314 research outputs found

    The effectiveness of worry exposure in treating generalized anxiety disorder

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    Worry exposure (WE) is a core of cognitive-behavioral treatment for generalized anxiety disorder (GAD). The present study was carried out to examine the efficacy of WE in treating patients with GAD. Three patients with GAD were selected using Structured Clinical Interview for DSM-IV (SCID) based on disorders axis I. Subjects were selected using purposeful sampling, and underwent the treatment after gaining treatment needs. Multiple baseline experimental single case study was used as the method of the present study. The treatment program was carried out for 8 weekly sessions, with a follow up period of 3 months later treatment ending. Subjects completed Pennsylvania State Worry Questionnaire (PSWQ) and Cognitive Avoidance Questionnaire (CAQ). Research findings represented that WE decreased the intensity of GAD symptoms: Pathologic worry and cognitive avoidance. WE has suitable efficacy in treating Generalized Anxiety Disorder and it maintains suitable efficacy in treating GAD

    Search for narrow resonances in dilepton mass spectra in proton-proton collisions at root s=13 TeV and combination with 8 TeV data

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    Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

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    Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

    Search for supersymmetry in events with photons and missing transverse energy in pp collisions at 13 TeV

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    Mechanical stability of the CMS strip tracker measured with a laser alignment system

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    Search for heavy gauge W ' bosons in events with an energetic lepton and large missing transverse momentum at root s=13TeV

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    Search for massive resonances decaying in to WW,WZ or ZZ bosons in proton-proton collisions at root s=13 TeV

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    Search for leptophobic Z ' bosons decaying into four-lepton final states in proton-proton collisions at root s=8 TeV

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    Search for R-parity violating supersymmetry with displaced vertices in proton-proton collisions at root s=8 TeV

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    Search for black holes and other new phenomena in high-multiplicity final states in proton-proton collisions at root s=13 TeV

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