bluuebunny/crossref_metadata_2025_split huggingface dataset:
Genetic characterization of Cryptosporidium parvum from calves by mutation scanning and targeted sequencing – zoonotic implications
Authors: Nolan Matthew J. , Jex Aaron R. , Mansell Peter D. , Browning Glenn F. , Gasser Robin B. 
Published: July 2009

AbstractThis study explored the genetic make‐up of Cryptosporidium in fecal samples from 268 individual calves on pasture‐based dairy farms in three regions of Victoria, Australia. An integrated approach, using PCR‐coupled single‐strand conformation polymorphism, targeted sequencing and phylogenetic analysis, was employed to classify the genetic variants (i.e. genotypes and subgenotypes) of Cryptosporidium parvum present in 124 (46.3%) samples and to infer their zoonotic potential. Genotypic and subgenotypic classification was achieved using a portion of the 60 kDa glycoprotein gene (designated pgp60); specific identity was verified using a region within the small subunit of the nuclear ribosomal RNA (pSSU). Twelve sequence types representing ten distinct subgenotypes were defined within genotype IIa, namely IIaA16G3R1 (n=7), IIaA17G2R1 (1), IIaA18G2R1a (2), IIaA18G2R1b (1), IIaA18G4R1 (1), IIaA19G3R1a (80), IIaA19G3R1b (1), IIaA20G2R1 (9), IIaA20G3R1 (1), IIaA20G4R1 (9), IIaA21G3R1 (1) and IIaA23G3R1 (9), of which IIaA18G2R1b, IIaA18G4R1 and IIaA19G3R1b are new records. All of the subgenotypes, except IIaA16G3R1, IIaA18G4R1 and IIaA20G4R1, have been detected previously in humans and are thus considered to be of zoonotic relevance. (Nucleotide sequences reported in this paper are available in the GenBank database under accession numbers FJ825018‐FJ825029).
Searching for serum tumor markers for colorectal cancer using a 2‐D DIGE approach
Authors: Ma Yanlei , Peng Jiayuan , Huang Long , Liu Weijie , Zhang Peng , Qin Huanlong 
Published: July 2009

AbstractIdentification of specific protein markers for colorectal cancer (CRC) could provide a basis for its early diagnosis and detection, as well as clues to the molecular mechanisms governing cancer progression. In the present study, 2‐D DIGE coupled with MS was used to screen for biomarker candidates in the serum proteome of ten human CRC samples and ten healthy control samples. After pooling identical amounts of serum proteins (based on total protein concentration), albumin/IgG was depleted under partially denaturing conditions. Subsequently, the serum samples were labeled with three different CyDyes, and separated by 2‐D DIGE. After analysis with the biological variation analysis module of the DeCyder software, only three spots were found to be significantly elevated in all patient groups (with ratios from 1.52 to 9.08), whereas five spots were significantly down‐regulated in patients (with ratios from −1.23 to −10.21) (t‐test; p<0.05). Finally, two potential biomarkers, Transaldolase 1 and thyroid receptor interactor, were chosen for validation and analysis by ELISA with the serum of 30 CRC patients and 30 healthy controls. The serum levels of the two proteins correlated well with the 2‐D DIGE results. Thus, 2‐D DIGE approaches show great promise for biomarker discovery in CRC.
Genetic categorization of Echinococcus granulosus from humans and herbivorous hosts in Iran using an integrated mutation scanning‐phylogenetic approach
Authors: Sharbatkhori Mitra , Mirhendi Hossein , Jex Aaron R. , Pangasa Aradhana , Campbell Bronwyn E. , Kia Eshrat B. , Eshraghian Mohammad R. , Harandi Majid F. , Gasser Robin B. 
Published: July 2009

