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The Gaussian VaR ensures subadditivity: for example, the Gaussian VaR of a two unitary long positions portfolio at the confidence level is, assuming that the mean portfolio value variation is zero and the VaR is defined as a negative loss, = + + where is the inverse of the normal cumulative distribution function at probability level , , are the ...
Maximum subarray problems arise in many fields, such as genomic sequence analysis and computer vision.. Genomic sequence analysis employs maximum subarray algorithms to identify important biological segments of protein sequences that have unusual properties, by assigning scores to points within the sequence that are positive when a motif to be recognized is present, and negative when it is not ...
In the Robinson–Schensted correspondence between permutations and Young tableaux, the length of the first row of the tableau corresponding to a permutation equals the length of the longest increasing subsequence of the permutation, and the length of the first column equals the length of the longest decreasing subsequence. [3]
Another very simple implementation technique, usable when the keys are restricted to a narrow range, is direct addressing into an array: the value for a given key k is stored at the array cell A[k], or if there is no mapping for k then the cell stores a special sentinel value that indicates the lack of a mapping. This technique is simple and ...
The longest common subsequence of sequences 1 and 2 is: LCS (SEQ 1,SEQ 2) = CGTTCGGCTATGCTTCTACTTATTCTA. This can be illustrated by highlighting the 27 elements of the longest common subsequence into the initial sequences: SEQ 1 = A CG G T G TCG T GCTATGCT GA T G CT G ACTTAT A T G CTA SEQ 2 = CGTTCGGCTAT C G TA C G TTCTA TT CT A T G ATT T CTA A
A longest common subsequence (LCS) is the longest subsequence common to all sequences in a set of sequences (often just two sequences). It differs from the longest common substring : unlike substrings, subsequences are not required to occupy consecutive positions within the original sequences.
An associative array stores a set of (key, value) pairs and allows insertion, deletion, and lookup (search), with the constraint of unique keys. In the hash table implementation of associative arrays, an array A {\displaystyle A} of length m {\displaystyle m} is partially filled with n {\displaystyle n} elements, where m ≥ n {\displaystyle m ...
To pick out a subsequence, first pick a binary function , such that given any binary string :, it outputs either 0 or 1. If it outputs 1, then we add + to the subsequence, else we continue. In this definition, some admissible rules might abstain forever on some sequences, and thus fail to pick out an infinite subsequence.