Human sperm RNA code senses dietary sugar.

A new study reveals that a high-sugar diet acutely alters human sperm small RNA profiles after 1 week and that these changes are associated with changes in sperm motility. This rapid response by sperm to nutritional fluctuation raises intriguing questions regarding the underlying mechanisms and the potential effects on offspring metabolic health

Intestinal Electric Stimulation Accelerates Whole Gut Transit and Promotes Fat Excrement in Conscious Rats

*_Introduction:_* Intestinal electric stimulation (IES) is proposed as a potential tool for the treatment of morbid obesity. Our previous study showed that IES with one pair of electrodes accelerated intestinal transit and decreased fat absorption in a segment of the jejunum in the anesthetized rats. The aims of this study were to assess the effects of IES on the whole gut transit and fat absorption in conscious rats, to examine the effects of multi-channel IES, and to explore the cholinergic mechanism behind the effects of IES. 
*_Methods:_* Thirty-eight male rats implanted with serosal electrodes were randomized into five groups: control without IES, 2/3 channel IES with short pulses, atropine and atropine plus IES. The whole gut transit and fat remained and emptied from the gut were analyzed after continuous 2-hour IES. 
*_Results:_* Two and three channel IES significantly accelerated phenol red (marker used for transit) excretion (ANOVA, P < 0.001). No significant difference was found between two and three channel IES. Two channel IES significantly increased the excretion of fat (P < 0.05). Atropine significantly blocked the accelerated transit induced by IES (ANOVA, P < 0.001). Correlation was found between the percentage of phenol red and fat retained in the whole gut (r = 0.497, P < 0.01). 
*_Conclusions:_* IES accelerates whole gut transit and promotes fat excrement in conscious rats, and these effects are mediated through the cholinergic nerves. These findings are in support of the concept that IES may be a promising treatment option for obesity

A mathematical model for contingent claim pricing in a preannounced policy

This paper presents a mathematical model for contingent claim pricing in a preannounced policy. There are some properties in the model. First, one can distinguish the preannouncement effects on the mean and volatility of asset returns. Second, the European call option pricing solution in the model can reduce to the Black-Sholes (1973) formula as no preannouncement effects occur before maturity.Preannounced policy, Preannouncement effect, Fat tails, Discontinuity, Option pricing.

Exact formation of hairy planar black holes

We consider Einstein gravity minimally coupled to a scalar field with a given potential in general dimensions. We obtain large classes of static hairy planar black holes which are asymptotic to AdS space-times. In particular, for a special case $\mu=(n-2)/2$, we obtain new classes of exact dynamical solutions describing black holes formation. We find there are two classes of collapse solutions. The first class solutions describe the evolution start from AdS space-time with a naked singularity at the origin. The space-time is linearly unstable and evolves into stationary black hole states even under small perturbation. The second class solutions describe the space-time spontaneously evolves from AdS vacua into stationary black hole states undergoing non-linear instability. We also discuss the global properties of all these dynamical solutions.Comment: 17 pages and 5 figures; the general case was studied analytically; conclusions unchange

Robust Risk Management. Accounting for Nonstationarity and Heavy Tails

In the ideal Black-Scholes world, financial time series are assumed 1) stationary (time homogeneous) and 2) having conditionally normal distribution given the past. These two assumptions have been widely-used in many methods such as the RiskMetrics, one risk management method considered as industry standard. However these assumptions are unrealistic. The primary aim of the paper is to account for nonstationarity and heavy tails in time series by presenting a local exponential smoothing approach, by which the smoothing parameter is adaptively selected at every time point and the heavy-tailedness of the process is considered. A complete theory addresses both issues. In our study, we demonstrate the implementation of the proposed method in volatility estimation and risk management given simulated and real data. Numerical results show the proposed method delivers accurate and sensitive estimates.Exponential Smoothing, Spatial Aggregation.