AbstractIn the present study, we have extended earlier taxonomic, biochemical and experimental investigations to characterize Echinococcus granulosus from various hosts in Iran utilizing DNA regions (designated pcox1 and pnad1) within the cytochrome c oxidase subunit 1 and NADH dehydrogenase 1 mitochondrial genes, respectively. An emphasis was placed on the characterization of E. granulosus isolates (cyst material) from humans, sheep, goats, cattle and camels, and on assessing their genetic relationships. PCR‐based SSCP analysis of pcox1 and pnad1 amplicons derived from individual isolates (n=148) of E. granulosus revealed five (pc1–pc5) and nine (pn1–pn9) electrophoretic profiles, respectively. Sequencing of pcox1 and pnad1 amplicons representing unique SSCP profiles demonstrated that each profile was linked unequivocally to a particular sequence and that single point mutations were readily detectable by SSCP. Phylogenetic analyses of pcox1 and/or pnad1 nucleotide sequence data were conducted using Bayesian inference and maximum likelihood tree‐building methods. Following the phylogenetic analyses of concatenated pcox1+pnad1 sequence data, including representatives of all presently recognized Echinococcus species/genotypes as well as Taenia saginata (as the outgroup), the majority of cyst isolates (142 of 148; 95.9%) from humans, ruminants (sheep, goats and cattle) and camels were assigned to the G1–G3 complex of E. granulosus (or E. granulosus sensu stricto), whereas some E. granulosus cysts (6 of 19; 31.6%) from camels were assigned to the G6–G10 complex (or E. canadensis). The present study reinforces the advantages of the mutation scanning‐sequencing‐phylogenetic approach to explore variation in multiple mitochondrial loci within and among Echinococcus populations, which provides a platform for future, detailed studies of the molecular epidemiology of E. granulosus in Iran and other countries. (Note: The sequences determined in the present study have been deposited in the GenBank database under accession numbers: FJ796203‐FJ796207 (pcox1) and FJ796208‐FJ796216 (pnad1)).
Two‐dimensional modeling for stability analysis of two‐phase stratified flow
Authors: Heidarinejad Ghassem , Sani Abdollah Eskandari 
Published: July 2009

AbstractThe effect of wavelength and relative velocity on the disturbed interface of two‐phase stratified regime is modeled and discussed. To analyze the stability, a small perturbation is imposed on the interface. Growth or decline of the disturbed wave, relative velocity, and surface tension with respect to time will be discussed numerically. Newly developed scheme applied to a two‐dimensional flow field and the governing Navier–Stokes equations in laminar regime are solved. Finite volume method together with non‐staggered curvilinear grid is a very effective approach to capture interface shape with time. Because of the interface shape, for any time advancement, a new grid is performed separately on each stratified field, liquid, and gas regime. The results are compared with the analytical characteristics method and one‐dimensional modeling. This comparison shows that solving the momentum equation including viscosity term leads to physically more realistic results. In addition, the newly developed method is capable of predicting two‐phase stratified flow behavior more precisely than one‐dimensional modeling. It was perceived that the surface tension has an inevitable role in dissipation of interface instability and convergence of the two‐phase flow model. Copyright © 2009 John Wiley & Sons, Ltd.
A surface remeshing technique for a Lagrangian description of 3D two‐fluid flow problems
Authors: Cruchaga Marcela , Celentano Diego , Breitkopf Piotr , Villon Pierre , Rassineux Alain 
Published: July 2009

AbstractClassical Lagrangian schemes applied to update the front position between two immiscible incompressible fluids have been long recognized to provide a sharp representation of the interface. However, the main drawback of these approaches is the progressive distortion in the distribution of the markers used to identify the material front. To avoid this problem, a 3D interface remeshing algorithm is proposed in this work. In addition, the remeshed front is enforced to preserve the global volume. These aspects are incorporated in an existing fluid dynamics formulation for the analysis of two‐fluid flows problems. The resulting formulation, called as the 3D‐moving Lagrangian interface remeshing technique, is applied in the numerical analysis of two‐fluid flow problems. Copyright © 2009 John Wiley & Sons, Ltd.
Comparing vortex methods and finite difference methods in a homogeneous turbulent shear flow
Authors: Yokota R. , Obi S. 
Published: July 2009

AbstractThe vortex method is applied to the calculation of a homogeneous shear turbulence, and compared with a finite difference code using identical calculation conditions. The core spreading method with spatial adaptation is selected as the viscous diffusion scheme of the vortex method. The shear rate is chosen so that it matches the maximum value observed in a fully developed channel flow. The isosurface, anisotropy tensors, and joint probability density functions reflect the ability of the present vortex method to quantitatively reproduce the anisotropic nature of strongly sheared turbulence, both instantaneously and statistically. Copyright © 2009 John Wiley & Sons, Ltd.
Local trader profitability in futures markets: Liquidity and position taking profits
Authors: Frino Alex , Jarnecic Elvis , Feletto Roger 
Published: July 2009

