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Challenges in Implementing DVI Best Practice Guidelines Due to the Brumadinho Disaster

Forensic Medicine and Anatomy Research 2024年第1期12卷 1-12页

作者： Reinaldo Moreira silva Bruno Diniz Sander Morais carlos danilo ruas silva Elza Cristina Lopes de Oliveira Fernando Pereira Macedo Giovanni Vitral Pinto Guadalupe Dell’Arret Coutinho Higgor Gonçalves Dornelas João Luiz silva Moreira Laila Evangelista de Almeida Fernandes Marcia Lobão Iannini Patrícia Siqueira Valéria Rosalina Dias e Santos Sordaini Maria Caligiorne Instituto de Criminalística Polícia Civil de Minas Gerais Belo Horizonte Brazil

The broke of a tailings dam from Vale S.A. destroyed a gigantic area killing 270 persons in Brumadinho/Brazil. Organizing activities after a mass disaster is a complex process that requires the involvement of many people and resources in the laboratory. To DNA identification of the victims, a daunting work had to be made by DNA laboratory staff in a collaborative effort with many partners. Efforts to implement good practice guidelines in Disaster Victim Identification (DVI) have revealed several important aspects that need to change in the forensic DNA laboratory. This article highlights the challenges of implementing DVI best practice guidelines in resource-poor settings, but with professionals from different sectors engaged in the same goal of briefly identifying victims and helping families and society.

关键词： Disaster Victim Identification DNA Brumadinho

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Analysis of the Bovespa Futures and Spot Indexes With High Frequency Data

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Chinese Business Review 2015年第4期14卷 192-200页

作者： Edimilson Costa Lucas danilo Braun Santos Bruno Nunes Medeiro Vinicius Augusto Brunassi silva Luiz carlos Monteiro EAESP-FGV Sao Paulo Brazil Universidad Nacional de Misiones Misiones Argentina

Data from the World Federation of Exchanges show that Brazil"s Sao Paulo stock exchange is one of the largest worldwide in terms of market value. Thus, the objective of this study is to obtain univariate and bivariate forecasting models based on intraday data from the futures and spot markets of the BOVESPA index. The interest is to verify if there exist arbitrage opportunities in Brazilian financial market. To this end, three econometric forecasting models were built: ARFIMA, vector autoregressive (VAR), and vector error correction (VEC). Furthermore, it presents the results of a Granger causality test for the aforementioned series. This type of study shows that it is important to identify arbitrage opportunities in financial markets and, in particular, in the application of these models on data of this nature. In terms of the forecasts made with these models, VEC showed better results. The causality test shows that futures BOVESPA index Granger causes spot BOVESPA index. This result may indicate arbitrage opportunities in Brazil.

关键词：现货市场数据分析期货股市因果关系检验预测模型证券交易所向量自回归

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