35 Works

The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

Peter Christoffersen, Bruno Feunou, Kris Jacobs & Nour Meddahi
Many studies have documented that daily realized volatility estimates based on intraday returns provide volatility forecasts that are superior to forecasts constructed from daily returns only. We investigate whether these forecasting improvements translate into economic value added. To do so we develop a new class of affine discrete-time option valuation models that use daily returns as well as realized volatility. We derive convenient closed-form option valuation formulas and we assess the option valuation properties using...

Allometry constrains the evolution of sexual dimorphism in Drosophila across 33 million years of divergence

Jacqueline Sztepanacz & David Houle
Sexual dimorphism is widely viewed as adaptive, reflecting the evolution of males and females towards divergent fitness optima. Its evolution, however, may often be constrained by the shared genetic architecture of the sexes, and by allometry. Here, we investigated the evolution of sexual size dimorphism, shape dimorphism, and their allometric relationship in the wings of 82 taxa in the family Drosophilidae that have been diverging for at least 33 million years. Shape dimorphism among species...

Environmental robustness of the global yeast genetic interaction network

Michael Costanzo, Jing Hou, Vincent Messier, Justin Nelson, Mahfuzur Rahman, Benjamin VanderSluis, Wen Wang, Carles Pons, Catherine Ross, Matej Ušaj, Bryan-Joseph San Luis, Emira Shuteriqi, Elizabeth N. Koch, Patrick Aloy, Chad L. Myers, Charles Boone & Brenda Andrews
Phenotypes associated with genetic variants can be altered by interactions with other genetic variants (GxG), with the environment (GxE), or both (GxGxE). Yeast genetic interactions have been mapped on a global scale, but the environmental influence on the plasticity of genetic networks has not been examined systematically. To assess environmental rewiring of genetic networks, we examined 14 diverse conditions and scored 30,000 functionally representative yeast gene pairs for dynamic, differential interactions. Different conditions revealed novel...

The impact of a parent education workshop about children’s sensory processing differences on parental sense of competence

Amanda Cyr, Yassaman Salehi, Yani Hamdani & Moira Peña
Aims. This study aimed to: (1) examine the impact of a parent education workshop on the parental sense of competence (PSOC) of parents of children with sensory processing differences (SPD); and (2) explore parents’ perspectives regarding workshop content and delivery. Methods. This pilot study was a randomized waitlist-controlled trial. Parents were recruited from a neurodevelopmental assessment waitlist (for their children) and randomly selected to attend one of two identical workshops (two weeks apart). The workshops...

Data and code from: The evolution of developmental thresholds and reaction norms for age and size at maturity

Viktor Nilsson & Locke Rowe
Developing organisms typically mature earlier and at larger sizes in favorable growth conditions, while in rarer cases maturity is delayed. The rarer reaction norm is easily accommodated by general life history models, whereas the common pattern is not. Theory suggests that a solution to this paradox lies in the existence of developmental thresholds that define the minimum size at which maturation or metamorphosis can commence, and in the evolution of these threshold sizes in response...

On male harm: How it is measured and how it evolves in different environments

Howard D. Rundle, Li Yun & Aneil F. Agrawal
Males can harm the females they interact with, but populations/species vary widely in the occurrence and extent of harm. We consider the merits and limitations of two common approaches to investigating male harm and apply these to an experimental study of divergence in harm. Different physical environments can affect how the sexes interact, causing plastic and/or evolved changes in harm. If harmful male phenotypes are less likely to evolve in situations where females have more...

Exceptional multifunctionality in the feeding apparatus of a mid-Cambrian radiodont

Joseph Moysiuk & Jean-Bernard Caron
Radiodonts (stem Euarthropoda) were ecologically diverse, but species generally displayed limited functional specialization of appendages along the body axis compared to crown group euarthropods. This is puzzling because such functional specialization is considered to have been an important driver of euarthropod ecological diversification. One way to circumvent this constraint could have been the functional specialization of different parts of the frontal appendages, known to have been ecologically important in radiodonts. This hypothesis has yet to...

