cumulative-prospect-theory

There are 4 repositories under cumulative-prospect-theory topic.

cvxgrp/cptopt
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
Language:Python29 4 33
PedroLFerreira/Risk-Sensitivity-and-Theory-of-Mind-in-Human-Coordination
Code used to produce the figures of the academic paper "Risk Sensitivity and Theory of Mind in Human Coordination".
Language:Jupyter Notebook3 2 00
linushof/sampling-in-dfe
Master thesis on information sampling in decisions from experience
Language:TeX0 1 00
linushof/sampling-strategies
Code and data for a working paper on sampling strategies in experience-based risky choice.
Language:R01