Expression for the angular velocity of a circular motion inside the cylinder is given.Comment: 14 pages, 4 figures, minor corrections, to appear in Gen.Rel.Gra

Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models

The article introduces a new methodology of temporal influence measurement (seasonal oscillations, temporal patterns) for behavioural scoring development purposes. The paper shows how significant temporal variables can be recognised and then integrated into the behavioural scoring models in order to improve model performance. Behavioural scoring models are integral parts of the Basel II standard on Internal Ratings-Based Approaches (IRB). The IRB approach much more precisely reflects individual risk bank profile.A solution of the problem of how to analyze and integrate macroeconomic and microeconomic factors represented in time series into behavioural scorecard models will be shown in the paper by using the REF II model

Interacting populations : hosts and pathogens, prey and predators

Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy at the Massachusetts Institute of Technology and the Woods Hole Oceanographic Institution June 2007The interactions between populations can be positive, neutral or negative. Predation and parasitism are both relationships where one species benefits from the interaction at the expense of the other. Predators kill their prey instantly and use it only for food, whereas parasites use their hosts both as their habitat and their food. I am particularly interested in microbial parasites (including bacteria, fungi, viri, and some protozoans) since they cause many infectious diseases. This thesis considers two different points in the population-interaction spectrum and focuses on modeling host-pathogen and predator-prey interactions. The first part focuses on epidemiology, i. e., the dynamics of infectious diseases, and the estimation of parameters using the epidemiological data from two different diseases, phocine distemper virus that affects harbor seals in Europe, and the outbreak of HIV/AIDS in Cuba. The second part analyzes the stability of the predator-prey populations that are spatially organized into discrete units or patches. Patches are connected by dispersing individuals that may, or may not differ in the duration of their trip. This travel time is incorporated via a dispersal delay in the interpatch migration term, and has a stabilizing effect on predator-prey dynamics.This work has been supported by the US National Science Foundation (DEB-0235692), the US Environmental Protection Agency (R-82908901), the Ocean Ventures Fund, and the Academic Programs Office

Research on diameter growth and increment of some Mexican pines

Research on pine diameter growth and increment was carried out in different Mexican forests. Many sample plots were established in the pine stands of central, southern and northern parts of Mexico (State of Mexico, State of Michoacan and State of Chihuahua respectively). The following six pines and one fir, selected on the sample plots, were cut: Pinus patula Schlecht. et Cham., Pinus Montezumae Lamb., Pinus Michoacana Martinez, Pinus leiophylla Cham., Pinus douglasiana Martinez, Pinus lawsoni Roezl. and Abies religiosa (H.B.K.) Schlechtendal et Chamisso. Diameter growth and increment curve were constructed by means of a stem analysis. Data about diameter growth and increment indicate the relation between the diameter outside the bark and the diameter inside the bark. The diameter growth of the investigated pines was compared with the diameter growth of pines from Germany, Croatia, New Zealand and Mexico. In the pine forests of Pinus durangensis the breast height diameter increment was measured by Pressler’s increment borer