Inférence exacte simulée et techniques d'estimation dans les modèles VAR et VARMA avec applications macroéconomiques

Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal

Modélisation MHD tridimensionnelle de tubes de flux coronaux utilisant l'assimilation des donnés 4D-VAR

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

INTRACELLULAR OSMOREGULATION IN THE ESTUARINE MOLLUSC VILLORITA CYPRINOIDES VAR. COCHINENSIS (Mollusca: Bivalvia) Hanley

The present investigation is dedicated to understanding various mechanisms of salinity tolerance in the estuarine clam V. cyprinoides var. cochinensis. Even though V. cyprinoids var. cochinensis and V. cyprinoides are found to coexist in the same area, V. cyprinoids is reported to tolerate higher salinities than variety cochinenesis. Variations in the salinity of sea water may affect the aquatic organisms through specific gravity control and variations in osmotic pressure. The specific gravity of most soft tissues is close to that of normal seawater. Many bottom living forms, both attached and motile, have very high specific gravities eg.villorita cyprinoids. Villorita spp. Occurs abundantly in the reaches of the estuary and backwaters of Kerala. In both marine and estuarine forms, it is observed that mantle employs a lesser quantity of amino acids compared to adductor and foot. The regulation of cell volume is not carried out equally in all types of tissues. The capability of salinity tolerance is an aggregate of both the capabilities of extra cellular anisosmotic and intracellular isosmotic regulations in osmoconforming animals. The ultimate aim of water regulation is to regulate the cell volume.T here are slight changes occur in cell volume even in osmoregulators. These studies can also help in revealing the changes brought about in the cellular organelles like lysosomes, which were found to have a role in the osmoregulatory process. The osmoregulatory machinery of estuarine animals is more streamlined for a successful life in the estuarine regime.

Isolation, purification and characterization of Protease Inhibitor from Moringa oleifera Lam.

Protease inhibitors are one of the most important tools of nature for regulating the proteolytic activity of their target proteases. They are synthesized in biological systems and they play a critical role in controlling a number of diverse physiological functions. The current investigation focused on the isolation, purification and characterization of a novel protease inhibitor from Moringa oleifera. The results obtained during the course of study opens new perspectives for the utilization of protease inhibitor from Moringa oleifera for various pharmaceutical, agricultural and food industries. The biological and physicochemical properties exhibited by the novel protease inhibitor from Moringa oleifera clearly testify its suitability for the development as a drug for application in pharmaceutical industries such as anticoagulant agent or biocontrol agent in agriculture and even as a food preservant. There is a scope for further research on the structure elucidation and protein engineering towards a wide range of further applications. Detailed structure/function analysis of these proteins is important to facilitate their use in genetic engineering for various applications.

Studies on the effect of the organophosphorus pesticide Eka(Rlu) x EC 25 on the bacterial flora of Villorita cyprinoides var. cochinensis (Han1ey)

The thesis is Studies on the Effect or the Obganophosphorus Pesticide Ekalux(R) EC 25 on the Bacterial Flora or Villorita Cyprinoides Var.Cochinensis (Hanley). For the present investigation, the black clam Villorita gyprinoides var. cochinensis (Hanley), a most common clam genus present in this estuarine system has been selected as test organaism and Ekalux (R) EC 25 as toxicant. The aspects dealt with are 1. Total heterotrophic bacterial population, 2. Generic composition, 3. Hydrolytic enzyme producing bacteria, 4. Antibiotic resistance, 5. Heavy metal resistance, 6. The effect of pesticide concentration on the growth of the bacteria and 7. Effect of temperature, pH and sodium chloride on the growth and phosphate release of selected isolates.The samples for the experiment were collected from the Vembanad Lake, near Kumbalam Island during the period of September 1985 to May '86. The THB of the estuarine water and clams contained 6.5 x I04/ml and 2.975 x l06/g respectively, immediately after collection. Untreated water and clam samples showed enormous increase in THB from 0 hr population. The treated samples (water and clams) contained higher THB than 0 hr. In general, THB was observed to increase tremendously in the samples treated with pesticide when compared to their native flora. With reference to various concentrations of pesticides, THB recorded an increase with increase of concentration in water and clam samples.

