Development and validation of a D-loop mtDNA SNP assay for the screening of specimens in forensic casework

Mitochondrial DNA (mtDNA) analysis is usually a last resort in routine forensic DNA casework. However, it has become a powerful tool for the analysis of highly degraded samples or samples containing too little or no nuclear DNA, such as old bones and hair shafts. The gold standard methodology still constitutes the direct sequencing of polymerase chain reaction (PCR) products or cloned amplicons from the HVS-1 and HVS-2 (hypervariable segment) control region segments. Identifications using mtDNA are time consuming, expensive and can be very complex, depending on the amount and nature of the material being tested. The main goal of this work is to develop a less labour-intensive and less expensive screening method for mtDNA analysis, in order to aid in the exclusion of non-matching samples and as a presumptive test prior to final confirmatory DNA sequencing. We have selected 14 highly discriminatory single nucleotide polymorphisms (SNPs) based on simulations performed by Salas and Amigo (2010) [1] to be typed using SNaPShotTM (Applied Biosystems, Foster City, CA, USA). The assay was validated by typing more than 100 HVS-1/HVS-2 sequenced samples. No differences were observed between the SNP typing and DNA sequencing when results were compared, with the exception of allelic dropouts observed in a few haplotypes. Haplotype diversity simulations were performed using 172 mtDNA sequences representative of the Brazilian population and a score of 0.9794 was obtained when the 14 SNPs were used, showing that the theoretical prediction approach for the selection of highly discriminatory SNPs suggested by Salas and Amigo (2010) [1] was confirmed in the population studied. As the main goal of the work is to develop a screening assay to skip the sequencing of all samples in a particular case, a pair-wise comparison of the sequences was done using the selected SNPs. When both HVS-1/HVS-2 SNPs were used for simulations, at least two differences were observed in 93.2% of the comparisons performed. The assay was validated with casework samples. Results show that the method is straightforward and can be used for exclusionary purposes, saving time and laboratory resources. The assay confirms the theoretic prediction suggested by Salas and Amigo (2010) [1]. All forensic advantages, such as high sensitivity and power of discrimination, as also the disadvantages, such as the occurrence of allele dropouts, are discussed throughout the article. © 2013 Elsevier B.V.

As crônicas portuguesas de D. João da Câmara na Gazeta de Notícias (1901-1905)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Weight-Reducing Gastroplasty with Roux-en-Y Gastric Bypass: Impact on Vitamin D Status and Bone Remodeling Markers

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Dimorfismo sexual em Dasypops schirchi (Miranda-Ribeiro, 1924): aspectos morfológicos

Amphibians exhibit great morphological plasticity of habitat and life history. This heterogeneity contributes to the frequency of occurrence and diversity of sexual dimorphism (shape or size) is large. Dasypops schirchi is a species belonging to the subfamily and family Gastrophryninae Microhylidae and this endemic and endangered. Generally, very little is known about D. schirchi, much in part to its habit of living and cryptic small geographical distribution. In order to detect and characterize elements sexually dimorphic in this species was a survey of specimens of D. schirchi in major national zoological collections. We analyzed 16 morphometric variables were also searched and secondary sexual characters non-morphometric. Statistical analysis of the morphometric data, the results showed a clear distinction between males and females of D. schirchi, secondary sexual characters nonmorphometric were also found

Efeito da vitamina D sobre o equilíbrio postural em mulheres na pós-menopausa

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A oposição da Igreja Católica à ordem jurídica republicana: o pensamento teológico-político de D. Adauto Aurélio de Miranda Henriques (1894-1935)

Pós-graduação em História - FCHS

A taxonomic review of the neotropical genus Coprophanaeus Olsoufieff, 1924 (Coleoptera: Scarabaeidae, Scarabaeinae

