prospect theory 不能解释处置效应(disposition effect),即:交易数据显示,投资者的卖出倾向在零收益率处跳跃,但在较大的亏损范围内大致保持不变,而在较大的收益范围内呈上升或连续性趋势。因此亏损部分不能只是直线,而应该是convex的二次函数。基于此,有
An additional advantage of the relative utility model is that it allows multi-outcome lotteries, together with the estimation results, to be presented on a single graph. This is not possible using Cumulative Prospect Theory.doi:10.2139/ssrn.1617225Kontek, Krzysztof...
The application of expected utility theory to choices between prospects, or gambles, is based on the following: 1. Expectation—U({x i , p i } n i=1 ) =n i=1 p i u(x i ). 2. Asset Integration—({x i , p i } n
Model Building With Prospect Theory: A Cognitive Approach to International Relations Jeffrey D. Berejikian Department of International Affairs University of Georgia Despite the growing call for newmodels of politics grounded in the capacities of real-world ...
Based on the proposed theory, travel costs were established. The model for the path of the reference point is selected to accurately analyze the preferences of the passengers. The results of the presented example show that this model has a higher reliability for passenger travel route analysis. ...
Xia, J., Ye, Z.: Research on the integration and development of cultural heritage and digital technology from the perspective of symbiosis theory. Adm. Reform 10, 14–24 (2023) Google Scholar Dong, J.: Study on digital protection of intangible cultural heritage of minority nationality in Xi...
Wang Z, Gao J, Wang R (2018) Failure mode and effects analysis using Dempster-Shafer theory and TOPSIS method: application to the gas insulated metal enclosed transmission line (GIL). Appl Soft Comput:633–647 Ahn J, Noh Y, Park SH (2017) Fuzzy-based failure mode and effect analysis (...
At present, the theory of fuzzy sets has a very widespread application in various fields of human activity (Klir and Yuan 1995; Chen and Ku 2008; Dutta and Dash 2018; Zimmermann 2001; Gupta and Ragade 1977; Singh et al. 2013). In general, the membership function graph of a fuzzy ...
Microw. Theory Tech. 1974, 22, 216–221. [Google Scholar] [CrossRef] Trinchero, R.; Canavero, F.G. Modeling of eye diagram height in high-speed links via support vector machine. In Proceedings of the 2018 IEEE 22nd Workshop on Signal and Power Integrity (SPI), Brest, France, 22–...
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