Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference
RisksThis study addresses the crucial but under-explored topic of ambiguity aversion, i.e., model misspecification, in the area of environmental, social, and corporate governance (ESG) within portfolio decisions.
Marcos Escobar-Anel, Yiyao Jiao
doaj +1 more source
Measuring the Burden of Choice: Development and Validation of a Choice Overload Scale
Journal of Consumer Behaviour, EarlyView.ABSTRACT Excessive choice imposes substantial cognitive demands on consumers, impair decision‐making, and generate negative consumer responses—a phenomenon widely known as the choice overload effect. Despite its conceptual prominence in consumer research and its enduring relevance in today's consumer markets, existing approaches to measuring choice ...
Jennifer Musial
wiley +1 more source
Fast and Robust Rank Aggregation against Model Misspecification [PDF]
, 2023 In rank aggregation (RA), a collection of preferences from different users are summarized into a total order under the assumption of homogeneity of users.
Tsang, IW +4 more
core +3 more sources
Generalization Analysis for Bayesian Optimal Experiment Design under Model Misspecification [PDF]
In many settings in science and industry, such as drug discovery and clinical trials, a central challenge is designing experiments under time and budget constraints.
Tang, Roubing +2 more
core +1 more source
Can diagnostic tests help identify model misspecification in integrated stock assessments? [PDF]
, 2016 A variety of data types can be included in contemporary integrated stock assessments to simultaneously provide information on all estimated parameters.
Chang, Yi-Jay +4 more
core +1 more source
Copula‐based joint modelling of emergency department visits with time‐varying dependence
Canadian Journal of Statistics, EarlyView.Abstract Jointly modelling multiple correlated count time series is essential in health services research, where outcomes like emergency visits for mental health and substance use often evolve together. Ignoring these dependencies can obscure meaningful trends and limit the effectiveness of policy evaluation.
Guanjie Lyu, Cindy Feng, Lihui Liu
wiley +1 more source
Generalized Bayes approach to inverse problems with model misspecification. [PDF]
Inverse Probl, 2023 Baek Y, Aquino W, Mukherjee S.
europepmc +1 more source
Identifying the sources of model misspecification [PDF]
, 2014 In this paper we propose empirical methods for detecting and identifying misspecifications in DSGE models. We introduce wedges in a DSGE model and identify potential misspecification via forecast error variance decomposition (FEVD) and marginal ...
Kuo, Chun-Hung +2 more
core
Detecting Model Misspecification in Bayesian Piecewise Growth Models [PDF]
Supplemental Materials for a Manuscript Titled: "Detecting Model Misspecification in Bayesian Piecewise Growth ...
Sarah Depaoli, Fan Jia, Ihnwhi Heo
core +1 more source
The Visual Predictive Check and Real‐World Data
Clinical Pharmacology &Therapeutics, EarlyView.The visual predictive check (VPC) is a standard tool for assessing pharmacometric model suitability, producing visualizations that compare observed data with simulated data such that both model structure and model variability terms can be assessed. However, real‐world data commonly reflect clinical decision‐making that adapts therapy in response to ...
Jasmine H. Hughes +2 more
wiley +1 more source