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We explore intertemporal preferences that are recursive and account for local intertemporal substitution. First, we establish a rigorous foundation for these preferences and analyze their properties. Next, we examine the associated optimal…

Optimization and Control · Mathematics 2024-09-13 Hanwu Li , Frank Riedel

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures…

Statistical Finance · Quantitative Finance 2017-07-05 Jacopo Rocchi , Enoch Yan Lok Tsui , David Saad

Intertemporal choices involve making decisions that require weighing the costs in the present against the benefits in the future. One specific type of intertemporal choice is the decision between purchasing an individual item or opting for…

Information Retrieval · Computer Science 2023-09-20 Qingming Li , H. Vicky Zhao

Recommender systems have achieved great success in modeling user's preferences on items and predicting the next item the user would consume. Recently, there have been many efforts to utilize time information of users' interactions with…

Information Retrieval · Computer Science 2021-04-30 Junsu Cho , Dongmin Hyun , SeongKu Kang , Hwanjo Yu

Neuroeconomics promises to ground welfare analysis in neural and computational evidence about how people value outcomes, learn from experience and exercise self-control. At the same time, policy and commercial actors increasingly invoke…

Machine Learning · Computer Science 2025-11-26 Yiven , Zhu

Financial instability has become a significant issue in today's society. While research typically focuses on financial aspects, there is a tendency to overlook time-related aspects of unstable work schedules. The inability to rely on…

Machine Learning · Computer Science 2025-04-11 Pegah Nokhiz , Aravinda Kanchana Ruwanpathirana , Aditya Bhaskara , Suresh Venkatasubramanian

This paper builds a rule for decisionmaking from the physical behavior of single neurons, the well established neural circuitry of mutual inhibition, and the evolutionary principle of natural selection. No axioms are used in the derivation…

Theoretical Economics · Economics 2023-02-21 Valdes Salvador , Gonzalo ValdesEdwards

Curiosity is a vital metacognitive skill in educational contexts. Yet, little is known about how social factors influence curiosity in group work. We argue that curiosity is evoked not only through individual, but also interpersonal…

Human-Computer Interaction · Computer Science 2017-10-24 Tanmay Sinha , Zhen Bai , Justine Cassell

Link prediction appears as a central problem of network science, as it calls for unfolding the mechanisms that govern the micro-dynamics of the network. In this work, we are interested in ego-networks, that is the mere information of…

Social and Information Networks · Computer Science 2015-12-16 Lionel Tabourier , Anne-Sophie Libert , Renaud Lambiotte

We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

Statistical Finance · Quantitative Finance 2011-03-14 Victor M. Yakovenko

I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent…

Methodology · Statistics 2014-10-02 Guido W. Imbens

Experimental and numerical results suggest that the brain can be viewed as a system acting close to a critical point, as confirmed by scale-free distributions of relevant quantities in a variety of different systems and models. Less…

Neurons and Cognition · Quantitative Biology 2020-11-25 Dario Raimo , Alessandro Sarracino , Lucilla de Arcangelis

Using theory and experiments, this paper shows that the difficulty of making tradeoffs offers a parsimonious explanation for a wide range of behavioral phenomena. We develop a model of imprecise comparisons applicable to multiattribute,…

General Economics · Economics 2026-04-01 Cassidy Shubatt , Jeffrey Yang

Structural results impose sufficient conditions on the model parameters of a Markov decision process (MDP) so that the optimal policy is an increasing function of the underlying state. The classical assumptions for MDP structural results…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Vikram Krishnamurthy

Biological systems represent time from microseconds to years. An important gap in our knowledge concerns the mechanisms for encoding time intervals of hundreds of milliseconds to minutes that matter for tasks like navigation, communication,…

Neurons and Cognition · Quantitative Biology 2025-05-22 Raphaël Lafond-Mercier , Leonard Maler , Avner Wallach , André Longtin

An important but understudied question in economics is how people choose when facing uncertainty in the timing of events. Here we study preferences over time lotteries, in which the payment amount is certain but the payment time is…

Theoretical Economics · Economics 2021-08-20 Yonatan Berman , Mark Kirstein

We organized a workshop on the "Present and Future Frameworks of Theoretical Neuroscience", with the support of the National Science Foundation. The objective was to identify the challenges and strategies that this field will need to tackle…

Neurons and Cognition · Quantitative Biology 2020-04-06 Horacio G. Rotstein , Fidel Santamaria

We study the optimal timing of derivative purchases in incomplete markets. In our model, an investor attempts to maximize the spread between her model price and the offered market price through optimally timing her purchase. Both the…

Pricing of Securities · Quantitative Finance 2011-10-12 Tim Leung , Michael Ludkovski

One in three women globally experiences intimate partner violence (IPV), yet little is known about how such trauma affects economic decision-making. We provide causal evidence that IPV influences women's time preferences - a key parameter…

General Economics · Economics 2025-07-15 Dan Anderberg , Rachel Cassidy , Anaya Dam , Melissa Hidrobo , Jessica Leight , Karlijn Morsink

Function and dysfunctions of neural systems are tied to the temporal evolution of neural states. The current limitations in showing their causal role stem largely from the absence of tools capable of probing the brain's internal state in…

Neurons and Cognition · Quantitative Biology 2024-09-24 Ayesha Vermani , Matthew Dowling , Hyungju Jeon , Ian Jordan , Josue Nassar , Yves Bernaerts , Yuan Zhao , Steven Van Vaerenbergh , Il Memming Park