Search results for "regression"
showing 10 items of 2619 documents
Linear and nonlinear interest rate sensitivity of Spanish banks
2011
Abstract Interest rate risk is one of the major financial risks faced by banks due to the very nature of the banking business. The most common approach in the literature has been to estimate the impact of interest rate risk on banks using a simple linear regression model. However, the relationship between interest rate changes and bank stock returns does not need to be exclusively linear. This article provides a comprehensive analysis of the interest rate exposure of the Spanish banking industry employing both parametric and non-parametric estimation methods. Its main contribution is to use, for the first time in the context of banks’ interest rate risk, a nonparametric regression technique…
The Influence of the Endogenous and Exogenous Factors on Credit Institutions’ Return on Equity
2015
Abstract The research’s purpose is to study the credit institutions’ performance, from the shareholders’ point of view, through return on equity (ROE). It aims to identify a dependency relationship between return on equity (ROE) and endogenous factors (the growth rate of credit portfolio, the growth rate provisions, the solvency ratio), on the one hand and, on the other hand between ROE and the exogenous ones (GDP and inflation rate). The research was done over an horizon of 10 years (2004-2013) on the evolution of the return on equity indicator of two credit institutions listed on Bucharest Stock Exchange (Carpathian Commercial Bank SA and Banca Transilvania SA), highlights their vulnerabi…
On the property of diffusion in the spatial error model.
2005
International audience; The aim of this paper is to illustrate the property of global spillover effects in the first-order spatial autoregressive error model and the associated diffusion process of spatial shocks. An application is provided on a sample of 145 regions over 1989–1999 and highlights the most influential regions.
Sirenomelia, case report and review of the literature.
2020
We present a case of sirenomelia diagnosed in the first trimester of pregnancy. The ultrasound examination showed fused lower extremities and an anechoic structure in the lower abdomen that is clue in the early diagnosis. The postmortem study showed the existence of a single umbilical artery (vitelline artery), with an origin in the abdominal aorta. This finding not only explained the presence of a vascular steal with subsequent underdeveloped of pelvic organs, but also differentiated this condition from caudal regression syndrome.
Deconstrucción del “buen profesor”. Análisis de las características formales y no formales de la docencia universitaria
2016
Antecedentes: la evaluación de la calidad del profesorado universitario, desde el punto de vista del alumnado, se ha centrado principalmente en los aspectos más formales del ejercicio docente, desatendiendo así otros factores de tipo personal. Objetivo: identificar y analizar las cargas de cada uno de los distintos factores que conforman la idea de la buena docencia según el alumnado. Es decir, detectar la ecuación que da lugar al esquema mental de “buen profesor” o “buena profesora”. Método: encuesta transversal, elaborada a partir de los resultados de revisiones e investigaciones propias que permitieron conocer la identidad de los distintos factores implicados en la evaluación de la doce…
Uptake prediction of nine heavy metals by Eichhornia crassipes grown in irrigation canals: A biomonitoring approach
2021
The principal objective of this study is to generate mathematical regression equations that facilitate the estimation of the extent to which Eichhornia crassipes (C. Mart.) Solms, water hyacinth, absorbs heavy metals (HMs) into four plant organs (laminae, petioles, roots, and stolons). This study considers the absorption of nine HMs (Cd, Co, Cr, Cu, Fe, Mn, Ni, Pb, and Zn), and the E. crassipes evaluated in this study were located in three irrigation canals in the North Nile Delta in Egypt, with sampling being conducted in both monospecific and homogenous E. crassipes. Samples of both E. crassipes and water were collected on a monthly basis during one growing season. Analysis of the water s…
Prediction of type 2 diabetes mellitus based on nutrition data
2021
Abstract Numerous predictive models for the risk of type 2 diabetes mellitus (T2DM) exist, but a minority of them has implemented nutrition data so far, even though the significant effect of nutrition on the pathogenesis, prevention and management of T2DM has been established. Thus, in the present study, we aimed to build a predictive model for the risk of T2DM that incorporates nutrition data and calculates its predictive performance. We analysed cross-sectional data from 1591 individuals from the population-based Cooperative Health Research in the Region of Augsburg (KORA) FF4 study (2013–14) and used a bootstrap enhanced elastic net penalised multivariate regression method in order to bu…
A machine learning application to predict early lung involvement in scleroderma: A feasibility evaluation
2021
Introduction: Systemic sclerosis (SSc) is a systemic immune-mediated disease, featuring fibrosis of the skin and organs, and has the greatest mortality among rheumatic diseases. The nervous system involvement has recently been demonstrated, although actual lung involvement is considered the leading cause of death in SSc and, therefore, should be diagnosed early. Pulmonary function tests are not sensitive enough to be used for screening purposes, thus they should be flanked by other clinical examinations
Deregulated Electric Energy Price Forecasting in NordPool Market using Regression Techniques
2019
Deregulated electricity market day-ahead electrical energy price forecasting is important. It is influenced by external parameters and it is a complicated function. In this work two neighboring regions in the NordPool market are analyzed to provide day-ahead electrical price forecasting using regression techniques. The characteristics of the NordPool market trading behavior leads to unanticipated price peaks at daily, weekly and annual level. The considered two Nordic regions have different energy generation sources (e.g Norway has controllable hydro power, Denmark has non-controllable wind-power) therefore day-ahead electrical energy price forecasting in deregulated market for these two ne…
Prenatal exposure to mixtures of xenoestrogens and repetitive element DNA methylation changes in human placenta
2014
BACKGROUND: Prenatal exposure to endocrine disrupting compounds (EDCs) has previously shown to alter epigenetic marks. OBJECTIVES: In this work we explore whether prenatal exposure to mixtures of xenoestrogens has the potential to alter the placenta epigenome, by studying DNA methylation in retrotransposons as a surrogate of global DNA methylation. METHODS: The biomarker total effective xenoestrogen burden (TEXB) was measured in 192 placentas from participants in the longitudinal INMA Project. DNA methylation was quantitatively assessed by bisulfite pyrosequencing on 10 different retrotransposons including 3 different long interspersed nuclear elements (LINEs), 4 short interspersed nuclear …