摘要翻译:
本文强调动态赌博可以影响知觉,并揭示Kahneman和Tversky的前景理论所没有描述的行为。本文所讨论的模型将Tsallis熵与Kelly率联系起来,以评估个体是否通过非加性动力学预测风险情况。然后,心理学学生回答一份问卷,在该问卷中,加性前景没有对比度,但其他动态可以呈现非常高的对比度。因此,我们可以注意到,损失与参考点之间的简单近似会导致个人规避风险。这种行为与前景理论预测的风险寻求相矛盾。此外,实验还表明,风险态度四重模式中的两种行为也被违反。本质上,这项工作揭示了当结果接近(或超过)参考点时,个体可以在他们的赌博中展望非加性动力学。这种动态方面违反了任何附加前景模型。
---
英文标题:
《The Time Importance for Prospect Theory》
---
作者:
Jos\'e Cl\'audio do Nascimento
---
最新提交年份:
2021
---
分类信息:
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: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
--
---
英文摘要:
This paper highlights that dynamic gambles can affect perceptions and reveal behaviors that Kahneman and Tversky's Prospect Theory does not describe. The model discussed here relates the Tsallis entropy to the Kelly's rate to evaluate whether individuals prospect risk situations through nonadditive dynamics or not. Then, psychology students answer a questionnaire where additive prospects have null contrast, but other dynamics can present very high contrast. Thus, we can note that a simple approximation between the losses and the reference point leads individuals to risk aversion. This behavior contradicts the risk seeking predicted by Prospect Theory. In addition, the experiments show that two of the behaviors in the fourfold pattern of risk attitudes also are violated. In essence, this work reveals that individuals can prospect nonadditive dynamics in their gambles when the results are close (or beyond) to the reference point. This dynamic aspect violates any additive prospect models.
---
PDF链接:
https://arxiv.org/pdf/1908.01709