Evaluating Value at Risk Models at Canadian Commercial Banks

This research paper analyzes the internal Value-at-Risk (VAR) models of the “Big Five” Canadian commercial banks by empirically investigating the banks‟ actual non-anonymous daily VAR and profit-and-loss (P&L) data. These data points were extracted from graphs included in the banks‟ own annual report, Out of the 4340 trading days analyzed in this study, there are 47 exceptions (days when the actual loss exceeds the disclosed VAR); whereas, the expected figure is 43 exceptions at a 99% confidence interval. During a financial crisis, as is the case for the study‟s time line, this internal VAR model demonstrates an inconsistent result among our sample banks. For example, the number of exceptions was found to be significantly variable between banks, with two banks, BMO and RBC, experiencing 26 and 16 exceptions respectively, while BNS and TD only have one day with a loss exceeding the VAR. We doubt whether the internal model precisely evaluate VAR, so we conduct alternative method such as Historical simulation model and GARCH(1,1) model to calculate the banks‟ VAR, we conclude Historical simulation model is best among those models based on the test results

The Impact of Online Logistics Service Quality Review Information on Consumers\u27 Purchase Intention

This paper constructs the index dimension of online logistics service quality review information from the two aspects of e-commerce logistics service quality factors and online review information characteristic factors, builds a structural equation model of online logistics service quality reviews information on consumers\u27 purchase intention. Empirical method is used to verify and analyze the model and hypothesis. The results show that six variables of e-commerce logistics service quality, including timeliness, reliability, empathy and online review information, such as value, quality and amount, acting on consumers\u27 purchase intention, timeliness indirectly affects consumers\u27 purchase intention through the value and amount of online review information, while empathy indirectly affects consumers\u27 purchase intention through the value of online review information. On this basis, the analysis results are discussed, and relevant suggestions are put forward for logistics enterprises and online shop sellers to create a good environment for consumers online shopping

Understanding Persistent-Memory Related Issues in the Linux Kernel

Persistent memory (PM) technologies have inspired a wide range of PM-based system optimizations. However, building correct PM-based systems is difficult due to the unique characteristics of PM hardware. To better understand the challenges as well as the opportunities to address them, this paper presents a comprehensive study of PM-related issues in the Linux kernel. By analyzing 1,553 PM-related kernel patches in-depth and conducting experiments on reproducibility and tool extension, we derive multiple insights in terms of PM patch categories, PM bug patterns, consequences, fix strategies, triggering conditions, and remedy solutions. We hope our results could contribute to the development of robust PM-based storage systemsComment: ACM TRANSACTIONS ON STORAGE(TOS'23

Fish consumption and CHD mortality: an updated meta-analysis of seventeen cohort studies

Objective Results of studies on fish consumption and CHD mortality are inconsistent. The present updated meta-analysis was conducted to investigate the up-to-date pooling effects. Design A random-effects model was used to pool the risk estimates. Generalized least-squares regression and restricted cubic splines were used to assess the possible dose–response relationship. Subgroup analyses were conducted to examine the sources of heterogeneity. Setting PubMed and ISI Web of Science databases up to September 2010 were searched and secondary referencing qualified for inclusion in the study. Subjects Seventeen cohorts with 315 812 participants and average follow-up period of 15·9 years were identified. Results Compared with the lowest fish intake (\u3c1 serving/month or 1–3 servings/month), the pooled relative risk (RR) of fish intake on CHD mortality was 0·84 (95 % CI 0·75, 0·95) for low fish intake (1 serving/week), 0·79 (95 % CI 0·67, 0·92) for moderate fish intake (2–4 servings/week) and 0·83 (95 % CI 0·68, 1·01) for high fish intake (\u3e5 servings/week). The dose–response analysis indicated that every 15 g/d increment of fish intake decreased the risk of CHD mortality by 6 % (RR = 0·94; 95 % CI 0·90, 0·98). The method of dietary assessment, gender and energy adjustment affected the results remarkably. Conclusions Our results indicate that either low (1 serving/week) or moderate fish consumption (2–4 servings/week) has a significantly beneficial effect on the prevention of CHD mortality. High fish consumption (\u3e5 servings/week) possesses only a marginally protective effect on CHD mortality, possibly due to the limited studies included in this group

Application of the indirect fluorescent antibody assay in the study of malaria infection in the Yangtze River Three Gorges Reservoir, China

