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Objective: This study evaluated weight and cardiometabolic outcomes after a 3‐month energy‐restricted diet (−30%) containing almonds (almond‐enriched diet [AED]) or containing carbohydrate‐rich snacks (nut‐free control diet [NFD]) (Phase 1), followed by 6 months of weight maintenance (Phase 2). Methods: Participants (25–65 years old) with overweight or obesity (BMI 27.5–34.9 kg/m2) were randomly allocated to AED (n = 68) or NFD (n = 72). Results: Both groups lost weight during Phase 1 (p < 0.001) (mean [SE], −7.0 [0.5] kg AED vs. −7.0 [0.5] kg NFD, p = 0.858) and Phase 2 (p = 0.009) (−1.1 [0.5] kg AED vs. −1.3 [0.6] NFD, p = 0.756), with improvements in percentage lean mass after Phase 2 (4.8% [0.3%], p < 0.001). Reductions occurred in fasting glucose (−0.2 [0.07] mmol/L, p = 0.003), insulin (−8.1 [4.0] pmol/L, p = 0.036), blood pressure (−4.9 [0.8] mm Hg systolic, −5.0 [0.5] mm Hg diastolic, p < 0.001), total cholesterol (−0.3 [0.1] mmol/L), low‐density lipoprotein (LDL) (−0.2 [0.1] mmol/L), very low‐density lipoprotein (−0.1 [0.03] mmol/L), and triglycerides (−0.3 [0.06] mmol/L) (all p < 0.001), and high‐density lipoprotein increased (0.1 [0.02] mmol/L, p = 0.011) by the end of Phase 2 in both groups. There were group by time interactions for lipoprotein particle concentrations: very small triglyceride‐rich (−31.0 [7.7] nmol/L AED vs. −4.8 [7.9] nmol/L NFD, p = 0.007), small LDL (−109.3 [40.5] nmol/L AED vs. −20.7 [41.6] nmol/L NFD, p = 0.017), and medium LDL (−24.4 [43.4] nmol/L AED vs. −130.5 [44.4] nmol/L NFD, p = 0.045). Conclusions: An energy‐restricted AED resulted in weight loss and weight loss maintenance comparable to an energy‐restricted NFD, and both diets supported cardiometabolic health. The AED resulted in greater improvements in some lipoprotein subfractions, which may enhance reductions in cardiovascular risk. [ABSTRACT FROM AUTHOR]

Summary: In this study, sea cucumber (Holothuria scabra; Jaegar 1833) extracts and collagens were evaluated for inhibitory properties of protein‐bound advanced glycation end products (AGEs). Processed dried sea cucumber with salt extract showed a significant lower IC50 value for fluorescent AGEs (9.19 ± 7.68 μg mL−1, P < 0.05) and fructosamine (503.47 ± 46.37 μg mL−1, P < 0.05), respectively. Processed dried with and without salt extracts significantly reduced the Nε‐carboxymethyllysine (CML) and methylglyoxal‐derived hydroimidazolone‐1 (MG‐H1) levels tested at 250 μg mL−1. Smoked dried and fresh‐dried extracts significantly reduced the Nε‐carboxyethyllysine (CEL) levels tested at 250 μg mL−1. Pepsin‐solubilised collagen and the crude collagen fibrils significantly reduced CML and MG‐H1 levels whereas CEL levels were unchanged. Pearson's correlation analysis showed that protein‐bound AGE and CML inhibition significantly correlated with the total phenolic and antioxidant activities, respectively. This study provides a strong rationale for further investigation aimed at identifying the active compounds responsible for the observed effects on biomarkers relevant to diabetes. [ABSTRACT FROM AUTHOR]

The term structure of interest rates cannot be used to fully explain and hedge the prices of interest rate derivatives. Unspanned stochastic volatility improves the accuracy of interest rate derivatives valuation but is still inadequate to capture the variation of skews in the implied volatility surface. In this study, we document the stochastic variation of implied volatility skews in the interest rate cap market. To develop a term structure model that is consistent with the empirical phenomena, we incorporate the Wishart process into the standard LIBOR market model, namely, the LIBOR N-dimensionalWishart ("LNW" for short) market model and derive a closed-form, accurate, efficient caplet pricing formula. The capacity of the LNW model to capture stochastic skews is examined and compared with that of LIBOR multi-Heston ("LMH" for short) market model with two and three stochastic volatilities. We find that the LNW model outperforms itsLMHcounterparts in terms of both in-sample and out-of-sample pricing errors. [ABSTRACT FROM AUTHOR]

The term structure of interest rates cannot be used to fully explain and hedge the prices of interest rate derivatives. Unspanned stochastic volatility improves the accuracy of interest rate derivatives valuation but is still inadequate to capture the variation of skews in the implied volatility surface. In this study, we document the stochastic variation of implied volatility skews in the interest rate cap market. To develop a term structure model that is consistent with the empirical phenomena, we incorporate the Wishart process into the standard LIBOR market model, namely, the LIBOR N-dimensionalWishart ("LNW" for short) market model and derive a closed-form, accurate, efficient caplet pricing formula. The capacity of the LNW model to capture stochastic skews is examined and compared with that of LIBOR multi-Heston ("LMH" for short) market model with two and three stochastic volatilities. We find that the LNW model outperforms itsLMHcounterparts in terms of both in-sample and out-of-sample pricing errors. [ABSTRACT FROM AUTHOR]