Results 11 to 20 of about 14,015 (245)

Stochastic multi-criteria decision-making: an overview to methods and applications

Beni-Suef University Journal of Basic and Applied Sciences, 2019
Background The alternatives selection problem with multi-criteria in stochastic form variables is called as stochastic multi-criteria decision-making. The stochasticity of the criteria is considered using stochastic dominance, prospect theory, and regret
Erkan Celik, Muhammet Gul, Melih Yucesan, Suleyman Mete   +3 more
doaj   +1 more source

Realistic utility versus game utility: a proposal for dealing with the spread of uncertain prospects

Statistica, 2013
The author develops the properties and implications of a proposal, concerning a summary statistic of the random prospect of utilities. Following a suggestion of Allais, such a statistic is increasing with expected utility, and decreasing – for most ...
Benito Vittorio Frosini
doaj   +1 more source

Testing for prospect and Markowitz stochastic dominance efficiency

Journal of Econometrics, 2017
We develop non-parametric tests for prospect stochastic dominance Efficiency (PSDE) and Markowitz stochastic dominance efficiency (MSDE) using block bootstrap resampling. Under the appropriate conditions we show that they are asymptotically conservative and consistent.
Arvanitis, Stelios, Topaloglou, Nikolas
openaire   +3 more sources

Neurobiological studies of risk assessment: A comparison of expected utility and mean-variance approaches [PDF]

, 2008
When modeling valuation under uncertainty, economists generally prefer expected utility because it has an axiomatic foundation, meaning that the resulting choices will satisfy a number of rationality requirements.
Bossaerts, Peter, d'Acremont, M.
core   +2 more sources

Inconclusive quantum measurements and decisions under uncertainty [PDF]

, 2016
We give a mathematical definition for the notion of inconclusive quantum measurements. In physics, such measurements occur at intermediate stages of a complex measurement procedure, with the final measurement result being operationally testable.
Sornette, D., Yukalov, V. I.
core   +3 more sources

Consistent Testing for Stochastic Dominance: A Subsampling Approach [PDF]

We propose a procedure for estimating the critical values of the Klecan, McFadden, and McFadden (1990) test for first and second order stochastic dominance in the general k-prospect case. Our method is based on subsampling bootstrap.
Esfandiar Maasoumi, Oliver Linton, Whang, Yoon-Jae   +2 more
core   +6 more sources

Surprisingly robust violations of stochastic dominance despite splitting training: A quasi-adversarial collaboration

Judgment and Decision Making
First-order stochastic dominance is a core principle in rational decision-making. If lottery A has a higher or equal chance of winning an amount $x $ or more compared to lottery B for all x, and a strictly higher chance for at least one $x $
Edika Quispe-Torreblanca, Neil Stewart, Michael H. Birnbaum   +2 more
doaj   +1 more source

COVID-19 pandemic impact on investment prospective in selected CEE stock markets: A stochastic dominance approach

Croatian Review of Economic, Business and Social Statistics, 2022
Abstract The COVID-19 pandemic and its impact on the stock markets in the Central and East European (CEE) countries have been investigated in many papers, but mostly from the perspective of the market connectedness and the spillovers. None of the existing researches addressed the potential changes in the investors’ utility in a certain ...
openaire   +3 more sources

RaMBat: Accurate identification of medulloblastoma subtypes from diverse data sources with severe batch effects

Molecular Oncology, EarlyView.
To integrate multiple transcriptomics data with severe batch effects for identifying MB subtypes, we developed a novel and accurate computational method named RaMBat, which leveraged subtype‐specific gene expression ranking information instead of absolute gene expression levels to address batch effects of diverse data sources.
Mengtao Sun, Jieqiong Wang, Shibiao Wan
wiley   +1 more source

A Comprehensive Overview of the Clinical, Electrophysiological, and Neuroimaging Features of BPAN: Insights From a New Case Series

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Neurodegeneration with brain iron accumulation (NBIA) comprises a genetically and clinically heterogeneous group of rare neurological disorders characterized particularly by iron accumulation in the basal ganglia. To date, 15 genes have been associated with NBIA.
Seda Susgun, Ozgu Kizek, Sibel Aylin Ugur Iseri, Ibrahim Kamaci, Ayse Deniz Elmali, Pinar Iscen, Berfin Gulkaya Guzel, Gul Yalcin Cakmakli, Bulent Elibol, Berril Donmez, Raif Cakmur, Pinar Topaloglu, Turkish NBIA Study Group, Abdullah Acar, Ahmet Acarer, Arzu Karabay, Asuman Ali, Ayla Barlas, Aysegul Gunduz, Banu Ozen Barut, Baris Baslo, Bilge Kocer, Bilgehan Mus, Birsen Karaman, Burcu Gokce Cokal, Cem Ismail Kucukali, Cenk Akbostanci, Ceyhun Sayman, Cagla Turan, Dilek Ince Gunal, Ebru Bilge Dirik, Ebru Erzurumluoglu, Elif Kocasoy Orhan, Enes Demiryurek, Emrah Yucesan, Ercan Kose, Erdem Tuzun, Esen Saka Topcuoglu, Esra Okuyucu, Fatma Betul Ozdilek, Feriha Ozer, Gencer Genc, Gozde Unal, Gulay Kenangil, Gullu Tarhan, Gunes Kiziltan, Halil Onder, Hamit Genc, Hasmet Hanagasi, Hatice Yuksel, Hulya Apaydin, Koray Kirimtay, Mehmet Guney Senol, Melisa Kilic, Meltem Demirkiran, Mert Karaca, Miray Erdem, Muhammet Bilgehan Mus, Murat Gultekin, Nalan Capan, Nazan Karagoz Sakalli, Nazli Basak, Nihan Hande Akcakaya, Ozan Ezer, Ozge Uygun, Ozge Yilmaz Kuspeci, Ozgur Oztop Cakmak, Pervin Iseri, Petek Ballar Kirmizibayrak, Pinar Elkoca, Recep Alp, Remzi Yigiter, Rezzak Yilmaz, Sadika Ozdemir, Selda Keskin, Selen Ilhan Alp, Selen Soylu, Serdar Ceylaner, Serhat Ozkan, Sevda Erer Ozbek, Sevgin Gundogan, Sevil Yasufli, Sezin Alpaydin Baslo, Sibel Ertan, Sultan Cagirici, Seyma Aykac, Vuslat Yilmaz, Yaprak Secil, Yasar Kutukcu, Yeliz Ciftci, Yesim Sucullu Karadag, Yildiz Değirmenci, Zeliha Matur, Nerses Bebek, Murat Emre, Zuhal Yapici   +95 more
wiley   +1 more source