The Neotropical genus Coprophanaeus Olsoufieff (1924), as classified here, comprises 38 species distributed among three subgenera (Megaphanaeus Olsoufieff, Metallophanaeus Olsoufieff, and Coprophanaeus s. str. ) and eight species groups. Keys presented help to identify supraspecific and species taxa, all of which are illustrated and diagnosed. Lectotypes are designated for Phanaeus ignecinctus Felsche and Phanaeus ohausi Felsche. Coprophanaeus corythus (Harold), formerly regarded as a subspecies of C. telamon (Erichson), assumes species status. Coprophanaeus magnoi Arnaud, described as a subspecies of C. milon (Blanchard), is raised to species status. New taxonomic interpretations result in 10 new subjective synonymies (junior synonym listed first): Phanaeus machadoi Pereira and d���Andretta = Coprophanaeus saphirinus (Perty); Phanaeus costatus Olsoufieff = Coprophanaeus cyanescens (Olsoufieff); Phanaeus worontzowi Pessôa and Lane = Coprophanaeus cyanescens (Olsoufieff); Coprophanaeus kohlmanni Arnaud = Coprophanaeus morenoi Arnaud; Coprophanaeus pluto nogueirai Arnaud = Coprophanaeus pluto (Harold); Coprophanaeus edmondsi Arnaud = Coprophanaeus conocephalus (Olsoufieff); Coprophanaeus uhleri Malý and Pokorný = Coprophanaeus chiriquensis (Olsoufieff); Coprophanaeus henryi Malý and Pokorný = Coprophanaeus gilli Arnaud; Phanaeus perseus Harold = Coprophanaeus corythus (Harold); Coprophanaeus telamon nevinsoni Arnaud and Gámez = Coprophanaeus corythus; and Coprophanaeus florenti Arnaud = Coprophanaeus ohausi (Felsche). The status of the following names remains unresolved: Phanaeus strandi Balthasar; Coprophanaeus rigoutorum Arnaud; C. terrali Arnaud; C. lichyi Arnaud; C. lecromi Arnaud; C. larseni Arnaud; and C. vazdemeloi Arnaud.

Responsabilita' sociale d'impresa e abitudini alimentari: contributo di Coop nella creazione di valore per i cittadini, per il territorio e i prodotti tipici di qualità

I cambiamenti e le innovazioni sociali, che hanno caratterizzato il secolo scorso, hanno generato mutamenti significativi nella struttura dei consumi, legati in particolare a una maggiore consapevolezza dei consumatori e allo scoppio della crisi economica. Assume sempre maggiore importanza, all’interno delle politiche di brand management, il ruolo della Responsabilità Sociale d���Impresa, che spinge la Grande Distribuzione Organizzata a proporre prodotti con più alti standard qualitativi e di sicurezza. Il caso analizzato è quello della linea biologica ViviVerde Coop, la cui offerta di prodotti biologici a private label ha avuto un impatto molto positivo sul mercato. L’analisi dell’elasticità della curva di domanda di alcuni di questi prodotti nel periodo gennaio 2010-maggio 2012 rivela diversi valori positivi e maggiori di 1, indice del fatto che il prezzo non abbia avuto effetti negativi sulle vendite dei prodotti considerati. Tale evidenza risulta rilevante proprio in un periodo di profonda crisi economica che ha interessato, in modo significativo, anche i consumi alimentari.

Price risk management in the copper market using commodity derivatives and options strategies

