Temporal Risk: Utility vs. Probability Weighting.
Mohammed AbdellaouiEnrico DiecidueEmmanuel KemelAyse ÖncülerPublished in: Manag. Sci. (2022)
Keyphrases
- expected utility
- utility function
- spatio temporal
- risk aversion
- probability distribution
- spatial and temporal
- temporal constraints
- temporal information
- risk management
- chance constraints
- temporal consistency
- temporal data
- minimum risk
- expected loss
- risk factors
- risk averse
- time stamped
- high risk
- risk assessment
- temporal reasoning
- space time
- decision making
- temporal databases
- weighting scheme
- data mining
- temporal relations
- temporal dimension
- temporal patterns
- temporal analysis
- tf idf
- portfolio optimization
- conditional probabilities
- temporal ordering
- search engine