Protease inhibitor from Moringa oleifera leaves: Isolation, purification, and characterization

Protease inhibitors have great demand in medicine and biotechnology. We report here the purification and characterization of a protease inhibitor isolated from mature leaf extract of Moringa oleifera that showed maximum inhibitor activity. The protease inhibitor was purified to 41.4-fold by Sephadex G75 and its molecular mass was calculated as 23,600 Da. Inhibitory activity was confirmed by dot-blot and reverse zymogram analyses. Glycine, glutamic acid, alanine, proline and aspartic acid were found as the major amino acids of the inhibitor protein. Maximal activity was recorded at pH 7 and at 40 ◦C. The inhibitor was stable over pH 5–10; and at 50 ◦C for 2 h. Thermostability was promoted by CaCl2, BSA and sucrose. Addition of Zn2+ and Mg2+, SDS, dithiothreitol and -mercaptoethanol enhanced inhibitory activity, while DMSO and H2O2 affected inhibitory activity. Modification of amino acids at the catalytic site by PMSF and DEPC led to an enhancement in the inhibitory activity. Stoichiometry of trypsin–protease inhibitor interaction was 1:1.5 and 0.6 nM of inhibitor effected 50% inhibition. The low Ki value (1.5 nM) obtained indicated scope for utilization of M. oliefera protease inhibitor against serine proteases

Protease inhibitor from Moringa oleifera with potential for use as therapeutic drug and as seafood preservative

Protease inhibitors are well known to have several applications in medicine and biotechnology. Several plant sources are known to return potential protease inhibitors. In this study plants belonging to different families of Leguminosae, Malvaceae, Rutaceae, Graminae and Moringaceae were screened for the protease inhibitor. Among them Moringa oleifera, belonging to the family Moringaceae, recorded high level of protease inhibitor activity after ammonium sulfate fractionation. M. oleifera, which grows throughout most of the tropics and having several industrial and medicinal uses, was selected as a source of protease inhibitor since so far no reports were made on isolation of the protease inhibitor. Among the different parts of M. oleifera tested, the crude extract isolated from the mature leaves and seeds showed the highest level of inhibition against trypsin. Among the various extraction media evaluated, the crude extract prepared in phosphate buffer showed maximum recovery of the protease inhibitor. The protease inhibitor recorded high inhibitory activity toward the serine proteases thrombin, elastase, chymotrypsin and the cysteine

Quantization of specific trace metals in bivalve, Villorita Cyprinoides Var Cochinensis in the Cochin estuary

Present study consists the quantization of specific metals-- Cr, Cd, Pb, Zn and Cu observed in the experimental bivalve, Villorita species. Bivalve specimens were collected seasonally from the identified three hot spots of Vembanad Lake. Soft tissue concentrations of metals are very sensitive in reflecting changes in the ambient environment and hence important in assessing the environmental quality. Concentrations of Zn in bivalves were fairly high compared to other metals. All the stations showed a maximum concentration during premonsoon and minimum during the other two seasons. Levels of Pb, Cu, Zn, Cd and Cr are between 0-6.17mg/kg, 0-17.224mg/kg, 1.916-255.163mg/kg, 0.325-4.133mg/kg, and 0-15.233mg/kg respectively

Bud development, flowering and fruit set of Moringa oleifera Lam. (Horseradish Tree) as affected by various irrigation levels

Moringa oleifera is becoming increasingly popular as an industrial crop due to its multitude of useful attributes as water purifier, nutritional supplement and biofuel feedstock. Given its tolerance to sub-optimal growing conditions, most of the current and anticipated cultivation areas are in medium to low rainfall areas. This study aimed to assess the effect of various irrigation levels on floral initiation, flowering and fruit set. Three treatments namely, a 900 mm (900IT), 600 mm (600IT) and 300 mm (300IT) per annum irrigation treatment were administered through drip irrigation, simulating three total annual rainfall amounts. Individual inflorescences from each treatment were tagged during floral initiation and monitored throughout until fruit set. Flower bud initiation was highest at the 300IT and lowest at the 900IT for two consecutive growing seasons. Fruit set on the other hand, decreased with the decrease in irrigation treatment. Floral abortion, reduced pollen viability as well as moisture stress in the style were contributing factors to the reduction in fruiting/yield observed at the 300IT. Moderate water stress prior to floral initiation could stimulate flower initiation, however, this should be followed by sufficient irrigation to ensure good pollination, fruit set and yield.

A survey of brassica vegetable smallholder farmers in the Gauteng and Limpopo provinces of South Africa

A study was taken to investigate the types of brassica vegetables mostly grown by smallholder farmers in two provinces of South Africa. Thirty-one smallholder vegetable farmers in the Gauteng province and Waterberg district in the Limpopo province were surveyed. In addition, the study also sought to establish the common diseases, the management strategies used and problems encountered by the farmers. Farmers were interviewed using a questionnaire with closed and open–ended questions. The results indicated that the smallholder farmers mostly grew cabbage (93.6%) as their main brassica crop followed by rape (41.2%). Thirty percent of farmers could not identify or name the predominant disease/s encountered in their fields. Major diseases encountered by farmers surveyed were an unknown disease/s (33.3%), black rot (26.7%), Alternaria leaf spot (6.7%) and white rust (6.7%). Smallholder farmers have inadequate technical information available especially relating to crop diseases, their identification and control. Farmers encountered challenges with black rot disease especially on cabbage, rape and kale and the disease was a problem during winter and summer. Generally, the smallholder farmers used crop rotation (74.2%) as a major practice to manage the diseases experienced. They rotated their brassica vegetables with other crops/vegetables like tomatoes, onions, beetroots and maize. Most of the farmers interviewed (61.3%) did not use chemicals to control diseases, whereas 38.7% of them used chemicals. This was mostly because they lacked information and knowledge, high costs associated with use of chemical fungicides and some were shifting towards organic farming. From the study it was noted that there was a need for technical support to improve farmers’ knowledge on disease identification and control within the surveyed areas.