AbstractThis study examines the profitability of local traders on floor‐traded futures markets. Using unique data from the period of floor trading on the Sydney Futures Exchange, local income is decomposed into liquidity and position‐taking profit components. Locals on the trading floor are found to make significant position‐taking profits. Moreover, the ability of locals on the floor to derive position‐taking profits is positively related to order‐flow related information, and negatively related to the presence of exogenous information, local liquidity profits and the length of a locals inventory cycle. Accordingly, this paper characterizes locals as active informed traders. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 30:1–24, 2010
A copula‐based regime‐switching GARCH model for optimal futures hedging
Authors: Lee Hsiang‐Tai 
Published: July 2009

AbstractThe article develops a regime‐switching Gumbel–Clayton (RSGC) copula GARCH model for optimal futures hedging. There are three major contributions of RSGC. First, the dependence of spot and futures return series in RSGC is modeled using switching copula instead of assuming bivariate normality. Second, RSGC adopts an independent switching Generalized Autoregressive Conditional Heteroscedasticity (GARCH) process to avoid the path‐dependency problem. Third, based on the assumption of independent switching, a formula is derived for calculating the minimum variance hedge ratio. Empirical investigation in agricultural commodity markets reveals that RSGC provides good out‐of‐sample hedging effectiveness, illustrating importance of modeling regime shift and asymmetric dependence for futures hedging. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:946–972, 2009
Liquidity and hedging effectiveness under futures mispricing: International evidence
Authors: Andani A. , Lafuente J. A. , Novales A. 
Published: July 2009

AbstractWe analyze the hedging effectiveness of positions that replicate stock indexes using corresponding futures contracts through the application of a dynamic, stochastic hedging strategy proposed by Lafuente, J. A. and Novales, A. (2003). Conclusive gains do not emerge in any of the markets analyzed over the period considered, relative to the use of a constant unit hedge ratio. These findings are consistent with the trend observed in the IBEX 35 futures market study of Lafuente, J. A. and Novales, A. (2003). Our empirical evidence suggests that, contrary to what happens in less liquid markets, the discrepancy between theoretical and quoted prices in index futures contracts in fully developed markets does not represent a noise factor that can be successfully exploited for hedging. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:1050–1066, 2009
Reverse convertible bonds analyzed
Authors: Szymanowska Marta , Horst Jenke Ter , Veld Chris 
Published: July 2009

AbstractWe study the pricing of reverse convertible (RC) bonds. These are bonds that carry high coupon payments. In exchange, the issuer has an option at the maturity date to either redeem the bonds in cash or to deliver a pre‐specified number of shares. We find that Dutch plain vanilla and knock‐in RC bonds are, on average, overpriced by almost 6%. This overpricing is confirmed in a model‐free analysis with respect to option‐ and bond‐pricing models. We find that rational factors explain 23% of the documented overpricing. In addition, we find that the combination of financial marketing, framing, and the representativeness bias further increases our ability to explain the documented overpricing to more than 35%. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:895–919, 2009
The CBOE S&P 500 three‐month variance futures
Authors: Zhang Jin E. , Huang Yuqin 
Published: July 2009

AbstractIn this article, we study the market of the Chicago Board Options Exchange S&P 500 three‐month variance futures that were listed on May 18, 2004. By using a simple mean‐reverting stochastic volatility model for the S&P 500 index, we present a linear relation between the price of fixed time‐to‐maturity variance futures and the VIX2. The model prediction is supported by empirical tests. We find that a model with a fixed mean‐reverting speed of 1.2929 and a daily‐calibrated floating long‐term mean level has a good fit to the market data between May 18, 2004, and August 17, 2007. The market price of volatility risk estimated from the 30‐day realized variance and VIX2 has a mean value of −19.1184. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 30:48–70, 2010
The bias in time series volatility forecasts
Authors: Ederington Louis H. , Guan Wei 
Published: July 2009

