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Inference using simulated neural moments

Creel, Michael D. - In: Econometrics : open access journal 9 (2021) 4, pp. 1-15

, specifically Markov chain Monte Carlo (MCMC). Motivation and theory for the methods is provided by Chernozhukov and Hong (2003 …

Persistent link: https://www.econbiz.de/10012642418

Probabilistic hierarchical forecasting with deep Poisson mixtures

Olivares, Kin G.; Nganba Meetei, O.; Ma, Ruijun; Reddy, … - In: International journal of forecasting 40 (2024) 2, pp. 470-489

Persistent link: https://www.econbiz.de/10014547171

Neural stochastic agent-based limit order book simulation with neural point process and diffusion probabilistic model

Shi, Zijian; Cartlidge, John - In: Intelligent systems in accounting, finance & management 31 (2024) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10014530827

Stochastic dominance analysis without the independence axiom

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - 2015 - This version: June 23, 2015

Persistent link: https://www.econbiz.de/10011806081

Cumulative prospect theory version with fuzzy values of outcome estimates

Uzhga-Rebrov, Oleg; Grabusts, Peter - In: Risks : open access journal 9 (2021) 4, pp. 1-16

choosing a solution is modeling the decision maker's attitude to risk. The expected utility theory was the first approach that … extensions of the original expected utility theory, and the analysis of the main properties of the cumulative prospect theory … even more effective approaches to solving this problem. Currently, the most developed theory of choice with respect to …

Persistent link: https://www.econbiz.de/10012508716

Rationality and dynamic consistency under risk and uncertainty

Hammond, Peter J.; Zank, Horst - 2013

Persistent link: https://www.econbiz.de/10010342733

Neuronal utility and choice by an organism

Valdés-Edwards, Gonzalo; Valdés Prieto, Salvador - 2015

Persistent link: https://www.econbiz.de/10011565907

Expected Utility with Uncertain Probabilities Theory

Izhakian, Yehuda (Yud) - 2020

This paper introduces a model of decision making under ambiguity by extending the Bayesian approach to uncertain probabilities. In this model, preferences for ambiguity pertain directly to probabilities such that attitude toward ambiguity is defined as attitude toward mean-preserving spreads in...

Persistent link: https://www.econbiz.de/10012857316

Expected utility maximization under weakened assumptions consistent with behavioral economics

Barnett, William A.; Ding, Kangzheng - 2024

Persistent link: https://www.econbiz.de/10015386767

Probability Interference in Expected Utility Theory

Charles-Cadogan, G. - 2018

probability distortions that explain violations of the linear probability model for expected utility theory (EUT). Quantum … probability theory (QPT) extends the probability distortion paradigm with state dependent preferences, and non-Kolmogorov quantum …

Persistent link: https://www.econbiz.de/10014115006