Opin vísindi
Opin vísindi er varðveislusafn vísindaefnis og doktorsritgerða í opnum aðgangi á vegum íslenskra háskóla og Landsbókasafns Íslands - Háskólabókasafns.
Opinn aðgangur að rannsóknaniðurstöðum er í samræmi við 10. gr. laga nr. 3/2003 um opinberan stuðning við vísindarannsóknir sem og kröfur innlendra og erlendra rannsóknasjóða. Markmiðið með opnum aðgangi er að niðurstöður rannsókna séu aðgengilegar sem flestum óhindrað og án endurgjalds á rafrænu formi. Vistun í varðveislusafninu er varanleg og ætlað að tryggja aðgang að vísindaefni íslenskra háskóla í opnum aðgangi um ókomna tíð. Varðveislusafnið Opin vísindi er tengt við rannsóknagáttina IRIS og rannsóknaniðurstöður í opnum aðgangi sem eru skráðar í IRIS eru um leið vistaðar og gerðar aðgengilegar til framtíðar í varðveislusafninu. Með því að safna þessu efni saman í eitt safn verður aðgangur að því einfaldur og þægilegur fyrir alla sem vilja kynna sér það og geta þannig notið þess öfluga vísindastarfs sem fram fer í háskólum landsins.
Varðveislusafnið er OpenAIRE / OpenAIREplus samhæft og samrýmist kröfum sem gerðar eru um birtingu rannsóknaniðurstaðna úr verkefnum sem styrkt eru úr evrópsku rannsóknaáætlununum FP7 og H2020.
Varðveislusafnið notar opna hugbúnaðinn DSpace.
Opinn aðgangur að rannsóknaniðurstöðum er í samræmi við 10. gr. laga nr. 3/2003 um opinberan stuðning við vísindarannsóknir sem og kröfur innlendra og erlendra rannsóknasjóða. Markmiðið með opnum aðgangi er að niðurstöður rannsókna séu aðgengilegar sem flestum óhindrað og án endurgjalds á rafrænu formi. Vistun í varðveislusafninu er varanleg og ætlað að tryggja aðgang að vísindaefni íslenskra háskóla í opnum aðgangi um ókomna tíð. Varðveislusafnið Opin vísindi er tengt við rannsóknagáttina IRIS og rannsóknaniðurstöður í opnum aðgangi sem eru skráðar í IRIS eru um leið vistaðar og gerðar aðgengilegar til framtíðar í varðveislusafninu. Með því að safna þessu efni saman í eitt safn verður aðgangur að því einfaldur og þægilegur fyrir alla sem vilja kynna sér það og geta þannig notið þess öfluga vísindastarfs sem fram fer í háskólum landsins.
Varðveislusafnið er OpenAIRE / OpenAIREplus samhæft og samrýmist kröfum sem gerðar eru um birtingu rannsóknaniðurstaðna úr verkefnum sem styrkt eru úr evrópsku rannsóknaáætlununum FP7 og H2020.
Varðveislusafnið notar opna hugbúnaðinn DSpace.
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Substance Use Among Youth During the COVID-19 Pandemic: a Systematic Review : a Systematic Review
(2022-06) Layman, Hannah M.; Thorisdottir, Ingibjorg Eva; Halldorsdottir, Thorhildur; Sigfusdottir, Inga Dora; Allegrante, John P.; Kristjansson, Alfgeir Logi; Sálfræðideild
PURPOSE OF REVIEW: To review the literature on the trends in substance use among youth during the coronavirus SARS-CoV-2 (COVID-19) pandemic. RECENT FINDINGS: The pandemic has given rise to concerns about the mental health and social well-being of youth, including its potential to increase or exacerbate substance use behaviors. This systematic review identified and included 49 studies of use across alcohol, cannabis, tobacco, e-cigarettes/vaping, and other drugs, and unspecified substances. The majority of studies across all categories of youth substance use reported reductions in prevalence, except in the case of other drugs and unspecified drug and substance use, which included three studies that reported an increase in use and three studies that reported decrease in use. Overall, the results of this review suggest that the prevalence of youth substance use has largely declined during the pandemic. Youth substance use in the post-pandemic years will require monitoring and continued surveillance.
Convex projection and convex multi-objective optimization
(2022-06) Kováčová, Gabriela; Rudloff, Birgit; Department of Engineering
In this paper we consider a problem, called convex projection, of projecting a convex set onto a subspace. We will show that to a convex projection one can assign a particular multi-objective convex optimization problem, such that the solution to that problem also solves the convex projection (and vice versa), which is analogous to the result in the polyhedral convex case considered in Löhne and Weißing (Math Methods Oper Res 84(2):411–426, 2016). In practice, however, one can only compute approximate solutions in the (bounded or self-bounded) convex case, which solve the problem up to a given error tolerance. We will show that for approximate solutions a similar connection can be proven, but the tolerance level needs to be adjusted. That is, an approximate solution of the convex projection solves the multi-objective problem only with an increased error. Similarly, an approximate solution of the multi-objective problem solves the convex projection with an increased error. In both cases the tolerance is increased proportionally to a multiplier. These multipliers are deduced and shown to be sharp. These results allow to compute approximate solutions to a convex projection problem by computing approximate solutions to the corresponding multi-objective convex optimization problem, for which algorithms exist in the bounded case. For completeness, we will also investigate the potential generalization of the following result to the convex case. In Löhne and Weißing (Math Methods Oper Res 84(2):411–426, 2016), it has been shown for the polyhedral case, how to construct a polyhedral projection associated to any given vector linear program and how to relate their solutions. This in turn yields an equivalence between polyhedral projection, multi-objective linear programming and vector linear programming. We will show that only some parts of this result can be generalized to the convex case, and discuss the limitations.