AbstractBy Jensen's inequality, a model's forecasts of the variance and standard deviation of returns cannot both be unbiased. This study explores the bias in GARCH type model forecasts of the standard deviation of returns, which we argue is the more appropriate volatility measure for most financial applications. For a wide variety of markets, the GARCH, EGARCH, and GJR (or TGARCH) models tend to persistently over‐estimate the standard deviation of returns, whereas the ARLS model of L. Ederington and W. Guan (2005a) does not. Furthermore, the GARCH and GJR forecasts are especially biased following high volatility days, which cause a large jump in forecast volatility, which is rarely fully realized. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 30:305–323, 2010
Are credit spreads too low or too high? A hybrid barrier option approach for financial distress
Authors: Lin William , Sun David 
Published: July 2009

AbstractBased on the works of Brockman, P. and Turtle, H. J. (2003) and Giesecke, K. (2004), we propose in this study a hybrid barrier option model to explain observed credit spreads. It is free of problems with the structural model, which underprescribed credit spreads for investment grade corporate bonds and overprescribed the high‐yield issues. Unlike the standard barrier option approach, our hybrid model does not imply, for high‐yield issues with firms under financial stress, a reduction of credit spreads while firm value actually falls. Our empirical analysis supports that when credit spreads are quoted abnormally higher or rising faster than expected, unexpected changes tend to persist. Otherwise a significant and prompt reversion to long‐term equilibrium takes place. This asymmetric pricing phenomenon is validated with a method introduced by Enders, W. and Granger, C. W. J. (1998) and Enders, W. and Siklos, P. L. (2001). The pricing asymmetry could not have been produced by a structural model employing only standard option. But it is consistent with a hybrid barrier option model. Our model characterizes the valuation of debt under financial stress and the asymmetric price pattern better than both the classical structural and the standard barrier option approaches. It can be extended to the study of individual CDS for its better liquidity than individual corporate bonds. This study provides helpful implications especially for the medium and high‐yield issues in pricing as well as portfolio diversification. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:1161–1189, 2009
The impact of volatility derivatives on S&P500 volatility
Authors: Dawson Paul , Staikouras Sotiris K. 
Published: July 2009

AbstractThis study investigates whether the newly cultivated platform of volatility derivatives has altered the volatility of the underlying S&P500 index. The findings suggest that the onset of the volatility derivatives trading has lowered the volatility of both the cash market volatility and the cash market index, and significantly reduced the impact of shocks to volatility. When big sudden events hit financial markets, however, the volatility of volatility seems to elevate in the U.S. equity market as a result of increased global correlations. Regardless of the period under examination and the estimator employed, long‐run volatility persistence is present. The latter drops significantly when the credit crunch period is excluded from the post‐event date sample period. The correlation between the broad equity index and the return volatility remains low, which in turn strengthens the role of volatility derivatives to facilitate portfolio diversification. The analysis also shows that volatility is mean reverting, whereas market data support the impact of information asymmetries on conditional volatility. In the post‐event date phase, no asymmetries are found when the recent crisis is not accounted for. Finally, comparisons with other international equity indices, with no volatility derivatives listed, unveil that these indices exhibit higher volatility and slower recovery from shocks than the S&P500 index. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 29:1190–1213, 2009
Effects of omitting information variables on optimal hedge ratio estimation: A note
Authors: Lien Donald 
Published: July 2009

AbstractSuppose that there is an information variable (with error correction variable being a special case) affecting the spot price but not the futures price. The estimated optimal hedge ratio is unbiased but inefficient when this variable is omitted. In addition, the resulting hedging effectiveness is smaller than that provided by the efficient hedge ratio. © 2009 Wiley Periodicals, Inc. Jrl Fut Mark 30:795–800, 2010
An efficient algorithm for multistate protein design based on FASTER
Authors: Allen Benjamin D. , Mayo Stephen L. 
Published: July 2009

