MAD Model Research Articles

Models of Madness. Psychological, social and biological approaches to psychosis By JohnRead, JacquiDillon (eds). 2nd (revised) edition. ISPS series Published by Routledge, Hove, UK, 2013. 448 pp., Paperback £29.99. ISBN: 978‐0‐415‐57953‐7

Models of Madness. Psychological, social and biological approaches to psychosis By JohnRead, JacquiDillon (eds). 2nd (revised) edition. ISPS series Published by Routledge, Hove, UK, 2013. 448 pp., Paperback £29.99. ISBN: 978‐0‐415‐57953‐7

Using portfolio optimisation models to enhance decision making and prediction

Purpose – The purpose of this paper is to analyse and compare the performances of portfolio optimisation models including Markowitz's mean-variance model (MV model), Konno and Yamazaki's mean-absolute deviation portfolio optimisation model (MAD model), Young's minimax portfolio model and the VaR model. Design/methodology/approach – Historical data on 43 constituent shares listed on the Hong Kong Hang Seng Index (HSI) covering a four-year period are obtained. The paper then tests the performance of each model under different scenarios and against different sets of historical data. Findings – The paper finds that different levels of required annual returns impact on portfolio composition, historical data have a major impact on the determination of portfolio composition and the level of required annual return impacts on how optimisation models perform. Practical implications – The paper posits that with a comprehensive understanding of the performance of each of these performance optimisation models, investors may be able to develop a better understanding of how to adjust investment risk strategies, thus preventing serious losses. Originality/value – There are two major points of value to this paper. In the first place, the paper presents an original review of portfolio optimisation models. Second, using “real” data, the paper utilises five different scenarios to test the performance of each model under different situations.

Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500

This article focuses on inferring critical comparative conclusions as far as the application of both linear and non-linear risk measures in non-convex portfolio optimization problems. We seek to co-assess a set of sophisticated real-world non-convex investment policy limitations, such as cardinality constraints, buy-in thresholds, transaction costs, particular normative rules, etc. within the frame of four popular portfolio selection cases: (a) the mean-variance model, (b) the mean-semi variance model, (c) the mean-MAD (mean-absolute deviation) model and (d) the mean-semi MAD model. In such circumstances, the portfolio selection process reflects to a mixed-integer bi-objective (or in general multiobjective) mathematical programme. We precisely develop all corresponding modelling procedures and then solve the underlying problem by use of a novel generalized algorithm, which was exclusively introduced to cope with the above-mentioned singularities. The validity of the attempt is verified through empirical testing on the S&P 500 universe of securities. The technical conclusions obtained not only confirm certain findings of the particular limited existing theory but also shed light on computational issues and running times. Moreover, the results derived are characterized as encouraging enough, since a sufficient number of efficient or Pareto optimal portfolios produced by the models appear to possess superior out-of-sample returns with respect to the benchmark.

Madness and justice.

This article makes the case for “social justice” in relation to the conceptions of “madness” that currently operate in mental health practice. The argument proceeds in eight steps which challenge dominant views of “madness” in the discipline of psychology. Each of these eight steps is linked to the question of social justice. The first step concerns the irresolvable differences between “models” of madness, with a focus here on four mainstream models: the psychiatric medical model, psychoanalytic conceptions of “psychosis,” systemic interventions into family systems, and cognitive– behavioral therapy approaches. The second step concerns the differences internal to each of these models. In the third step I identify a fifth “model” which is usually occluded in psychological debate, the model madness elaborates of itself. The article then turns to the social conditions that structure different models of madness. Step four of the argument is to emphasize the way that models of madness are embedded in structures of power and point five steps back to the historical separation of reason from unreason as condition of possibility for “madness” as such to be configured as object of psychology. Step six is concerned with the “madness” of contemporary social reality, and step seven with the way that this socially structured madness informs clinical practice. The eighth step is to draw attention to already-existing alternative social practices; social justice in action organized by and for the mental health system user and survivor movements.

Social work and a social model of madness and distress

This article explores the social model in relation to ‘mental health’ policy and practice generally and social work specifically. It highlights the continuing dominance of bio-medical approaches to and interpretations of ‘mental health’; examines the development and nature of mainstream social approaches and considers mental health service users’ own discussions of a social model of madness and distress. The article looks at the ramifications for social work which is based on a social model of madness and distress; what it might look like and what infrastructural supports it is likely to require to develop effectively.