A Reference Library for Characterizing Protein Subcellular Localizations by Image-Based Machine Learning

David Andrews
Libraries composed of 789,011 and 523,319 optically validated reference confocal micrographs of 17 and 20 EGFP fusion proteins localized at key cell organelles as landmarks in murine and human cells were generated for assignment of subcellular localization in mammalian cells. For each image of individual cells, 160 morphology and statistical features were used to train a random forests classifier to automatically assign the localization of proteins and dyes in both cell types and to analyze...

A Reference Library for Characterizing Protein Subcellular Localizations by Image-Based Machine Learning

David Andrews
Libraries composed of 789,011 and 523,319 optically validated reference confocal micrographs of 17 and 20 EGFP fusion proteins localized at key cell organelles as landmarks in murine and human cells were generated for assignment of subcellular localization in mammalian cells. For each image of individual cells, 160 morphology and statistical features were used to train a random forests classifier to automatically assign the localization of proteins and dyes in both cell types and to analyze...

Option Valuation with Observable Volatility and Jump Dynamics

Peter Christoffersen, Bruno Feunou & Yoontae Jeon
Under very general conditions, the total quadratic variation of a jump-diffusion process can be decomposed into diffusive volatility and squared jump variation. We use this result to develop a new option valuation model in which the underlying asset price exhibits volatility and jump intensity dynamics. The volatility and jump intensity dynamics in the model are directly driven by model-free empirical measures of diffusive volatility and jump variation. Because the empirical measures are observed in discrete...

Adaptation across geographic ranges is consistent with strong selection in marginal climates and legacies of range expansion

Megan Bontrager, Takuji Usui, Julie Lee-Yaw, Daniel Anstett, Haley Branch, Anna Hargreaves, Christopher Muir & Amy Angert
Every species experiences limits to its geographic distribution. Some evolutionary models predict that populations at range edges are less well-adapted to their local environments due to drift, expansion load, or swamping gene flow from the range interior. Alternatively, populations near range edges might be uniquely adapted to marginal environments. In this study, we use a database of transplant studies that quantify performance at broad geographic scales to test how local adaptation, site quality, and population...

Clinician-researcher’s perspectives on clinical research during the COVID-19 pandemic

Sarah Silverberg, Lisa Puchalski-Ritchie, Nina Gobat, Alistair Nichol & Srinavas Murthy
Objectives: The outcome of well-performed clinical research is essential for evidence-based patient management during pandemics. However, conducting clinical research amidst a pandemic requires researchers to balance clinical and research demands. We seek to understand the values, experiences, and beliefs of physicians working at the onset of the COVID-19 pandemic in order to inform clinical research planning. We aim to understand whether pandemic settings affect physician comfort with research practices, and how physician experiences shape their...

Rwenzori colobus core unit SNA data - association scans between units, simple association index per dyad, male dispersal events, rainfall and food availability

Julie Teichroeb, Frances Adams, T. Jean Arseneau-Robar & Tyler Bonnell
1. Multi-level societies are complex, nested social systems where basic social groups (i.e., core units) associate in a hierarchical manner, allowing animals to adjust their group sizes in response to variables such as food availability, predation, or conspecific threat. These pressures fluctuate over time and examining the extent to which this variation affects the clustering of core units into different tiers may be instrumental in understanding the evolution of multi-level societies. 2. The goal of...

Dietary and body mass reconstruction of the Miocene neotropical bat Notonycteris magdalenensis (Phyllostomidae) from La Venta, Colombia

Camilo López-Aguirre, Nicholas Czaplewski, Andrés Link, Masanaru Takai & Suzanne Hand
With 14 species recorded, the Miocene La Venta bat fauna is the most diverse bat palaeocommunity in South America. They include the oldest plant-visiting bat in the New World, and some of the earliest representatives of the extant families Phyllostomidae, Thyropteridae and Noctilionidae. La Venta’s Notonycteris magdalenensis is an extinct member of the subfamily Phyllostominae, a group of modern Neotropical animalivorous bats, and is commonly included in studies of the evolution of Neotropical bats, but...

