Search results for " Impulse Control"
showing 10 items of 11 documents
A Unified Approach to Portfolio Optimization with Linear Transaction Costs
2004
In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…
Measuring Impulsivity in School-Aged Boys and Examining Its Relationship with ADHD and ODD Ratings
2004
Seven different laboratory measures of impulsivity were administered to a group of 165 school-aged boys. Parents' and teachers' ratings of Attention Deficit and Hyperactivity Disorder and Oppositional/Defiant Disorder were also obtained. Factor analyses of impulsivity measures revealed the existence of a strong Inhibitory Control Factor including measures derived from Stop Task, the Continuous Performance Test, the Matching Familiar Figures Test, and the Circle Tracing Task. Other forms of impulsivity like resistance to interference, the Wisconsin Card Sorting Test and efficiency in the DRL Task loaded on a second independent factor. The Inhibitory Control factor was correlated with ADHD ra…
Performance variability, impulsivity errors and the impact of incentives as gender-independent endophenotypes for ADHD
2010
Background:Attention-deficit hyperactivity disorder (ADHD) is one of the most common and highly heritable child psychiatric disorders. There is strong evidence that children with ADHD show slower and more variable responses in tasks such as Go/Nogo tapping aspects of executive functions like sustained attention and response control which may be modulated by motivational factors and/or state-regulation processes. The aim of this study was (1) to determine if these executive functions may constitute an endophenotype for ADHD; (2) to investigate for the first time whether known modulators of these executive functions may also be familial; and (3) to explore whether gender has an impact on thes…
Expert appraisal of criteria for assessing gaming disorder: An international Delphi study
2021
Background and aims Following the recognition of ‘internet gaming disorder’ (IGD) as a condition requiring further study by the DSM‐5, ‘gaming disorder’ (GD) was officially included as a diagnostic entity by the World Health Organization (WHO) in the eleventh revision of the International Classification of Diseases (ICD‐11). However, the proposed diagnostic criteria for gaming disorder remain the subject of debate, and there has been no systematic attempt to integrate the views of different groups of experts. To achieve a more systematic agreement on this new disorder, this study employed the Delphi expert consensus method to obtain expert agreement on the diagnostic validity, clinical util…
Portfolio optimisation with strictly positive transaction costs and impulse control
1998
One crucial assumption in modern portfolio theory of continuous-time models is the no transaction cost assumption. This assumption normally leads to trading strategies with infinite variation. However, following such a strategy in the presence of transaction costs will lead to immediate ruin. We present an impulse control approach where the investor can change his portfolio only finitely often in finite time intervals. Further, we consider transaction costs including a fixed and a proportional cost component. For the solution of the resulting control problems we present a formal optimal stopping approach and an approach using quasi-variational inequalities. As an application we derive a non…
Occurrence and clinical characteristics of Compulsive Sexual Behavior Disorder (CSBD): A cluster analysis in two independent community samples.
2020
AbstractBackground and aimsCompulsive Sexual Behavior Disorder (CSBD) is characterized by a persistent failure to control intense and recurrent sexual impulses, urges, and/or thoughts, resulting in repetitive sexual behavior that causes a marked impairment in important areas of functioning. Despite its recent inclusion in the forthcoming ICD-11, concerns regarding its assessment, diagnosis, prevalence or clinical characteristics remain. The purpose of this study was to identify participants displaying CSBD through a novel data-driven approach in two independent samples and outline their sociodemographic, sexual, and clinical profile.MethodsSample 1 included 1,581 university students (female…
Can transcranial direct current stimulation (tDCS) improve impulsivity in healthy and psychiatric adult populations? A systematic review.
2020
Impulsivity is a multidimensional phenomenon that remains hard to define. It compounds the core pathological construct of many neuropsychiatric illnesses, and despite its close relation to suicide risk, it currently has no specific treatment. Transcranial direct current stimulation (tDCS) is a non-invasive brain stimulation technique whose application results in cognitive function improvement, both in healthy and psychiatric populations. Following PRISMA recommendations, a systematic review of the literature concerning tDCS's effects on impulsive behaviour was performed using the PubMed database. The research was based on the combination of the keyword 'tDCS' with 'impulsivity', 'response i…
Maladaptive Personality Traits and Their Interaction with Outcome Expectancies in Gaming Disorder and Internet-Related Disorders
2021
Gambling disorder and gaming disorder have recently been recognized as behavioral addictions in the ICD-11 (International Classification of Diseases, 11th edition). The association between behavioral addictions and personality has been examined before, yet there is a lack of studies on maladaptive traits and their relationship to specific outcome expectancies. In study 1, we recruited a community sample (n = 365)
The risky business of dopamine agonists in Parkinson disease and impulse control disorders
2011
Risk-taking behavior is characterized by pursuit of reward in spite of potential negative consequences. Dopamine neurotransmission along the mesocorticolimbic pathway is a potential modulator of risk behavior. In patients with Parkinson's disease (PD), impulse control disorder (ICD) can result from dopaminergic medication use, particularly dopamine agonists (DAA). Behaviors associated with ICD include hypersexuality as well as compulsive gambling, shopping, and eating, and these behaviors are potentially linked to alterations to risk processing. Using the Balloon Analogue Risk Task, we assessed the role of agonist therapy on risk-taking behavior in PD patients with (n = 22) and without (n =…
Women with borderline personality disorder do not show altered BOLD responses during response inhibition.
2015
Impulsivity is central to borderline personality disorder (BPD). Response inhibition, addressing the ability to suppress or stop actions, is one aspect of behavioral impulse control which is frequently used to assess impulsivity. BPD patients display deficits in response inhibition under stress condition or negative emotions. We assessed whether response inhibition and its neural underpinnings are impaired in BPD when tested in an emotionally neutral setting and when co-morbid attention-deficit/hyperactivity disorder (ADHD) is excluded. To this end, we studied response inhibition in unmedicated BPD patients and healthy controls (HC) in two independent samples using functional magnetic reson…