《Testing Ambiguity and Machina Preferences Within a Quantum-theoretic
Framework for Decision-making》
---
作者:
Diederik Aerts, Suzette Geriente, Catarina Moreira, Sandro Sozzo
---
最新提交年份:
2017
---
英文摘要:
The Machina thought experiments pose to major non-expected utility models challenges that are similar to those posed by the Ellsberg thought experiments to subjective expected utility theory (SEUT). We test human choices in the `Ellsberg three-color example\', confirming typical ambiguity aversion patterns, and the `Machina 50/51 and reflection examples\', partially confirming the preferences hypothesized by Machina. Then, we show that a quantum-theoretic framework for decision-making under uncertainty recently elaborated by some of us allows faithful modeling of all data on the Ellsberg and Machina paradox situations. In the quantum-theoretic framework subjective probabilities are represented by quantum probabilities, while quantum state transformations enable representations of ambiguity aversion and subjective attitudes toward it.
---
中文摘要:
机器思维实验对非预期效用模型提出了重大挑战,这与埃尔斯伯格思维实验对主观预期效用理论(SEUT)提出的挑战相似。我们在“埃尔斯伯格三色示例”中测试了人类的选择,确认了典型的歧义厌恶模式,“机器50/51和反射示例”部分确认了机器假设的偏好。然后,我们证明,我们中的一些人最近阐述的不确定性下决策的量子理论框架允许对埃尔斯伯格和梅奇纳悖论情况下的所有数据进行忠实的建模。在量子理论框架中,主观概率由量子概率表示,而量子态变换可以表示模糊厌恶和主观态度。
---
分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
--
一级分类:Economics 经济学
二级分类:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
--
一级分类:Quantitative Finance 数量金融学
二级分类:Mathematical Finance 数学金融学
分类描述:Mathematical and analytical methods of finance, including stochastic, probabilistic and functional analysis, algebraic, geometric and other methods
金融的数学和分析方法,包括随机、概率和泛函分析、代数、几何和其他方法
--
---
PDF下载:
-->