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Naïve learning algorithms utilized for the prediction of stock prices to compare economic models of decision making
16 references·0 citing·40 second hop
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1981The Framing of Decisions and the Psychology of Choice17,834 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 2003Maps of Bounded Rationality: Psychology for Behavioral Economics5,374 cited
  • 1996Against the Gods: The Remarkable Story of Risk1,441 cited
  • 2010Simulation modeling for analysis1,079 cited
  • 2005Prospect theory, mental accounting, and momentum1,033 cited
  • 2001Anomalies: Risk Aversion957 cited
  • 2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets726 cited
  • 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
  • 1988ATTITUDES TOWARD RISK AND THE RISK-RETURN PARADOX: PROSPECT THEORY EXPLANATIONS.678 cited
  • 2004Neoclassical Theory Versus Prospect Theory: Evidence from the Marketplace651 cited
  • 1997Pricing American-style securities using simulation614 cited

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1997
Employer Learning and Statistical Discrimination
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