Metals price risk management is a key issue related to financial risk in metal markets because of uncertainty of commodity price fluctuation, exchange rate, interest rate changes and huge price risk either to metals’ producers or consumers. Thus, it has been taken into account by all participants in metal markets including metals’ producers, consumers, merchants, banks, investment funds, speculators, traders and so on. Managing price risk provides stable income for both metals’ producers and consumers, so it increases the chance that a firm will invest in attractive projects. The purpose of this research is to evaluate risk management strategies in the copper market. The main tools and strategies of price risk management are hedging and other derivatives such as futures contracts, swaps and options contracts. Hedging is a transaction designed to reduce or eliminate price risk. Derivatives are financial instruments, whose returns are derived from other financial instruments and they are commonly used for managing financial risks. Although derivatives have been around in some form for centuries, their growth has accelerated rapidly during the last 20 years. Nowadays, they are widely used by financial institutions, corporations, professional investors, and individuals. This project is focused on the over-the-counter (OTC) market and its products such as exotic options, particularly Asian options. The first part of the project is a description of basic derivatives and risk management strategies. In addition, this part discusses basic concepts of spot and futures (forward) markets, benefits and costs of risk management and risks and rewards of positions in the derivative markets. The second part considers valuations of commodity derivatives. In this part, the options pricing model DerivaGem is applied to Asian call and put options on London Metal Exchange (LME) copper because it is important to understand how Asian options are valued and to compare theoretical values of the options with their market observed values. Predicting future trends of copper prices is important and would be essential to manage market price risk successfully. Therefore, the third part is a discussion about econometric commodity models. Based on this literature review, the fourth part of the project reports the construction and testing of an econometric model designed to forecast the monthly average price of copper on the LME. More specifically, this part aims at showing how LME copper prices can be explained by means of a simultaneous equation structural model (two-stage least squares regression) connecting supply and demand variables. A simultaneous econometric model for the copper industry is built: {█(Q_t^D=e^((-5.0485))∙P_((t-1))^((-0.1868) )∙〖GDP〗_t^((1.7151) )∙e^((0.0158)∙〖IP〗_t ) @Q_t^S=e^((-3.0785))∙P_((t-1))^((0.5960))∙T_t^((0.1408))∙P_(OIL(t))^((-0.1559))∙〖USDI〗_t^((1.2432))∙〖LIBOR〗_((t-6))^((-0.0561))@Q_t^D=Q_t^S )┤ P_((t-1))^CU=e^((-2.5165))∙〖GDP〗_t^((2.1910))∙e^((0.0202)∙〖IP〗_t )∙T_t^((-0.1799))∙P_(OIL(t))^((0.1991))∙〖USDI〗_t^((-1.5881))∙〖LIBOR〗_((t-6))^((0.0717) Where, Q_t^D and Q_t^Sare world demand for and supply of copper at time t respectively. P(t-1) is the lagged price of copper, which is the focus of the analysis in this part. GDPt is world gross domestic product at time t, which represents aggregate economic activity. In addition, industrial production should be considered here, so the global industrial production growth that is noted as IPt is included in the model. Tt is the time variable, which is a useful proxy for technological change. A proxy variable for the cost of energy in producing copper is the price of oil at time t, which is noted as POIL(t ) . USDIt is the U.S. dollar index variable at time t, which is an important variable for explaining the copper supply and copper prices. At last, LIBOR(t-6) is the 6-month lagged 1-year London Inter bank offering rate of interest. Although, the model can be applicable for different base metals' industries, the omitted exogenous variables such as the price of substitute or a combined variable related to the price of substitutes have not been considered in this study. Based on this econometric model and using a Monte-Carlo simulation analysis, the probabilities that the monthly average copper prices in 2006 and 2007 will be greater than specific strike price of an option are defined. The final part evaluates risk management strategies including options strategies, metal swaps and simple options in relation to the simulation results. The basic options strategies such as bull spreads, bear spreads and butterfly spreads, which are created by using both call and put options in 2006 and 2007 are evaluated. Consequently, each risk management strategy in 2006 and 2007 is analyzed based on the day of data and the price prediction model. As a result, applications stemming from this project include valuing Asian options, developing a copper price prediction model, forecasting and planning, and decision making for price risk management in the copper market.

The price elasticity of demand for common stock

We study the price elasticity of demand for the common stock of an individual corporation. Despite the prevelance of assumptions that demand is perfectly elastic, there is little if any direct evidence in the literature to either support or reject that contention. Consistent with the notion of finite price elasticities, we find that the announcement of primary stock oferings by regulated firms depresses their stock prices and little if any evidence that this decline is the result of adverse information about future cash flows. Attempts to relate offer announcement effects directly to possible determinants of price elasticities, however, are inconclusive.

Aus zwei Jahrhunderten : Beiträge zur neueren Geschichte d. Juden

von N. M. Gelber

La Suprématie universelle des juifs et la Société des nations : une étude biblique d'économie internationale

Jean Barral

Le péril juif : l'impérialisme d'Israe͏̈l

par Roger Lambelin

Um Wahrheit, Recht und Frieden : Vortrag geh. auf d. Hauptversammlung d. Central-Vereins Deutscher Staatsbürger jüdischen Glaubens ... zu Berlin ...

von [Hermann] Vogelstein

Die Askara-Krankheit im Talmud : ein Beitr. z. Gesch. d. Diphterie

von J. Preuss