Admissibility in statistical decision theory

Results 101 to 110 of about 456 (211)

Towards a theory of human creativity sustained by embodied collective intelligence. [PDF]

Front Psychol
Daikoku T.
europepmc +1 more source

A Model of Strategic Sustainable Investment

Mathematical Finance, EarlyView.
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source

Mapping the structure of neural states associated with conscious experience. [PDF]

Front Hum Neurosci
Smith FG.
europepmc +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley +1 more source

Taking Risks, With and Without Probabilities

Noûs, EarlyView.
ABSTRACT Some hold that expected utility is too restrictive in the way it handles risk. Risk‐weighted expected utility is an alternative that allows decision‐makers to have a range of attitudes toward probabilistic risk. It holds that any attitude within this range is instrumentally rational, since these attitudes represent different, equally good ...
Lara Buchak
wiley +1 more source

Rethinking criminal profiling through cognitive artificial intelligence. [PDF]

Front Artif Intell
Buele J +2 more
europepmc +1 more source

Updating preferences with multiple priors

We propose and axiomatically characterize dynamically consistent update rules for decision making under ambiguity. These rules apply to the preferences with multiple priors of Gilboa and Schmeidler (1989), and are the first, for any model of preferences ...
Hanany, Eran, Klibanoff, Peter
core

What Are The Drivers of Labor Productivity in Italy?

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper introduces a novel sign restriction identification within a structural Bayesian vector autoregression (VAR) to analyse how labour productivity responds to supply and demand shocks and to quantify the contribution of shocks to cyclical fluctuations.
Josué Diwambuena, Francesco Ravazzolo
wiley +1 more source

Algorithms on Trial: Does evaluative probabilistic reporting of forensic evidence infringe the presumption of innocence? [PDF]

Forensic Sci Int Synerg
Sallavaci O.
europepmc +1 more source

Diffusion tensor imaging in the courtroom: Distinction between scientific specificity and legally admissible evidence. [PDF]

World J Clin Cases, 2023
van Velkinburgh JC, Herbst MD, Casper SM. +2 more
europepmc +1 more source