Search Results - subject:"probability theory"

The Economic Analysis of Random Events : Economic Perspectives on Probability Theory, Statistical Inference and the Nature of Chance

Hacıoğlu, Volkan - 2024

Artificial Intelligence -- 5. The Question of Conjecture in Economics and Probability: On the Applicability of Probability Theory …This book investigates applications of probability theory to random events from an economic standpoint and considers … well as introducing key tenets of probability theory and how these can be applied to economic events. The book considers …

Persistent link: https://www.econbiz.de/10014546906

Modeling financial bubbles with optional semimartingales in nonstandard probability spaces

Abdelghani, Mohamed; Melnikov, Alexander - In: Risks : open access journal 13 (2025) 3, pp. 1-29

Deviation of an asset price from its fundamental value, commonly referred to as a price bubble, is a well-known phenomenon in financial markets. Mathematically, a bubble arises when the deflated price process transitions from a martingale to a strict local martingale. This paper explores price...

Persistent link: https://www.econbiz.de/10015358908

Scalable probabilistic forecasting in retail with gradient boosted trees : a practitioner's approach

Long, Xueying; Bui, Quang; Oktavian, Grady; Schmidt, … - In: International journal of production economics 279 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015371355

Ratio bias across cultures and disciplines : how academic background shapes statistical decision-making

Baumeister, Jochen; Streicher, Bernhard; Lermer, Eva - In: Journal of behavioral decision making 38 (2025) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015372165

Subjective probability distributions of nonlinear payoffs : Recovering option payoff, agent’s utility, and pricing kernel distributions

Yamazaki, Akira - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015372650

Taming data-driven probability distributions

Baruník, Jozef; Hanus, Luboš - In: Journal of forecasting 44 (2025) 2, pp. 676-691

Persistent link: https://www.econbiz.de/10015374076

Improving momentum returns using generalized linear models

Zeng, Hui; Marshall, Ben R.; Nguyen, Nhut; … - In: International review of finance : the official journal … 25 (2025) 2, pp. 1-35

Persistent link: https://www.econbiz.de/10015374825

Managed expectations theory : ex ante likelihoods influence ex post utilities

Zeckhauser, Richard; Viscusi, W. Kip - 2025

Persistent link: https://www.econbiz.de/10015423415

Credit risk assessment using fuzzy inhomogeneous Markov Chains within a fuzzy market

Vassiliou, Panos C. G. - In: Risks : open access journal 13 (2025) 7, pp. 1-38

In the present study, we model the migration process and the changes in the market environment. The migration process is being modeled as an F -inhomogeneous semi-Markov process with fuzzy states. The evolution of the migration process takes place within a stochastic market environment with...

Persistent link: https://www.econbiz.de/10015436971

Soft landing or stagflation? : a framework for estimating the probabilities of macro scenarios

Engstrom, Eric - 2025

Persistent link: https://www.econbiz.de/10015438094