Progressive neurochemical abnormalities in cognitive and motor subgroups of ALS: a prospective multicentre study

Daniel Ta, Abdullah Ishaque, Ojas Srivastava, Chris Hanstock, Peter Seres, Dean Eurich, Collin Luk, Hannah Briemberg, Richard Frayne, Angela Genge, Simon Graham, Lawrence Korngut, Lorne Zinman & Sanjay Kalra
Objective: To evaluate progressive cerebral degeneration in amyotrophic lateral sclerosis (ALS) by assessing alterations in N-acetylaspartate (NAA) ratios in the motor and prefrontal cortex within clinical subgroups of ALS. Methods: Seventy-six ALS patients and 59 healthy controls were enrolled a prospective, longitudinal, multicenter study in the Canadian ALS Neuroimaging Consortium (CALSNIC). Participants underwent serial clinical evaluations and MRS at baseline, 4 and 8 months using a harmonized protocol across 5 centers. NAA ratios were quantified...

Behavioural, morphological, and life history shifts during invasive spread

Monica Mowery, Cor Vink, Andrew Mason & Maydianne Andrade
Invasive species are common around the world, but we still do not know which traits are most important for successfully establishing in new environments. Different stages of the invasion process, including transport, introduction, establishment, and spread, can act as selective filters for different combinations of phenotypic traits. Theoretical and empirical studies predict that invasive populations should have suites of behaviours that improve dispersal and spread, including higher boldness, dispersal propensity, and activity levels than native...

Shade tree traits and microclimate modifications: Implications for pathogen management in biodiverse coffee agroforests

Stephanie Gagliardi, Jacques Avelino, Elias De Melo Virginio-Filho & Marney Isaac
Diversified coffee agroforests modify microclimate conditions in comparison to monocultures, impacting the success of significant plant pathogens, such as Hemileia vastatrix, which causes coffee leaf rust (CLR). However, research is often limited to the dichotomous analysis of shaded agroforestry systems or unshaded monocultures, often overlooking the nuanced effect of shade tree trait diversity. Our study aims to determine the cumulative effects of shade tree canopy architectural characteristics and leaf functional traits in biodiverse agroforests on...

Ongoing production of low-fitness hybrids limits range overlap between divergent cryptic species

Else Mikkelsen & Darren Irwin
Contact zones between recently-diverged taxa provide opportunities to examine the causes of reproductive isolation and the processes that determine whether two species can coexist over a broad region. The Pacific Wren (Troglodytes pacificus) and Winter Wren (Troglodytes hiemalis) are two morphologically similar songbirds that started diverging about 4 million years ago, older than most sister species pairs of temperate songbirds. The ranges of these species come into narrow contact in western Canada, where the two...

Prospective Quantification of CSF Biomarkers in Antibody-Mediated Encephalitis

Gregory Day, Melanie L. Yarbrough, Peter Körtvelyessy, Harald Prüss, Robert C. Bucelli, Marvin J. Fritzler, Warren Mason, David F. Tang-Wai, Claude Steriade, Julien Hébert, Rachel L. Henson, Elizabeth M. Herries, Jack H. Ladenson, A. Sebastian Lopez-Chiriboga, Neill R. Graff-Radford, John C. Morris & Anne Fagan
Objective: To determine whether neuronal and neuroaxonal injury, neuroinflammation, and synaptic dysfunction associate with clinical course and outcomes in antibody-mediated encephalitis (AME), we measured biomarkers of these processes in CSF from patients presenting with AME and cognitively normal individuals. Methods: Biomarkers of neuronal (total tau, VILIP-1) and neuroaxonal damage (neurofilament light chain [NfL]), inflammation (YKL-40), and synaptic function (neurogranin, SNAP-25) were measured in CSF obtained from 45 patients at the time of diagnosis of NMDA...

