Matches in SemOpenAlex for { <https://semopenalex.org/work/W1807718182> ?p ?o ?g. }
Showing items 1 to 61 of
61
with 100 items per page.
- W1807718182 endingPage "32" @default.
- W1807718182 startingPage "1" @default.
- W1807718182 abstract "This paper extends the solution space for decision theory by introducing a behavioural operator that (1) transforms probability domains, and (2) generates sample paths for confidence from catalytic fuzzy or ambiguous sources. First, we prove that average sample paths for confidence/sentiment, generated from within and across source sets, differ. Second, we identify loss aversion as the source of Langevin type friction that explains the popularity of Ornstein-Uhlenbeck processes for modeling mean reversion of sample paths for behaviour. However, in large markets, ergodic confidence levels, imbued by preference reversal operations, support our large deviation theory of bubbles, crashes and chaos in behavioral dynamical systems. Third, simulation of the model confirms that the distribution of priors, on source sets, controls confidence momentum and term structure of fields of confidence. For instance, our computer generated field of confidence mimics trends in CBOE VIX daily sentiment index, and survey driven Gallup Daily Economic Confidence Index (GDECI) sounding in Tversky and Wakker (1995) type impact events. We show how GDECI splits VIX into source sets that depict term structures of confidence for relative hope and fear. And identify a VIX source set arbitrage strategy by classifying each set according to its risk attitude, and then use the ``confidence beta of each set to explain differences in price moves." @default.
- W1807718182 created "2016-06-24" @default.
- W1807718182 creator A5080502815 @default.
- W1807718182 date "2012-10-25" @default.
- W1807718182 modified "2023-09-28" @default.
- W1807718182 title "A confidence representation theorem for ambiguity aversion with applications to financial markets and trade algorithm" @default.
- W1807718182 hasPublicationYear "2012" @default.
- W1807718182 type Work @default.
- W1807718182 sameAs 1807718182 @default.
- W1807718182 citedByCount "0" @default.
- W1807718182 crossrefType "posted-content" @default.
- W1807718182 hasAuthorship W1807718182A5080502815 @default.
- W1807718182 hasConcept C105795698 @default.
- W1807718182 hasConcept C106159729 @default.
- W1807718182 hasConcept C13662513 @default.
- W1807718182 hasConcept C149782125 @default.
- W1807718182 hasConcept C160623529 @default.
- W1807718182 hasConcept C162324750 @default.
- W1807718182 hasConcept C33923547 @default.
- W1807718182 hasConcept C44249647 @default.
- W1807718182 hasConcept C66520545 @default.
- W1807718182 hasConceptScore W1807718182C105795698 @default.
- W1807718182 hasConceptScore W1807718182C106159729 @default.
- W1807718182 hasConceptScore W1807718182C13662513 @default.
- W1807718182 hasConceptScore W1807718182C149782125 @default.
- W1807718182 hasConceptScore W1807718182C160623529 @default.
- W1807718182 hasConceptScore W1807718182C162324750 @default.
- W1807718182 hasConceptScore W1807718182C33923547 @default.
- W1807718182 hasConceptScore W1807718182C44249647 @default.
- W1807718182 hasConceptScore W1807718182C66520545 @default.
- W1807718182 hasIssue "4" @default.
- W1807718182 hasLocation W18077181821 @default.
- W1807718182 hasOpenAccess W1807718182 @default.
- W1807718182 hasPrimaryLocation W18077181821 @default.
- W1807718182 hasRelatedWork W1539825250 @default.
- W1807718182 hasRelatedWork W1590652230 @default.
- W1807718182 hasRelatedWork W1703834581 @default.
- W1807718182 hasRelatedWork W1896849568 @default.
- W1807718182 hasRelatedWork W2008126346 @default.
- W1807718182 hasRelatedWork W2031108073 @default.
- W1807718182 hasRelatedWork W2051318005 @default.
- W1807718182 hasRelatedWork W2055632733 @default.
- W1807718182 hasRelatedWork W2093479969 @default.
- W1807718182 hasRelatedWork W2109122936 @default.
- W1807718182 hasRelatedWork W2131537950 @default.
- W1807718182 hasRelatedWork W2212620944 @default.
- W1807718182 hasRelatedWork W2220505507 @default.
- W1807718182 hasRelatedWork W2270166032 @default.
- W1807718182 hasRelatedWork W2286080795 @default.
- W1807718182 hasRelatedWork W2901351096 @default.
- W1807718182 hasRelatedWork W2982159261 @default.
- W1807718182 hasRelatedWork W3122470303 @default.
- W1807718182 hasRelatedWork W3125158271 @default.
- W1807718182 hasRelatedWork W1818524687 @default.
- W1807718182 hasVolume "32" @default.
- W1807718182 isParatext "false" @default.
- W1807718182 isRetracted "false" @default.
- W1807718182 magId "1807718182" @default.
- W1807718182 workType "article" @default.