Sökning: "Second order probabilities"

Visar resultat 1 - 5 av 44 avhandlingar innehållade orden Second order probabilities.

  1. 1. A Unified Framework for Indeterminate Probabilities and Utilities

    Författare :Love Ekenberg; Johan Thorbiörnson; Yuri Ermoliev; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Decision Analysis; Risk Analysis; Second order probabilities; MATHEMATICS; MATEMATIK;

    Sammanfattning : In classic decision theory, the different alternatives in a decision situation are merely objects of choice, and it is assumed that a decision maker can assign precise numerical values corresponding to the true value of each consequence, as well as precise numerical probabilities for their occurrences. However, in real-life situations, the ordering of alternatives from most to least preferred is often a delicate matter and an adequate mathematical representation is crucial. LÄS MER

  3. 2. The Apparent Arbitrariness of Second-Order Probability Distributions

    Författare :David Sundgren; Love Ekenberg; Mats Danielson; Lev Utkin; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Computer and systems science; Data- och systemvetenskap; Computer and Systems Sciences; data- och systemvetenskap;

    Sammanfattning : Adequate representation of imprecise probabilities is a crucial and non-trivial problem in decision analysis. Second-order probability distributions is the model for imprecise probabilities whose merits are discussed in this thesis. LÄS MER

  4. 3. Distribution of expected utility in second-order decision analysis

    Författare :David Sundgren; Högskolan i Gävle; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; beslutsanalys; andra ordningens fördelningar; förväntad nytta; Computer and systems science; Data- och systemvetenskap;

    Sammanfattning : In decision analysis maximising the expected utility is an often used approach in choosing the optimal alternative. But when probabilities and utilities are vague or imprecise expected utility is fraught with complications. LÄS MER

  5. 4. Distribution of expected utility in second-order decision analysis

    Författare :David Sundgren; Love Ekenberg; Johan Thorbjörnsson; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Computer and systems science; Data- och systemvetenskap;

    Sammanfattning : In explicatione consiliorum, maxima facere communis utilitas saepe trita ratio deligendi meliorem optionem est. Verum si probabilitates et utilitates incertae vel dubiae sint, communis utilitas perturbationes affert. LÄS MER

  7. 5. Generative models of limit order books

    Författare :Hanna Hultin; Henrik Hult; Erik Lindström; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics;

    Sammanfattning : In this thesis generative models in machine learning are developed with the overall aim to improve methods for algorithmic trading on high-frequency electronic exchanges based on limit order books. The thesis consists of two papers. LÄS MER