Statistical arbitrage under the efficient market hypothesis

When a financial derivative can be traded consecutively and its terminal payoffs can be adjusted into a stationary time series, there might be a statistical arbitrage opportunity even under the efficient market hypothesis. In particular, we show the examples of selling put options of the three major ETFs (Exchange Traded Funds) in the U.S. market

Tensor Completion via Leverage Sampling and Tensor QR Decomposition for Network Latency Estimation

In this paper, we consider the network latency estimation, which has been an important metric for network performance. However, a large scale of network latency estimation requires a lot of computing time. Therefore, we propose a new method that is much faster and maintains high accuracy. The data structure of network nodes can form a matrix, and the tensor model can be formed by introducing the time dimension. Thus, the entire problem can be be summarized as a tensor completion problem. The main idea of our method is improving the tensor leverage sampling strategy and introduce tensor QR decomposition into tensor completion. To achieve faster tensor leverage sampling, we replace tensor singular decomposition (t-SVD) with tensor CSVD-QR to appoximate t-SVD. To achieve faster completion for incomplete tensor, we use the tensor $L_{2,1}$-norm rather than traditional tensor nuclear norm. Furthermore, we introduce tensor QR decomposition into alternating direction method of multipliers (ADMM) framework. Numerical experiments witness that our method is faster than state-of-art algorithms with satisfactory accuracy.Comment: 20 pages, 7 figure

Sulforaphane induces adipocyte browning and promotes glucose and lipid utilization

Scope: Obesity is closely related to the imbalance of white adipose tissue storing excess calories, and brown adipose tissue dissipating energy to produce heat in mammals. Recent studies revealed that acquisition of brown characteristics by white adipocytes, termed “browning,” may positively contribute to cellular bioenergetics and metabolism homeostasis. The goal was to investigate the putative effects of natural antioxidant sulforaphane (1-isothiocyanate-4-methyl-sulfonyl butane; SFN) on browning of white adipocytes. Methods and Results: 3T3-L1 mature white adipocytes were treated with SFN for 48 h, and then the mitochondrial content, function, and energy utilization were assessed. SFN was found to induce 3T3-L1 adipocytes browning based on the increased mitochondrial content and activity of respiratory chain enzymes, whereas the mechanism involved the upregulation of nuclear factor E2-related factor 2/ sirtuin1/ peroxisome proliferator-activated receptor gamma coactivator 1 alpha signaling. SFN enhanced uncoupling protein 1 expression, a marker for brown adipocyte, leading to the decrease in cellular ATP. SFN also enhanced glucose uptake and oxidative utilization, lipolysis and fatty acid oxidation in 3T3-L1 adipocytes. Conclusion: SFN-induced browning of white adipocytes enhanced the utilization of cellular fuel, and the application of SFN is a promising strategy to combat obesity and obesity-related metabolic disorder

5,5′-(p-Phenyl­ene)di-1H-tetra­zole

Crystals of the title organic compound, C8H6N8, were generated in situ through the [2 + 3]-cyclo­addition reaction involving the precursor 1,4-dicyano­benzene and azide in water with Zn2+ as Lewis acid. The asymmetric unit consists of one half-mol­ecule, and a twofold axis of symmetry passes through the centre of the benzene ring. There is an inter­molecular N—H⋯N hydrogen bond. The mol­ecules are assembled into a three-dimensional supra­molecular framework by π–π stacking inter­actions, with a perpendicular distance of 3.256 Å [centroid–centroid = 3.9731 (8) Å] between two tetra­zole ring planes, and 3.382 Å between the benz­ene ring and tetra­zole ring planes [centroid–centroid = 3.5010 (9) Å]

Population Genetics of Two Asexually and Sexually Reproducing Psocids Species Inferred by the Analysis of Mitochondrial and Nuclear DNA Sequences

Background: The psocids Liposcelis bostrychophila and L. entomophila (Psocoptera: Liposcelididae) are found throughout the world and are often associated with humans, food stores and habitations. These insects have developed high levels of resistance to various insecticides in grain storage systems. However, the population genetic structure and gene flow of psocids has not been well categorized, which is helpful to plan appropriate strategies for the control of these pests. Methodology/Principal Findings: The two species were sampled from 15 localities in China and analyzed for polymorphisms at the mitochondrial DNA (Cytb) and ITS (ITS1-5.8S-ITS2) regions. In total, 177 individual L. bostrychophila and 272 individual L. entomophila were analysed. Both Cytb and ITS sequences showed high genetic diversity for the two species with haplotype diversities ranged from 0.15460.126 to 1.00060.045, and significant population differentiation (mean FST = 0.358 for L. bostrychophila; mean FST = 0.336 for L. entomophila) was also detected among populations investigated. A Mantel test indicated that for both species there was no evidence for isolation-by-distance (IBD). The neutrality test and mismatch distribution statistics revealed that the two species might have undergone population expansions in the past. Conclusion: Both L. bostrychophila and L. entomophila displayed high genetic diversity and widespread population genetic differentiation within and between populations. The significant population differentiation detected for both psocids may b