摘要翻译:
经济学中的不确定性仍然提出了一些基本问题,例如阿莱悖论和埃尔斯伯格悖论。为了克服这些困难,经济学家在“风险”和“模糊性”之间引入了一个有趣的区别,这取决于建模这些不确定性情况的(古典柯尔莫戈罗维)概率结构的存在。另一方面,日常生活的证据表明,在不确定的情况下,“环境”在人类的决策中起着基本的作用。此外,物理学中众所周知,任何模型实体之间上下文相互作用的概率结构在结构上都需要一个非柯尔莫哥罗维量子框架。在本文中,我们引入了“上下文风险”的概念,目的是对通常只有“模糊性”存在的大部分情况进行建模。更确切地说,我们首先介绍了一种称为“隐藏度量方法”的操作形式的基本要素,在这种方法中,概率是作为实体和上下文之间相互作用的波动的结果而引入的。在隐藏度量方法中,我们提出了一个“球体模型”作为一个数学工具,用于情境风险的发生。我们证明了这种概率模型必然是非柯尔莫哥罗维的,因此它要么需要量子力学的形式,要么需要量子力学的推广。这一见解是相关的,因为它解释了一些作者所建议的经济学中量子结构的存在,或者更好地说,类量子结构的存在,并且可以用来解决上述悖论。
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英文标题:
《Contextual Risk and Its Relevance in Economics》
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作者:
Diederik Aerts and Sandro Sozzo
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最新提交年份:
2011
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分类信息:
一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类:Physics 物理学
二级分类:Quantum Physics 量子物理学
分类描述:Description coming soon
描述即将到来
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英文摘要:
Uncertainty in economics still poses some fundamental problems illustrated, e.g., by the Allais and Ellsberg paradoxes. To overcome these difficulties, economists have introduced an interesting distinction between 'risk' and 'ambiguity' depending on the existence of a (classical Kolmogorovian) probabilistic structure modeling these uncertainty situations. On the other hand, evidence of everyday life suggests that 'context' plays a fundamental role in human decisions under uncertainty. Moreover, it is well known from physics that any probabilistic structure modeling contextual interactions between entities structurally needs a non-Kolmogorovian quantum-like framework. In this paper we introduce the notion of 'contextual risk' with the aim of modeling a substantial part of the situations in which usually only 'ambiguity' is present. More precisely, we firstly introduce the essentials of an operational formalism called 'the hidden measurement approach' in which probability is introduced as a consequence of fluctuations in the interaction between entities and contexts. Within the hidden measurement approach we propose a 'sphere model' as a mathematical tool for situations in which contextual risk occurs. We show that a probabilistic model of this kind is necessarily non-Kolmogorovian, hence it requires either the formalism of quantum mechanics or a generalization of it. This insight is relevant, for it explains the presence of quantum or, better, quantum-like, structures in economics, as suggested by some authors, and can serve to solve the aforementioned paradoxes.
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PDF链接:
https://arxiv.org/pdf/1105.1812