Neural networks and arbitrage in the VIX: A deep learning approach for the VIX.

The Chicago Board Options Exchange Volatility Index (VIX) is considered by many market participants as a common measure of market risk and investors' sentiment, representing the market's expectation of the 30-day-ahead looking implied volatility obtained from real-time prices of options on the S&P 500 index. While smaller deviations between implied and realized volatility are a well-known stylized fact of financial markets, large, time-varying differences are also frequently observed throughout the day. Furthermore, substantial deviations between the VIX and its futures might lead to arbitrage opportunities on the VIX market.

Development of metabolic function biomarkers in the common marmoset, Callithrix jacchus.

Metabolic assessment of a non-human primate model of metabolic syndrome and obesity requires the necessary biomarkers specific to the species. While the rhesus monkey has a number of specific assays for assessing metabolic syndrome, the marmoset does not. Furthermore, the common marmoset (Callithrix jacchus) has a small blood volume that necessitates using a single blood volume for multiple analyses.

Estrogenic plant consumption predicts red colobus monkey (Procolobus rufomitratus) hormonal state and behavior.

Numerous studies have examined the effects of anthropogenic endocrine disrupting compounds; however, very little is known about the effects of naturally occurring plant-produced estrogenic compounds (i.e., phytoestrogens) on vertebrates.

Social suppression of female reproductive maturation and infanticidal behavior in cooperatively breeding Mongolian gerbils.

In several cooperatively breeding species, reproductively suppressed, nonbreeding females are attracted to infants and routinely provide alloparental care, while breeding females may attack or kill other females' infants. The mechanisms underlying the transition from alloparental to infanticidal behavior are unknown. In this study, we tested the hypothesis that this transition is associated with cessation of reproductive suppression and onset of ovarian activity in the Mongolian gerbil (Meriones unguiculatus), a cooperatively breeding rodent.

Effects of reproductive and social variables on fecal glucocorticoid levels in a sample of adult male ring-tailed lemurs (Lemur catta) at the Beza Mahafaly Reserve, Madagascar.

Glucocorticoids, a group of adrenal hormones, are secreted in response to stress. In male primates, variables such as breeding seasonality, dominance hierarchy stability, and aggressive and affiliative interactions can affect glucocorticoid levels. In this study, we examined interindividual differences in mean fecal glucocorticoid (fGC) levels among males in three groups of wild ring-tailed lemurs to better understand the physiological costs of group living for males in a female-dominant species that exhibits strict reproductive seasonality.

Fecal steroid research in the field and laboratory: improved methods for storage, transport, processing, and analysis.

Since the pioneering paper "Measurement of Excreted Steroids in Macaca nemestrina" [Risler et al., American Journal of Primatology 12:91-100, 1987] was first published, field primatologists have been using fecal extraction techniques to examine adrenal and gonadal hormones. These techniques have allowed investigators to determine reproductive conditions in wild primates without causing any disruption to the populations.

Circulating and excreted hormones during the ovarian cycle in the cotton-top tamarin, Saguinus oedipus.

Five parous, cycling cotton-top tamarin females were used to compare circulating and urinary profiles of the major reproductive hormones during the ovarian cycle. Blood samples were collected on unanesthetized, hand restrained females three times per week for 25 days and first morning void urine was collected daily for 30-40 days including the serum sampling period. Serum and urine samples were analyzed for estrone, estradiol, and bioactive LH.

A benign method for maintaining ovulatory estrogen levels in cycling rhesus macaques.

The goal of this study was to develop a relatively noninvasive technique for generating ovulatory estrogen levels in cycling females over extended periods of time. Eleven intact cycling rhesus macaques were given weekly injections of estradiol cypionate in an effort to obtain weekly levels which approximated ovulatory levels. A dose of 500 μg generated weekly estrogen values averaging 370 ± 18 pg/ml.