Practical structure solution with ARCIMBOLDO

Since its release in September 2009, the structure-solution program ARCIMBOLDO, based on the combination of locating small model fragments such as polyalanine α-helices with density modification with the program SHELXE in a multisolution frame, has evolved to incorporate other sources of stereochemical or experimental information. Fragments that are more sophisticated than the ubiquitous main-chain α-helix can be proposed by modelling side chains onto the main chain or extracted from low-homology models, as locally their structure may be similar enough to the unknown one even if the conventional molecular-replacement approach has been unsuccessful. In such cases, the program may test a set of alternative models in parallel against a specified figure of merit and proceed with the selected one(s). Experimental information can be incorporated in three ways: searching within ARCIMBOLDO for an anomalous fragment against anomalous differences or MAD data or finding model fragments when an anomalous substructure has been determined with another program such as SHELXD or is subsequently located in the anomalous Fourier map calculated from the partial fragment phases. Both sources of information may be combined in the expansion process. In all these cases the key is to control the workflow to maximize the chances of success whilst avoiding the creation of an intractable number of parallel processes. A GUI has been implemented to aid the setup of suitable strategies within the various typical scenarios. In the present work, the practical application of ARCIMBOLDO within each of these scenarios is described through the distributed test cases.

Intuitive expectations and the detection of mental disorder: A cognitive background to folk-psychiatries

How do people detect mental dysfunction? What is the influence of cultural models of dysfunction on this detection process? The detection process as such is not usually researched as it falls between the domains of cross-cultural psychiatry (focusing on the dysfunction itself) and anthropological ethno-psychiatry (focusing on cultural models of sanity and madness). I provide a general model for this “missing link” between behavior and cultural models, grounded in empirical evidence for intuitive psychology. Normal adult minds entertain specific intuitive expectations about mental function and behavior, and by implication they infer that specific kinds of behavior are the result of underlying dysfunction. This suggests that there is a “catalogue” of possible behaviors that trigger that intuition, hence a limited catalogue of possible symptoms that feed into culturally specific folk-understandings of mental disorder. It also suggests that some mental dysfunctions, as they do not clearly violate principles of intuitive psychology, are “invisible” to folk-understandings. This perspective allows us to understand the cultural stability and spread of particular views of madness. It also suggests why certain types of mental disorder are invisible to folk-understandings.

Rate Distortion Model Analysis for H.264/AVC Video Coding

The Rate-Distortion model, which denotes relations among distortion, bit rate and quantization parameter for a video sequence, is a crucial issue in rate control. The quadratic R-D model has been widely used in H.264/AVC rate control because of its high performance. Since the adoption of Rate Distortion Optimization in H.264/AVC, the rate control algorithm is more complex than that of previous standards. In this paper, we firstly analyze the model error of the quadratic model, and then calculate the prediction error of MAD in H.264/AVC based on theoretical derivation and extensive experiments, finally propose a linear MAD model to predict the current MAD. Experimental results demonstrate that the proposed linear model gains higher prediction accuracy than the quadratic model.

Mad Cows and Computer Models: The U.S. Response to BSE

The proportion of slaughtered cattle tested for BSE is much smaller in the U.S. than in Europe and Japan, leaving the U.S. heavily dependent on statistical models to estimate both the current prevalence and the spread of BSE. We examine the models relied on by USDA, finding that the prevalence model provides only a rough estimate, due to limited data availability. Reassuring forecasts from the model of the spread of BSE depend on the arbitrary constraint that worst-case values are assumed by only one of 17 key parameters at a time. In three of the six published scenarios with multiple worst-case parameter values, there is at least a 25% probability that BSE will spread rapidly. In public policy terms, reliance on potentially flawed models can be seen as a gamble that no serious BSE outbreak will occur. Statistical modeling at this level of abstraction, with its myriad, compound uncertainties, is no substitute for precautionary policies to protect public health against the threat of epidemics such as BSE.

A comparison of MAD and CVaR models with real features

In this paper we consider two different mixed integer linear programming models for solving the single period portfolio selection problem when integer stock units, transaction costs and a cardinality constraint are taken into account. The first model has been formulated by using the maximization of the worst conditional expectation as objective function. The second model is based on the maximization of the safety measure corresponding to the mean absolute deviation. Extensive computational results are provided to compare the financial characteristics of the optimal portfolios selected by the two models on real data from European stock exchange markets. Some simple heuristics are also introduced that provide efficient and effective solutions when an optimal integer solution cannot be found in a reasonable amount of time.

