Uso de fármacos psicoestimulantes en drogodependencias

El uso de medicamentos estimulantes es una cuestión de plena actualidad en psiquiatría, aunque su utilización y prescripción es controvertida . Fármacos como el metilfenidato, las anfetaminas, o el modafinilo están siendo utilizados y estudiados en distintas enfermedades psiquiátricas como el trastorno por déficit de atención e hiperactividad (TDAH), la dependencia de cocaína, en trastornos del sueño y en la depresión resistente. Todos estos fármacos tienen en común, igual que las drogas de abuso, que son medicamentos que actúan sobre el sistema dopaminérgico, que constituye la base neurobiológica del refuerzo fisiológico. Los estimulantes como el metilfenidato o el modafinilo son fármacos eficaces en el TDAH y han sido estudiados en el tratamiento de la dependencia de cocaína. En niños con TDAH el metilfenidato es un factor protector para el desarrollo de fármaco en la dependencia de cocaína, aunque son estudios preliminares, por lo que no se debe considerar que este totalmente demostrado que los fármacos psicoestimulantes sean eficaces en el tratamiento de esta dependencia. Aunque no son conocidos todos los mecanismos fisiopatológicos, parece crítico que el refuerzo, y por lo tanto el riesgo de dependencia, aparece cuando se producen incrementos rápidos dopaminérgicos y que los efectos terapéuticos aparecen cuando son lentos y mantenidos. Las características de uso a dosis bajas administradas por vía oral disminuyen el riesgo de abuso. Para realizar una adecuada prescripción es necesario aclarar, definitivamente, los mecanismos neuroquímicos en los que intervienen, y sus indicaciones en drogodependenciasStimulant drugs prescription is a controversial and current topic in psychiatry. Drugs such as methylphenidate, amphetamine compounds and modafinil have been trialed and used in attention deficit hyperactivity disorder (ADHD), sleep conditions, cocaine dependence and as an adjunct to antidepressants for depression. All these drugs, like stimulant drugs abuse, increase extracellular dopamine in the brain.This effect is associated with reinforcing as well as therapeutic effects. Methylphenidate and modafinil treatment of ADHD are associated with a reduced risk for later substance abuse among ADHD patients. There is evidence of the beneficial effects of the use of modafinil in cocaine dependence, altough there isn't conclusive evidence for the stimulants' efficacy in treatment of the stimulants' dependence. At this time, the physiopathology of drug abuse and dependence is unknown, but it's known that the very critical point is that the reinforcing effects are associated with rapid changes in dopamine increases, whereas the therapeutic effects are associated with slowly and smoothly rising dopamine levels, such as are achieved with low doses and oral administration. Due to this, it's necessary to study the neurobiological bases on which stimulants drugs are related, and their clinical use in dependence treatment

The Effects of Twitter Sentiment on Stock Price Returns

Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in a period of 15 months, the Twitter volume and sentiment about the 30 stock companies that form the Dow Jones Industrial Average (DJIA) index. We find a relatively low Pearson correlation and Granger causality between the corresponding time series over the entire time period. However, we find a significant dependence between the Twitter sentiment and abnormal returns during the peaks of Twitter volume. This is valid not only for the expected Twitter volume peaks (e.g., quarterly announcements), but also for peaks corresponding to less obvious events. We formalize the procedure by adapting the well-known "event study" from economics and finance to the analysis of Twitter data. The procedure allows to automatically identify events as Twitter volume peaks, to compute the prevailing sentiment (positive or negative) expressed in tweets at these peaks, and finally to apply the "event study" methodology to relate them to stock returns. We show that sentiment polarity of Twitter peaks implies the direction of cumulative abnormal returns. The amount of cumulative abnormal returns is relatively low (about 1-2%), but the dependence is statistically significant for several days after the events

A Conceptual Modelling Approach to Visualising Linked Data

Increasing numbers of Linked Open Datasets are being published, and many possible data visualisations may be appropriate for a user's given exploration or analysis task over a dataset. Users may therefore find it difficult to identify visualisations that meet their data exploration or analyses needs. We propose an approach that creates conceptual models of groups of commonly used data visualisations, which can be used to analyse the data and users' queries so as to automatically generate recommendations of possible visualisations. To our knowledge, this is the first work to propose a conceptual modelling approach to recommending visualisations for Linked Data

FinTech revolution: the impact of management information systems upon relative firm value and risk

The FinTech or ‘financial technology’ revolution has been gaining increasing interest as technologies are fundamentally changing the business of financial services. Consequently, financial technology is playing an increasingly important role in providing relative performance growth to firms. It is also well known that such relative performance can be observed through pairs trading investment. Therefore pairs trading have implications for understanding financial technology performance, yet the relationships between relative firm value and financial technology are not well understood. In this paper we investigate the impact of financial technology upon relative firm value in the banking sector. Firstly, using pairs trade data we show that financial technologies reveal differences in relative operational performance of firms, providing insight on the value of financial technologies. Secondly, we find that contribution of relative firm value growth from financial technologies is dependent on the specific business characteristics of the technology, such as the business application and activity type. Finally, we show that financial technologies impact the operational risk of firms and so firms need to take into account both the value and risk benefits in implementing new technological innovations. This paper will be of interest to academics and industry professionals

Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods

We analyse systemic risk in the core global banking system using a new network-based spectral eigen-pair method, which treats network failure as a dynamical system stability problem. This is compared with market price-based Systemic Risk Indexes, viz. Marginal Expected Shortfall, Delta Conditional Value-at-Risk, and Conditional Capital Shortfall Measure of Systemic Risk in a cross-border setting. Unlike paradoxical market price based risk measures, which underestimate risk during periods of asset price booms, the eigen-pair method based on bilateral balance sheet data gives early-warning of instability in terms of the tipping point that is analogous to the R number in epidemic models. For this regulatory capital thresholds are used. Furthermore, network centrality measures identify systemically important and vulnerable banking systems. Market price-based SRIs are contemporaneous with the crisis and they are found to covary with risk measures like VaR and betas

Stock prices and the dissemination of second-hand information-new evidence from Germany

We analyse a large sample of second-hand information published in the Tendenzen & Tips column of the prominent German newspaper Frankfurter Allgemeine Zeitung (FAZ), which is free of any contamination from first-hand information. We find strong evidence for the price-pressure hypothesis because we observe a highly significant abnormal return of 0.19% for buy recommendations on the publication day. Additionally, our data supports the attention hypothesis, since the market reaction is more pronounced when relatively few stocks are recommended in the column.