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Continuous Evaluation Frameworks for Retrospective Evaluation of Clinical Machine Learning Models. [PDF]

Crit Care
Natarajan A, Chang Y, McLaverty B, Adhikari L, Ghosh E.   +4 more
europepmc   +1 more source

Iterated Expectations under Rank-Dependent Expected Utility and Model Consistency [PDF]

, 2015
Under expected utility theory, compound lotteries can be valued by "iterating" expectations: the expected utility of a compound lottery is the expected value of a simple lottery over prizes that are certainty equivalents to follow-up lotteries. We derive necessary and sufficient conditions for a similar valuation technique in the framework of rank ...
Alex Stomper, Marie-Louise Vierø
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Dynamic safety first expected utility model

European Journal of Operational Research, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mei Choi Chiu, Hoi Ying Wong, Jing Zhao
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MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS

International Journal of Theoretical and Applied Finance, 2003
We examine model performance measures in four contexts: Discrete Probability, Continuous Probability, Conditional Discrete Probability and Conditional Probability Density Models. We consider the model performance question from the point of view of an investor who evaluates models based on the performance of the (optimal) strategies that the models ...
Friedman, Craig, Sandow, Sven
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Subjective expected utility: A model of decision‐making

Journal of the American Society for Information Science, 1981
Publisher Summary This chapter describes a model of decision-making—subjective expected utility (SEU) model. Studying the prescriptive and descriptive validity of this model is the pre­occupation of researchers in a diffuse field known as “behavioral decision theory” (BDT).
Baruch Fischhoff, Bernard Goitein, Zur Shapira   +2 more
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Expected Utility without Utility: A Model of Portfolio Selection

1994
We present a model for portfolio selection which is based on an alternative interpretation of the expected utility model. According to this interpretation, the von Neumann-Morgenstern utility function is read as the cumulative distribution function of a stochastic benchmark and lotteries are ranked by their probability to outperform the benchmark ...
CASTAGNOLI E., LI CALZI, Marco
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