The modeling of multivariate time series in an agnostic manner, without assumptions about underlying theoretical structure is traditionally conducted using Vector Auto-Regressions. They are well suited for linear and state-independent evolution. A more general methodology of Multivariate...

The modeling of multivariate time series in an agnostic manner, without assumptions about underlying theoretical structure is traditionally conducted using Vector Auto-Regressions. They are well suited for linear and state-independent evolution. A more general methodology of Multivariate...

Modeling of multivariate time series in an agnostic manner without assumptions about underlying theoretical structure is traditionally conducted using Vector Auto-Regressions. They are well suited for linear and state-independent evolution. A more general methodology of Multivariate Recurrent...

The modeling of multivariate time series in an agnostic manner, without assumptions about underlying theoretical structure is traditionally conducted using Vector Auto-Regressions. They are well suited for linear and state-independent evolution. A more general methodology of Multivariate...

These supplemental materials include technical details on the algorithm for decision-making under risk utilized in the main paper, as well as a concise review of neural foundations underlying the main paper's theoretical framework. Several peripheral extensions to the main work are also placed here

This paper studies the problem of decision-making under risk by agents whose information processing abilities may be limited. The constructed theoretical framework grounds on findings of economic laboratory experiments, incorporates existing neuroscience knowledge, and is implemented using...

This paper studies the problem of optimal decision-making under uncertainty by an agent whose information processing abilities, required in particular for evaluation of expectations, are limited. Our approach is based on the apparatus of information theory and utilizes the techniques of the...

Economic agents face an evolving, non-ergodic environment. The corresponding permanently undersampled “population” distribution naturally permits unseen, rare events. The principle of indifference, implemented through the methods of parameterization invariance and maximum entropy, provides a...