AbstractMost of the methods that have been developed for computational protein design involve the selection of side‐chain conformations in the context of a single, fixed main‐chain structure. In contrast, multistate design (MSD) methods allow sequence selection to be driven by the energetic contributions of multiple structural or chemical states simultaneously. This methodology is expected to be useful when the design target is an ensemble of related states rather than a single structure, or when a protein sequence must assume several distinct conformations to function. MSD can also be used with explicit negative design to suggest sequences with altered structural, binding, or catalytic specificity. We report implementation details of an efficient multistate design optimization algorithm based on FASTER (MSD‐FASTER). We subjected the algorithm to a battery of computational tests and found it to be generally applicable to various multistate design problems; designs with a large number of states and many designed positions are completely feasible. A direct comparison of MSD‐FASTER and multistate design Monte Carlo indicated that MSD‐FASTER discovers low‐energy sequences much more consistently. MSD‐FASTER likely performs better because amino acid substitutions are chosen on an energetic basis rather than randomly, and because multiple substitutions are applied together. Through its greater efficiency, MSD‐FASTER should allow protein designers to test experimentally better‐scoring sequences, and thus accelerate progress in the development of improved scoring functions and models for computational protein design. © 2009 Wiley Periodicals, Inc. J Comput Chem, 2010
A universal scale of aromaticity for π‐organic compounds
Authors: Alonso Mercedes , Herradón Bernardo 
Published: July 2009

AbstractAromaticity is an essential concept in chemistry, invented to account for the stability, reactivity, molecular structure, and properties of many organic and inorganic compounds. In recent years, numerous methods to quantify aromaticity based on the energetic, magnetic, structural, and electronic properties of molecules have been proposed but none of them is universal. The inability of establishing a universal scale of aromaticity based on a single parameter is due to the multidimensional character of this phenomenon. Consequently, aromaticity analyses should be carried out by employing a set of aromaticity descriptors on the basis of different physical manifestations of aromaticity. Here, we report a universal scale of aromaticity for π‐organic compounds based on the Euclidean distance between neurons in a self‐organizing map. The most widely used aromaticity indicators have been used as molecular descriptors, and so our approach provides the first scale of aromaticity which contains the energetic, magnetic, and structural aspects of this property. The method is applicable to a wide variety of unsaturated organic compounds and allows quantification of both aromaticity and antiaromaticity. Additionally, the position of a compound on the bidimensional map determinates immediately the following: (a) the group (aromatic, nonaromatic, or antiaromatic) to which the system belongs, (b) their degree of π‐electronic delocalization, and (c) the similarity in aromaticity/antiaromaticity between different compounds. This new scale of aromaticity is able to indicate the expected order of aromaticity of analogues of fulvene and heptafulvene, heteroaromatic species, substituted benzenes, and functionalized cyclopentadienyl compounds. © 2009 Wiley Periodicals, Inc. J Comput Chem, 2010
Expression of Concern: Aurora B expression in post‐puberal testicular germ cell tumours
Authors: Esposito Francesco , Libertini Silvana , Franco Renato , Abagnale Antonella , Marra Luigi , Portella Giuseppe , Chieffi Paolo 
Published: July 2009

AbstractAurora/Ipl1‐related kinases are a conserved family of proteins that are essential for the regulation of chromosome segregation and cytokinesis during mitosis. Aberrant expression and activity of these kinases occur in a wide range of human tumours and have been implicated in mechanisms leading to mitotic spindle aberrations, aneuploidy, and genomic instability. Previous studies of our group have shown that Aurora B expression is restricted to specific germinal cells. In this study, we have evaluated by immunohistochemical analysis Aurora B expression in post‐puberal testicular germ cell tumours (22 seminomas, 2 teratomas, 15 embryonal carcinomas, 5 mixed germinal tumours with a prominent yolk sac tumour component and 1 choriocarcinoma). The Aurora B protein expression was detected in all intratubular germ cell tumours, seminomas and embryonal carcinomas analysed but not in teratomas and yolk sac carcinomas. The immunohistochemical data were further confirmed by Western blot analysis. In addition, the kinase Aurora B was vigorously expressed in GC‐1 cells line derived from murine spermatogonia. The block of Aurora B function induced by a pharmacological inhibitor significantly reduced the growth of GC‐1 cells suggesting that Aurora B is a potential therapeutic target. J. Cell. Physiol. 221: 435–439, 2009. © 2009 Wiley‐Liss, Inc.