Feeding Induced by Cannabinoids Is Mediated Independently of the Melanocortin System

Cannabinoids, the active components of marijuana, stimulate appetite, and cannabinoid receptor-1 (CB1-R) antagonists suppress appetite and promote weight loss. Little is known about how CB1-R antagonists affect the central neurocircuitry, specifically the melanocortin system that regulates energy balance

Chronic Citalopram Administration Causes a Sustained Suppression of Serotonin Synthesis in the Mouse Forebrain

BACKGROUND:Serotonin (5-HT) is a neurotransmitter with important roles in the regulation of neurobehavioral processes, particularly those regulating affect in humans. Drugs that potentiate serotonergic neurotransmission by selectively inhibiting the reuptake of serotonin (SSRIs) are widely used for the treatment of psychiatric disorders. Although the regulation of serotonin synthesis may be an factor in SSRI efficacy, the effect of chronic SSRI administration on 5-HT synthesis is not well understood. Here, we describe effects of chronic administration of the SSRI citalopram (CIT) on 5-HT synthesis and content in the mouse forebrain. METHODOLOGY/PRINCIPAL FINDINGS:Citalopram was administered continuously to adult male C57BL/6J mice via osmotic minipump for 2 days, 14 days or 28 days. Plasma citalopram levels were found to be within the clinical range. 5-HT synthesis was assessed using the decarboxylase inhibition method. Citalopram administration caused a suppression of 5-HT synthesis at all time points. CIT treatment also caused a reduction in forebrain 5-HIAA content. Following chronic CIT treatment, forebrain 5-HT stores were more sensitive to the depleting effects of acute decarboxylase inhibition. CONCLUSIONS/SIGNIFICANCE:Taken together, these results demonstrate that chronic citalopram administration causes a sustained suppression of serotonin synthesis in the mouse forebrain. Furthermore, our results indicate that chronic 5-HT reuptake inhibition renders 5-HT brain stores more sensitive to alterations in serotonin synthesis. These results suggest that the regulation of 5-HT synthesis warrants consideration in efforts to develop novel antidepressant strategies

Decoding the dopamine signal in Macaque prefrontal cortex: a simulation study using the Cx3Dp simulator

Dopamine transmission in the prefrontal cortex plays an important role in reward based learning, working memory and attention. Dopamine is thought to be released non-synaptically into the extracellular space and to reach distant receptors through diffusion. This simulation study examines how the dopamine signal might be decoded by the recipient neuron. The simulation was based on parameters from the literature and on our own quantified, structural data from macaque prefrontal area 10. The change in extracellular dopamine concentration was estimated at different distances from release sites and related to the affinity of the dopamine receptors. Due to the sparse and random distribution of release sites, a transient heterogeneous pattern of dopamine concentration emerges. Our simulation predicts, however, that at any point in the simulation volume there is sufficient dopamine to bind and activate high-affinity dopamine receptors. We propose that dopamine is broadcast to its distant receptors and any change from the local baseline concentration might be decoded by a transient change in the binding probability of dopamine receptors. Dopamine could thus provide a graduated ‘teaching’ signal to reinforce concurrently active synapses and cell assemblies. In conditions of highly reduced or highly elevated dopamine levels the simulations predict that relative changes in the dopamine signal can no longer be decoded, which might explain why cognitive deficits are observed in patients with Parkinson’s disease, or induced through drugs blocking dopamine reuptake

A QP Framework: A Contextual Representation of Agents’ Preferences in Investment Choice

Contextual decisions and beliefs and their impact upon market outcomes are at the core of research in behavioural finance. We describe some of the notable probabilistic fallacies that underpin investor behaviour and the consequent deviation of asset prices from the rational expectations equilibrium. In real financial markets, the complexity of financial products and the surrounding ambiguity calls for a more general formalization of agents belief formation than offered by the standard probability theory and dynamic models based on classical stochastic processes. The main advantage of quantum probability (QP) is that it can capture contextuality of beliefs through the notion of non-commuting prospect observables. QP has the potential to model myopia in asset return evaluation, as well as inter-asset valuation. Moreover, the interference term of the agents’ comparison state can provide a quantitative description of their vacillating ambiguity perception characterized by non-additive beliefs of agents. Some of the implications of non-classicality in beliefs for the composite market outcomes can also be modelled with the aid of QP. As a final step we also discuss the contributions of the growing body of psychological studies that reveal a true (quantum type) contextuality in human preference statistics showing that the classical probability theory is too restrictive to capture the very strong non-classical correlations between preference outcomes and beliefs

Quantum-like model of subjective expected utility: A survey of applications to finance

In this survey paper we review the potential financial applications of quantum probability (QP) framework of subjective expected utility formalized in [2]. The model serves as a generalization to the classical probability (CP) scheme and relaxes the core axioms of commuta-tivity and distributivity of events. The agents form subjective beliefs via the rules of projective probability calculus and make decisions between prospects or lotteries by employing utility functions and some additional parameters given by a so called ‘comparison operator’. Agents’ comparison between lotteries involves interference effects that denote their risk perceptions from the ambiguity about prospect realisation when making a lottery selection. The above framework that builds upon the assumption of non-commuting lottery observables can have a wide class of applications to finance and asset pricing. We review here a case of an investment in two complementary risky assets about which the agent possesses non-commuting price expectations that give raise to a state dependence in her trading preferences. We summarise by discussing some other behavioural finance applications of the QP based selection behaviour framework