Sexual dimorphism, temporal niche differentiation and evidence for the Jack Sprat effect in an annual dioecious plant

Qian Yu, Qian Yu, Spencer Barrett, Xin-Jia Wang, Li Zhong, Hong Wang, De-Zhu Li & Wei Zhou
Sexual dimorphism in dioecious plants often occurs as a consequence of the different resource requirements of females and males, especially during reproduction. The contrasting reproductive roles of the sexes can influence the phenology of growth, plant size and flowering time, with implications for the intensity of competitive interactions within and between the sexes. Here, we investigate the influence of contrasting nutrient regimes and intra-sexual and inter-sexual competition on the expression of sexual dimorphism in life-history...

Data from: Tropical deforestation reduces plant mating quality by shifting the functional composition of pollinator communities

Felipe Torres-Vanegas, Adam S. Hadley, Urs G. Kormann, F. Andrew Jones, Matthew G. Betts & Helene H. Wagner
Deforestation can impact the quality of pollen received by target plants (i.e., delivery of incompatible pollen, self-pollen, or pollen from closely related individuals). Such reductions in plant mating quality may be direct, when deforestation reduces plant population size and the availability of pollen donors, or indirect, when decreased mating quality results, for example, from shifts in the composition of the pollinator community. As most flowering plants depend on animal pollinators for reproduction, there is a...

Decentralizing PrEP delivery: implementation and dissemination strategies to increase PrEP uptake among MSM in Toronto, Canada

Maxime Charest & Darrell H. S. Tan
Pre-exposure prophylaxis (PrEP) is traditionally prescribed by HIV specialist physicians. Given finite specialist resources, there is a need to scale up PrEP delivery by decentralizing services via other healthcare professionals. We aimed to assess the feasibility of delivering PrEP to men who have sex with men (MSM) through primary care physicians and sexual health clinic nurses. We piloted a multi-component, implementation and dissemination research program to increase provision of PrEP through primary care physicians and...

Decaying Words: The Metaphor of Evolution in Language Becomes Literal in a Canadian Forest

Joseph Wilson
In 2009, two Canadian poets Stephen Collis and Jordan Scott travelled to five different ecosystems within the borders of British Columbia (BC). At each location, they left a copy of the canonical text of physical anthropology, Darwin’s Origin of Species (1859), open to the elements, for one calendar year. The project, documented in the photographic book Decomp turned the poets’ usual mode of expression on its head: instead of manipulating words to create a final...

Data from: Prolonged impacts of past agriculture and ungulate overabundance on soil fungal communities in restored forests

Shinichi Tatsumi, Shunsuke Matsuoka, Saori Fujii, Kobayashi Makoto, Takashi Osono, Forest Isbell & Akira Mori
Soil fungi can help improve ecosystem restoration, yet our understanding of how they reassemble in degraded land is limited. Here, using DNA metabarcoding, we studied the fungal community structure in reforested sites following agricultural abandonment and ungulate overabundance. Two treatments, namely ‘reforestation using different numbers of tree species’ and ‘deer exclusion,’ have been applied for multiple decades in the study sites. We found that local fungal richness (alpha diversity) and total fungal richness (gamma diversity)...

Data from: Drivers of native and non-native freshwater fish richness across North America: Disentangling the roles of environmental, historical and anthropogenic factors

M. U. Mohamed Anas & Nicholas Mandrak
Aim: A better understanding of native and non-native species response to environmental conditions, historical processes, and human pressures is crucial in the face of global environmental changes affecting biodiversity. Here, we evaluate the relative roles of environmental, historical, and anthropogenic factors in influencing species richness of native and non-native freshwater fishes in watersheds across North America. Location: North America (exclusive of Mexico) Time period: Recent Major taxa studied: Freshwater fishes Methods: We compiled an extensive...

Registration Year

  • 2021

Resource Types

  • Dataset
  • Text
  • Image


  • University of Toronto
  • University of British Columbia
  • University of Calgary
  • Bank of Canada
  • Sunnybrook Hospital
  • University of Minnesota
  • McGill University
  • University of Ottawa
  • University of Lethbridge
  • Centre de Coopération Internationale en Recherche Agronomique pour le Développement