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When it comes to structural estimation of risk preferences from data on choices, random utility models have long been one of the standard research tools in economics. A recent literature has challenged these models, pointing out some…

General Economics · Economics 2024-09-04 Henk Keffert , Nikolaus Schweizer

We provide and axiomatize a representation for preferences over lotteries that generalizes the expected utility model. Since the representation uses different utility functions to evaluate different lotteries, the preferences can be…

Theoretical Economics · Economics 2026-03-17 Edward Honda , Keh-Kuan Sun

We provide an elementary proof of the dual representation of Expected Shortfall on the space of integrable random variables over a general probability space. Unlike the results in the extant literature, our proof only exploits basic…

Risk Management · Quantitative Finance 2023-06-27 Martin Herdegen , Cosimo Munari

In the present paper, several properties concerning generalized derivatives of multifunctions implicitly defined by set-valued inclusions are studied by techniques of variational analysis. Set-valued inclusions are problems formalizing the…

Optimization and Control · Mathematics 2020-06-23 Amos Uderzo

Representations are essential to mathematically model phenomena, but there are many options available. While each of those options provides useful properties with which to solve problems related to the phenomena in study, comparing results…

Logic in Computer Science · Computer Science 2025-10-01 Luke Bayzid , Alexandre Madeira , Manuel A. Martins

Sparsity or complexity? In modern high-dimensional asset pricing, these are often viewed as competing principles: richer feature spaces appear to favor complexity, while economic intuition has long favored parsimony. We show that this…

General Finance · Quantitative Finance 2026-04-21 Nima Afsharhajari , Jonathan Yu-Meng Li

Since risky positions in multivariate portfolios can be offset by various choices of capital requirements that depend on the exchange rules and related transaction costs, it is natural to assume that the risk measures of random vectors are…

Risk Management · Quantitative Finance 2016-07-12 Ignacio Cascos , Ilya Molchanov

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

By considering probability distributions over the set of assignments the expected truth values assignment to propositional variables are extended through linear operators, and the expected truth values of the clauses at any given…

Logic in Computer Science · Computer Science 2010-07-07 Guillermo Morales-Luna

Literature involving preferences of artificial agents or human beings often assume their preferences can be represented using a complete transitive binary relation. Much has been written however on different models of preferences. We review…

Artificial Intelligence · Computer Science 2018-01-17 Olivier Cailloux , Sébastien Destercke

Let X and Y be an m-dimensional F-semimartingale and an n-dimensional H-semimartingale respectively on the same probability space, both enjoying the strong predictable representation property. We propose a martingale representation result…

Probability · Mathematics 2018-10-22 Antonella Calzolari , Barbara Torti

We discuss equivalent axiomatic characterizations of distortion risk measures, and give a novel and concise proof of the characterization of elicitable distortion risk measures. Elicitability has recently been discussed as a desirable…

Risk Management · Quantitative Finance 2014-05-27 Ruodu Wang , Johanna F. Ziegel

In this paper, we study the dual representation for generalized multiple stopping problems, hence the pricing problem of general multiple exercise options. We derive a dual representation which allows for cashflows which are subject to…

Computational Finance · Quantitative Finance 2011-12-13 Christian Bender , John Schoenmakers , Jianing Zhang

This paper contains an overview of results for dynamic multivariate risk measures. We provide the main results of four different approaches. We will prove under which assumptions results within these approaches coincide, and how properties…

Risk Management · Quantitative Finance 2017-01-27 Zachary Feinstein , Birgit Rudloff

We study the problem of constructing positive representations of complex measures. In this paper we consider complex densities on a direct product of $U(1)$ groups and look for representations by probability distributions on the…

High Energy Physics - Lattice · Physics 2017-12-21 Erhard Seiler , Jacek Wosiek

Stochastic optimization problems often involve the expectation in its objective. When risk is incorporated in the problem description as well, then risk measures have to be involved in addition to quantify the acceptable risk, often in the…

Statistics Theory · Mathematics 2012-09-18 Alois Pichler

We extend the classical risk minimization model with scalar risk measures to the general case of set-valued risk measures. The problem we obtain is a set-valued optimization model and we propose a goal programming-based approach with…

Risk Management · Quantitative Finance 2012-09-20 Davide La Torre , Marco Maggis

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of…

Methodology · Statistics 2015-11-26 Denis Agniel , Katherine P. Liao , Tianxi Cai

Multimodal learning considers learning from multi-modality data, aiming to fuse heterogeneous sources of information. However, it is not always feasible to leverage all available modalities due to memory constraints. Further, training on…

Machine Learning · Computer Science 2022-10-25 Runxiang Cheng , Gargi Balasubramaniam , Yifei He , Yao-Hung Hubert Tsai , Han Zhao

In this paper, we establish a mathematical duality between utility transforms and probability distortions. These transforms play a central role in decision under risk by forming the foundation for the classic theories of expected utility,…

Theoretical Economics · Economics 2024-03-21 Christopher P. Chambers , Peng Liu , Ruodu Wang