Correction to : Semi-analytical prices for lookback and barrier options under the Heston model (Decisions in Economics and Finance, (2019), 42, 2, (715-741), 10.1007/s10203-019-00254-x)
(2022-06) De Gennaro Aquino, Luca; Bernard, Carole; Department of Engineering
In this note, we point out a mistake in Theorem 1 of De De Gennaro Aquino and Bernard (Decis Econ Finance 42(2):715–741, 2019) and provide some missing references where the problem of pricing barrier options under the Heston model had previously been discussed.
Reducing Intrusive Memories of Childhood Trauma Using a Visuospatial Intervention: Case Study in Iceland : Case study in iceland
(2021-11-04) Thorarinsdottir, Kristjana; Holmes, Emily A; Hardarson, Johann; Hedinsdottir, Unnur; Kanstrup, Marie; Singh, Laura; Hauksdottir, Arna; Halldorsdottir, Thorhildur; Gudmundsdottir, Berglind; Valdimarsdottir, Unnur; Thordardottir, Edda Bjork; Gamble, Beau; Bjornsson, Andri; Halldórsdóttir, Þórhildur; Sálfræðideild
Background: Additional interventions are needed for survivors of psychological trauma because of several barriers to and limitations of existing treatment options (eg, need to talk about the trauma in detail). Case studies are an important step in exploring the development of novel interventions, allowing detailed examination of individual responses to treatment over time. Here, we present a case study that aims to test a novel intervention designed to disrupt memory reconsolidation, taking a single-symptom approach by focusing on intrusive memories of a traumatic event. Objective: This study aims to examine a novel brief cognitive intervention to reduce the number of intrusive memories of trauma in an Icelandic setting and to extend previous studies by examining long-term effects for up to 3 months. The intervention was guided by a clinical psychologist and comprised a brief memory reminder, followed by Tetris gameplay with mental rotation, targeting one memory at a time in each session. Methods: This was a single case study in Iceland with a woman in her 50s (drawn from an epidemiological study of trauma) with subthreshold posttraumatic stress disorder and a diagnosis of obsessive-compulsive disorder and social anxiety disorder. The participant had four different intrusive memories from a traumatic event that happened in her childhood. The primary outcome was the change in the number of intrusive memories from baseline to intervention phase and to follow-ups. The number of intrusions was monitored in a daily diary for 4 weeks preintervention, 8 weeks during the intervention, and 1 week at 1-month and 3-month follow-ups. Intrusions were targeted one by one over six intervention sessions, creating four repetitions of an AB design (ie, length of baseline A and intervention phase B varied for each memory). We examined changes in both the total number of intrusions (summed across all four memories) and individually for each memory. In addition, we explored whether having fewer intrusive memories would have an impact on functioning, posttraumatic stress, and depression or anxiety symptoms. Results: The total number of intrusions per week was 12.6 at baseline, 6.1 at the intervention phase (52% reduction from baseline), 3.0 at the 1-month follow-up (76% reduction), and 1.0 at the 3-month follow-up (92% reduction). Reductions in the symptoms of posttraumatic stress and depression were observed postintervention. Sleep, concentration, stress, and functioning improved. The participant considered the gameplay intervention acceptable and helpful in that she found that the memories disappeared while she was playing. Conclusions: This guided brief cognitive intervention reduced the number of intrusive memories over the intervention phase and follow-ups. The brief memory reminder was well tolerated, removing the need to discuss trauma in detail. The next steps require an extension to more cases and exploring remote delivery of the intervention.
ACCEPTABILITY MAXIMIZATION
(2022-06) Kováčová, Gabriela; Rudloff, Birgit; Cialenco, Igor; Department of Engineering
The aim of this paper is to study the optimal investment problem by using coherent acceptability indices (CAIs) as a tool to measure the portfolio performance. We call this problem the acceptability maximization. First, we study the one-period (static) case, and propose a numerical algorithm that approximates the original problem by a sequence of risk minimization problems. The results are applied to several important CAIs, such as the gain-to-loss ratio, the risk-adjusted return on capital and the tail-value-at-risk based CAI. In the second part of the paper we investigate the acceptability maximization in a discrete time dynamic setup. Using robust representations of CAIs in terms of a family of dynamic coherent risk measures (DCRMs), we establish an intriguing dichotomy: if the corresponding family of DCRMs is recursive (i.e. strongly time consistent) and assuming some recursive structure of the market model, then the acceptability maximization problem reduces to just a one period problem and the maximal acceptability is constant across all states and times. On the other hand, if the family of DCRMs is not recursive, which is often the case, then the acceptability maximization problem ordinarily is a time-inconsistent stochastic control problem, similar to the classical mean-variance criteria. To overcome this form of time-inconsistency, we adapt to our setup the set-valued Bellman’s principle recently proposed in [23] applied to two particular dynamic CAIs-the dynamic risk-adjusted return on capital and the dynamic gain-to-loss ratio. The obtained theoretical results are illustrated via numerical examples that include, in particular, the computation of the intermediate mean-risk efficient frontiers.
Flokkar í Opnum vísindum
Veldu flokk til að skoða.
- University of Iceland
- University of Akureyri
- Bifröst University
- Hólar University College
- IRIS
- Agricultural University of Iceland
- National and University Library of Iceland
- Iceland University of the Arts