Friday, February 21, 2020

Mutations Essay Example | Topics and Well Written Essays - 750 words

Mutations - Essay Example These events culminate in the creation of loops possessing extra-helical bases that can produce frame-shift mutations unless they are reversed by mismatch repair (Errol et al 54). In HNPCC, also known as Lynch syndrome, an inherited mutation located in the mismatch repair gene leads to MI replication errors going unfixed. In most cases, this results in length changes for di-nucleotide repeats for the nucleo-bases adenine and cytosine. Changes in the nucleotide repeats indicate a DNA repair system in fault that can lead, to growth of colon cancer cells. MI insertions and deletions cause inappropriate DNA repair, which leads to uncontrolled division of cells and growth of tumours. This paper provides examples of human diseases that result from mutations and the way these mutations give rise to the diseases. Mutations affecting transition in CpG islands is a common cause of colorectal cancer. O6-methyl-guanine DNA methyl-transferase, or MGMT, is a vital enzyme during the repair of DNA. The enzyme removes all cytotoxic and mutagenic adducts from O6-guanine found in DNA. This site is the most preferred attack point for numerous alkylating chemotherapeutic agents and carcinogens. The loss of MGMT activity can be triggered by hyper-methylating the CpG Island that is located in MGMT’s promoter region, and is culpable in most cases of colorectal cancer (Errol et al 71). ... In addition, hyper-methylation of MGMT can be used in pharmaco-epigenomics with methylated tumors showing more sensitivity to alkylating drugs utilized in chemotherapy (Errol et al 71). Another form of mutation can occur during alternative splicing, which causes Oculopharyngial muscular dystrophy, or OPMD. This disease is an autosomal dominant disease of the muscles, which occurs worldwide. Recent research has found that the disease’s genetic basis is in mutations to the poly-A binding protein gene, which involves short GCQ tri-nucleotide repeat expansions that encode the poly-alanine tract (Schwarz 76). The underlying mechanism, which causes triplet expansion of mutation of the gene, is yet to be elucidated, but the model of DNA slippage is thought to be a plausible explanation. Mutated alleles found in patients suffering from OPMD are most likely caused by (GCG)(2)(GCA)(3) and (GCG)(3)GCA and not because of GCG repeat expansions (Schwarz 78). Unequal crossing-over of the two PABP2 alleles, therefore, rather than slippage of DNA, is the best explanation for mutations that lead to OPMD. Practically, all mutations that patients with OPMD report are explained by unequal crossover. Mutations occurring during alternative splicing can cause breast cancer. Breast cancer cells, as do most other cancer cells, adapt to their environment via the generation of new genetic products by alternative splicing (Jeanteur 80). Analysis of transcriptome has shown that over fifty percent of the human genome encodes protein iso-forms by alternative splicing of pre- mRNA. Therefore, alternative splicing is utilized as a vital mechanism for the generation of the human proteome diversity. Additionally, the isoform-selective expression of genes is important in cellular

Wednesday, February 5, 2020

Finance Essay Example | Topics and Well Written Essays - 1000 words - 7

Finance - Essay Example Most of these tests however have been carried out in the developed countries and have largely ignored the developing countries. This paper seeks to discuss the levels of market efficiency in the Japanese equity markets in order to determine whether they are successful or not. This will be done by evaluating several empirical studies carried out in the same. Market efficiency literature review Kono, Yatrakis & Segal (2011) carried out a study on the Japanese stock market efficiency. The authors sought to compare the performance of a stock portfolio that consisted of exchange-traded funds (ETFs) against the performance of the overall stock market which was represented by the Topix Index. This was carried out using data that was available from the 30 June 2008 to 30 June 2009. In their study, they constructed the exchange traded funds according to the Modern portfolio theory that was developed in 1952 by Harry Markowitz. The study was based on the null hypothesis that â€Å"A portfolio composed of Japanese ETFs and constructed according to the MPT provides a higher return per unit of risk than the Topix Index†. In order to arrive at the optimal portfolio of ETFs, the authors used the statistical data related to the ETFs, the mean variance optimisation model of the MPT and the risk free rates as well as the expected market return. In order to help in determining the optimal portfolio, they also used a software program that was designed for the same purpose. The optimal portfolio that they used comprised of 7 ETFs which complied with the selection criteria for the study in terms of maturity and criteria. The statistical results obtained from the data analysis were used to calculate the return per unit of risk of each of the ETFs (Kono et al., 2007). The results of the study showed that the ETF portfolio that was used in the study performed better in terms of the ratio of performance to risk as compared to the overall equity market. This means that the portfol io of ETFs had a lower negative return per risk unit than the entire Japanese equity market. The study therefore concluded that it is possible for an optimal portfolio of ETFs to perform better than the whole equity market index if the performance of the portfolio and the market is measured using the return per unit of risk which is also referred to as the Sharpe ratio by players in the stock market. The authors suggested that further research in the Japanese stock market should be carried out to test the relationship between the cash flows of the company and their performance in the stock market (Kono et al., 2011). Andersen, Bollerslev & Cai (2000) carried out a study on the â€Å"Intraday and interday volatility in the Japanese†. The study investigated the volatility of performance in the Japanese stock market. The study used a 4 year sample of 5-min Nikkei 225 returns for the period from 1994 to 1997. Testing the intraday volatility resulted in the observation that they b ehaved in a doubly U shaped pattern which was explained to be as a result of the opening and closing of the morning and afternoon trading sessions of the Tokyo Stock Exchange. The authors explain that the observed feature of the doubly U shaped pattern is consistent with other market theories that have advanced the importance of private and asymmetric information when determining the prices of stocks. It was also found that announcements about the macro