<p>Abstract</p> <p>Background</p> <p>China Yangtze Three Gorges Project (TGP) is one of the biggest construction projects in the world. The areas around the Three Gorge Dam has a history of tertian malaria and subtertian malaria epidemic, but there are no overall data about malaria epidemics before the completion of the project. The objective of this study was to get a reliable baseline on malaria infection in the Yangtze River Three Gorges reservoir area and to provide reference data for future studies about the impact of the project on malaria epidemics.</p> <p>Methods</p> <p>Two surveys of malaria infection were carried out in area, at six-month intervals in May and October 2008. About 3,600 dual specimens blood film samples for parasite diagnosis and filter paper blood spots for serology (using the immunofluorescence antibody test) were collected from the general population, including school populations, whenever possible.</p> <p>Results</p> <p>The overall percentage of positive response of the same population during post-transmission periods was about twice (1.40/0.72) of that in pre-transmission. Positive individuals under 15 years of age were detected in all the localities.</p> <p>Conclusion</p> <p>A certain extent of malaria infection existed in this area. Additional studies are needed to determine the length of malaria experience, and chemotherapeutic intervention as well as the distribution of main vectors for transmission in this area.</p

Cohort Profile: The Jiaxing Birth Cohort in China.

This is the author accepted manuscript. It is currently under an indefinite embargo pending publication by Oxford University Press.This work was supported by the National Basic Research Program of China (973 Program: 2015CB553604); by National Natural Science Foundation of China (NSFC: 81273054); and by the Ph.D. Programs Foundation of Ministry of Education of China (20120101110107)

A dataset of distribution and diversity of ticks in China

While tick-borne zoonoses, such as Lyme disease and tick-borne encephalitis, present an increasing global concern, knowledge of their vectors’ distribution remains limited, especially for China. In this paper, we present the first comprehensive dataset of known tick species and their distributions in China, derived from peer-reviewed literature published between 1960 and 2017. We searched for journal articles, conference papers and degree thesis published in both English and Chinese, extracted geographic information associated with tick occurrence, and applied quality-control procedures to remove duplicates and ensure accuracy. The dataset contains 5731 records of geo-referenced occurrences for 123 tick species distributed over 1141 locations distinguished at four levels of scale i.e., provincial, prefectural, county, and township and finer. The most frequently reported tick species include Haemaphysalis longicornis, Dermacentor silvarum, Ixodes persulcatus, Haemaphysalis conicinna, Rhipicephalus microplus, and Rhipicephalus sanguineus sensu lato. The geographical dataset provides an improved map of where ticks inhabit China and can be used for a variety of spatial analyses of ticks and the risk of zoonoses they transmit

Case report: Sex-specific characteristics of epilepsy phenotypes associated with Xp22.31 deletion: A case report and review

Deletion in the Xp22.31 region is increasingly suggested to be involved in the etiology of epilepsy. Little is known regarding the genomic and clinical delineations of X-linked epilepsy in the Chinese population or the sex-stratified difference in epilepsy characteristics associated with deletions in the Xp22.31 region. In this study, we reported two siblings with a 1.69 Mb maternally inherited microdeletion at Xp22.31 involving the genes VCX3A, HDHD1, STS, VCX, VCX2, and PNPLA4 presenting with easily controlled focal epilepsy and language delay with mild ichthyosis in a Chinese family with a traceable 4-generation history of skin ichthyosis. Both brain magnetic resonance imaging results were normal, while EEG revealed epileptic abnormalities. We further performed an exhaustive literature search, documenting 25 patients with epilepsy with gene defects in Xp22.31, and summarized the epilepsy heterogeneities between sexes. Males harboring the Xp22.31 deletion mainly manifested with child-onset, easily controlled focal epilepsy accompanied by X-linked ichthyosis; the deletions were mostly X-linked recessive, with copy number variants (CNVs) in the classic region of deletion (863.38 kb–2 Mb). In contrast, epilepsy in females tended to be earlier-onset, and relatively refractory, with pathogenic CNV sizes varying over a larger range (859 kb–56.36 Mb); the alterations were infrequently inherited and almost combined with additional CNVs. A candidate region encompassing STS, HDHD1, and MIR4767 was the likely pathogenic epilepsy-associated region. This study filled in the knowledge gap regarding the genomic and clinical delineations of X-linked recessive epilepsy in the Chinese population and extends the understanding of the sex-specific characteristics of Xp22.31 deletion in regard to epilepsy