Models of Madness – Edited by John Read, Loren R. Mosher and Richard P. Bentall

Models of Madness – Edited by John Read, Loren R. Mosher and Richard P. Bentall

Postpsychiatry: Mental Health in a Postmodern World Models of Madness: Psychological, Social and Biological Approaches to Schizophrenia ‘My Madness Saved Me’: The Madness and Marriage of Virginia Woolf

Postpsychiatry: Mental Health in a Postmodern World Models of Madness: Psychological, Social and Biological Approaches to Schizophrenia ‘My Madness Saved Me’: The Madness and Marriage of Virginia Woolf

Combined Reviews:Schizophrenia, Culture, and Subjectivity: The Edge of Experience;Models of Madness: Psychological, Social and Biological Approaches to Schizophrenia

Combined Reviews:Schizophrenia, Culture, and Subjectivity: The Edge of Experience;Models of Madness: Psychological, Social and Biological Approaches to Schizophrenia

Review of Models of Madness: Psychological, Social and Biological Approaches to Schizophrenia

Australian and New Zealand Journal of Family TherapyVolume 26, Issue 2 p. 108-110 Review of Models of Madness: Psychological, Social and Biological Approaches to Schizophrenia Lois Achimovich, Lois Achimovich Lois Achimovich: is a psychiatrist in private practice, 97 Holland Street, East Fremantle, Western Australia.Search for more papers by this author Lois Achimovich, Lois Achimovich Lois Achimovich: is a psychiatrist in private practice, 97 Holland Street, East Fremantle, Western Australia.Search for more papers by this author First published: 23 July 2013 https://doi.org/10.1002/j.1467-8438.2005.tb00653.xCitations: 2 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat No abstract is available for this article.Citing Literature Volume26, Issue2June 2005Pages 108-110 RelatedInformation

Models of Madness: Psychological, Social and Biological Approaches to Schizophrenia

Presented in three sections, the general outline of this second edition of Models of madness is very similar to the first: Part 1 covers the illness model of psychosis; Part 2 offers alternative so...

Social work and a social model of madness and distress

This article explores the social model in relation to 'mental health' policy and practice generally and social work specifi cally. It highlights the continuing dominance of bio-medical approaches to and interpretations of 'mental health'; examines the development and nature of mainstream social approaches and considers mental health service users' own discussions of a social model of madness and distress. The article looks at the ramifi cations for social work which is based on a social model of madness and distress; what it might look like and what infrastructural supports it is likely to require to develop effectively.

Models of madness: psychological, social and biological approaches to schizophreniaModels of madness: psychological, social and biological approaches to schizophrenia Read John Product et al Brunner-Routledge Pages:390 £19.99 583919066 583919066

Models of madness: psychological, social and biological approaches to schizophreniaModels of madness: psychological, social and biological approaches to schizophrenia Read John Product et al Brunner-Routledge Pages:390 £19.99 583919066 583919066

Madness, Money, and Movies: Watching a Nigerian Popular Video with the Guidance of a Native Doctor

The emergence of a popular video movie industry in Nigeria reveals a need for critical reevaluation of the field of African cinema. Video movies are now viewed in the homes of millions of Africans who never had access to, or perhaps even interest in, the celluloid film productions of African cinematographers. Produced by self-trained artists, these movies fall outside current paradigms of academic film criticism. This paper examines one such movie as a cultural narrative cited by an Igbo native doctor in an ethnographic interview. Analysis of the movie positions it in relation to the cultural links developed in the interview. These links include an indigenous model of madness, popular representations of global capitalism, and socioeconomic conditions in Nigeria as Nigerians interpret them.

Extending the MAD portfolio optimization model to incorporate downside risk aversion

AbstractA mathematical model of portfolio optimization is usually represented as a bicriteria optimization problem where a reasonable tradeoff between expected rate of return and risk is sought. In a classical Markowitz model, the risk is measured by a variance, thus resulting in a quadratic programming model. As an alternative, the MAD model was developed by Konno and Yamazaki, where risk is measured by (mean) absolute deviation instead of a variance. The MAD model is computationally attractive, since it is easily transformed into a linear programming problem. An extension to the MAD model proposed in this paper allows us to measure risk using downside deviations, with the ability to penalize larger downside deviations. Hence, it provides for better modeling of risk averse preferences. The resulting m‐MAD model generates efficient solutions with respect to second degree stochastic dominance, while at the same time preserving the simplicity and linearity of the original MAD model. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 185–200, 2001

Mouse models of madness

Psychiatric disorders have important genetic contributions, but it has been very difficult to identify the responsible genes using human populations. Recent developments in mouse genomics hold considerable promise of providing important insights into the genetics of these diseases.