This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
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...
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...
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...
: Statistics and estimation theory is enriched with techniques derived from differential geometry. This establishes the increasing topic of information geometry. This allows new in...