Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
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Updated
May 13, 2024 - Python
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cumulative-prospect-theory
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Code used to produce the figures of the academic paper "Risk Sensitivity and Theory of Mind in Human Coordination".
decision-making
coordination
academic-paper
risk-modelling
theory-of-mind
cumulative-prospect-theory
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Oct 21, 2020 - Jupyter Notebook
Master thesis on information sampling in decisions from experience
cognitive-modeling
cumulative-prospect-theory
evidence-accumulation
risky-choice
information-sampling
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Updated
Aug 16, 2022 - TeX
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