Medidas de riesgo, características y técnicas de medición: una aplicación del VaR y el ES a la tasa interbancaria de Colombia

Este texto describe en detalle diversas metodologías que permiten calcular dos medidas utilizadas para cuantificar el riesgo de mercado asociado a un activo financiero: el valor en riesgo VAR y el Expected Shortfall (ES). Los métodos analizados se basan en técnicas estadísticas apropiadas para el caso de series financieras, como son los modelos ARIMA, GARCH y modelos basados en la teoría del valor extremo. Estas metodologías se aplican a las variaciones diarias de la tasa interbancaria de Colombia para el período comprendido entre 1995 y 2004. Los conceptos utilizados en este texto suponen que el lector esté familiarizado con algunos elementos básicos de estadística, series de tiempo y finanzas. Se trata, por tanto, de un texto escrito para estudiantes de economía y finanzas de últimos cursos de pregrado, maestría y para profesionales interesados en el tema.

Respuesta del producto con respecto a la política monetaria, el gasto de déficit, y la depreciación de la moneda en Venezuela: un modelo VAR.

Este estudio aplica el modelo VAR para hallar posibles respuestas del PIB real a variables macroeconómicas seleccionadas en Venezuela. Basado en una muestra anual de 1961-2001, el autor encuentra que el PIB real responde positivamente a choques en el M2 real, al déficit del gobierno, a la depreciación de la tasa de cambio y al producto rezagado, y negativamente a choques en la inflación durante algunos períodos de tiempo. Excepto por el producto rezagado, el déficit del gobierno y la inflación son las variables que tienen mayor influencia en el primer año. El M2 real y la tasa de cambio real son las que más influyen y tienen impactos de más largo plazo después del primer año.

Madrid desde el Cerro Almod??var

Material sin publicar

Estructura del portafolio de inversiones con el VAR (Valué at Risk)

El propósito general de este trabajo de investigación es el de identificar las herramientas que permitan evaluar riesgos, poder determinar un modelo de ayuda para la estructuración de portafolios y así retribuir al inversionista la mejor manera con un premio por riesgo en retorno de su inversión, Además de presentar un instrumento y demostrar las ventajas de su utilización en la valoración de riesgos en portafolios, se pretende distinguir los efectos económicos y financieros que el inversionista enfrenta. Para cumplir con este propósito, se realizo un diagnóstico y análisis de la actividad de los mercados Financieros y de Capitales, determinando los factores más importantes dentro de un modelo de valoración de riesgo para la estructura de un portafolio de renta variable, lo que me permitirá presentar de una manera clara, los aspectos técnicos y económicos que afectan a la estructura de una inversión aplicando la metodología denominada VAR (Valué at Risk); adicionalmente el manejo que se podría dar a las mismas para obtener un mayor beneficio. Los resultados obtenidos y su respectivo análisis constan a lo largo de este trabajo de investigación.

Gestión de riesgo de liquidez en Mutualista Pichincha: metodología VAR para determinar la volatilidad las fuentes de sondeo

La presente disertación tiene como objetivo la evaluación de la metodología VAR, tanto histórica como paramétrica, a las fuentes de fondeo de Mutualista Pichincha, con el fin de determinar el nivel de liquidez requiere la institución para cubrir el riesgo de volatilidad de estas fuentes. El primer capítulo describe el riesgo de liquidez, sus principales fuentes de origen, la importancia de su gestión. Se presenta un análisis de la normativa ecuatoriana en lo que tiene que ver a riesgo de liquidez. El segundo capítulo de este trabajo se centra en la teoría del Valor en Riesgo, explicando las principales metodologías para calcularlo, los supuestos en lo que se basa y las ventajas de su aplicación. En el tercer capítulo se presenta una breve reseña de las actividades de Mutualista Pichincha, se analiza la aplicación de la normativa ecuatoriana en la institución financiera. En base al estudio de las metodología VAR realizas a las fuentes de fondeo, se selección el método de cálculo del VAR mas adecuado. Por último, el cuarto capítulo corresponde las conclusiones y recomendaciones, resultado del estudio realizado.