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CDC
2008
IEEE
186views Control Systems» more  CDC 2008»
15 years 4 months ago
Continuous-time behavioral portfolio selection
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
Hanqing Jin, Xun Yu Zhou
FC
2006
Springer
145views Cryptology» more  FC 2006»
15 years 1 months ago
Efficient Correlated Action Selection
Abstract. Participants in e-commerce and other forms of online collaborations tend to be selfish and rational, and therefore game theory has been recognized as particularly relevan...
Mikhail J. Atallah, Marina Blanton, Keith B. Frikk...
NIPS
2000
14 years 11 months ago
Learning Continuous Distributions: Simulations With Field Theoretic Priors
Learning of a smooth but nonparametric probability density can be regularized using methods of Quantum Field Theory. We implement a field theoretic prior numerically, test its eff...
Ilya Nemenman, William Bialek
SYNTHESE
2008
131views more  SYNTHESE 2008»
14 years 10 months ago
A new formulation of the Principle of Indifference
This article goes to the foundations of Statistical Inference through a review of Carnap's logic theory of induction. From this point of view, it brings another solution to t...
Rodolfo de Cristofaro
GI
2009
Springer
14 years 8 months ago
The Differential Geometric View of Statistics and Estimation
: Statistics and estimation theory is enriched with techniques derived from differential geometry. This establishes the increasing topic of information geometry. This allows new in...
Felix Opitz