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Hans De Meyer - One of the best experts on this subject based on the ideXlab platform.
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inequalities in fuzzy Probability Calculus
Lecture Notes in Computer Science, 2003Co-Authors: Saskia Janssens, Bernard De Baets, Hans De MeyerAbstract:We present all Bell-type inequalities concerning at most four random events of which not more than two are intersected at the same time. Reformulating these inequalities in the context of fuzzy Probability Calculus leads to related inequalities on commutative conjunctors, and in particular on triangular norms and commutative copulas. For the most important parametric families of t-norms, we identify the parameter values for which each of the inequalities is fulfilled. Some of the inequalities hold for any commutative copula, while all of them are preserved under ordinal sums.
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IFSA - Inequalities in fuzzy Probability Calculus
Lecture Notes in Computer Science, 2003Co-Authors: Saskia Janssens, Bernard De Baets, Hans De MeyerAbstract:We present all Bell-type inequalities concerning at most four random events of which not more than two are intersected at the same time. Reformulating these inequalities in the context of fuzzy Probability Calculus leads to related inequalities on commutative conjunctors, and in particular on triangular norms and commutative copulas. For the most important parametric families of t-norms, we identify the parameter values for which each of the inequalities is fulfilled. Some of the inequalities hold for any commutative copula, while all of them are preserved under ordinal sums.
Hung T Nguyen - One of the best experts on this subject based on the ideXlab platform.
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an invitation to quantum Probability Calculus
2021Co-Authors: Hung T Nguyen, Nguyen Duc Trung, Nguyen Ngoc ThachAbstract:This paper is about quantum Probability for econometricians. The intent is to lay down necessary material on quantum Probability Calculus to develop associated statistics for economic applications, and not for physics or quantum mechanics.
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on quantum Probability Calculus for modeling economic decisions
International Conference of the Thailand Econometrics Society, 2019Co-Authors: Hung T Nguyen, Songsak Sriboonchitta, Nguyen Ngoc ThachAbstract:In view of the Nobel Memorial Prize in Economic Sciences awarded to Richard H. Thaler in 2017 for his work on behavioral economics, we address in this paper the fundamentals of uncertainty modeling of free will. Extensions of von Neumann’s expected utility theory in social choice, including various nonadditive Probability approaches, and prospect theory seem getting closer to cognitive behavior, but still ignore an important factor in human decision-making, namely the so-called “order effect”. Thus, a better candidate for modeling quantitatively uncertainty, under which economic agents make their decisions, could be a Probability Calculus which is both nonadditive and noncommutative. Such a Probability Calculus already exists, and it is called “quantum Probability”. The main goal of this paper is to elaborate on the rationale of using quantum stochastic Calculus in decision-making for econometricians, in a conference such as this, who are not yet aware of this new trend of on going research in the literature.
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Structural Changes and their Econometric Modeling - On Quantum Probability Calculus for Modeling Economic Decisions
Structural Changes and their Econometric Modeling, 2018Co-Authors: Hung T Nguyen, Songsak Sriboonchitta, Nguyen Ngoc ThachAbstract:In view of the Nobel Memorial Prize in Economic Sciences awarded to Richard H. Thaler in 2017 for his work on behavioral economics, we address in this paper the fundamentals of uncertainty modeling of free will. Extensions of von Neumann’s expected utility theory in social choice, including various nonadditive Probability approaches, and prospect theory seem getting closer to cognitive behavior, but still ignore an important factor in human decision-making, namely the so-called “order effect”. Thus, a better candidate for modeling quantitatively uncertainty, under which economic agents make their decisions, could be a Probability Calculus which is both nonadditive and noncommutative. Such a Probability Calculus already exists, and it is called “quantum Probability”. The main goal of this paper is to elaborate on the rationale of using quantum stochastic Calculus in decision-making for econometricians, in a conference such as this, who are not yet aware of this new trend of on going research in the literature.
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ECONVN - An Invitation to Quantum Econometrics
Econometrics for Financial Applications, 2017Co-Authors: Hung T Nguyen, Le Si DongAbstract:We elaborate on the possibility to considering quantum Probability Calculus to improve statistical methods in economics in general, and in quantitative finance, in particular. A tutorial on the analogy between quantum mechanics and models in econometrics, using Kolmogorov Probability theory, is given. Several research issues are mentioned.
Jean-louis Dessalles - One of the best experts on this subject based on the ideXlab platform.
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Some Probability Judgments may Rely on Complexity Assessments
2015Co-Authors: Antoine Saillenfest, Jean-louis DessallesAbstract:Human beings do assess probabilities. Their judgments are however sometimes at odds with Probability theory. One possibility is that human cognition is imperfect or flawed in the Probability domain, showing biases and errors. Another possibility, that we explore here, is that human Probability judgments do not rely on a weak version of Probability Calculus, but rather on complexity computations. This hypothesis is worth exploring, not only because it predicts some of the Probability ‘biases’, but also because it explains human judgments of uncertainty in cases where Probability Calculus cannot be applied. We designed such a case in which the use of complexity when judging uncertainty is almost transparent.
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CogSci - Some Probability Judgments may Rely on Complexity Assessments.
Cognitive Science, 2015Co-Authors: Antoine Saillenfest, Jean-louis DessallesAbstract:Human beings do assess probabilities. Their judgments are however sometimes at odds with Probability theory. One possibility is that human cognition is imperfect or flawed in the Probability domain, showing biases and errors. Another possibility, that we explore here, is that human Probability judgments do not rely on a weak version of Probability Calculus, but rather on complexity computations. This hypothesis is worth exploring, not only because it predicts some of the Probability ‘biases’, but also because it explains human judgments of uncertainty in cases where Probability Calculus cannot be applied. We designed such a case in which the use of complexity when judging uncertainty is almost transparent.
Nguyen Ngoc Thach - One of the best experts on this subject based on the ideXlab platform.
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an invitation to quantum Probability Calculus
2021Co-Authors: Hung T Nguyen, Nguyen Duc Trung, Nguyen Ngoc ThachAbstract:This paper is about quantum Probability for econometricians. The intent is to lay down necessary material on quantum Probability Calculus to develop associated statistics for economic applications, and not for physics or quantum mechanics.
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on quantum Probability Calculus for modeling economic decisions
International Conference of the Thailand Econometrics Society, 2019Co-Authors: Hung T Nguyen, Songsak Sriboonchitta, Nguyen Ngoc ThachAbstract:In view of the Nobel Memorial Prize in Economic Sciences awarded to Richard H. Thaler in 2017 for his work on behavioral economics, we address in this paper the fundamentals of uncertainty modeling of free will. Extensions of von Neumann’s expected utility theory in social choice, including various nonadditive Probability approaches, and prospect theory seem getting closer to cognitive behavior, but still ignore an important factor in human decision-making, namely the so-called “order effect”. Thus, a better candidate for modeling quantitatively uncertainty, under which economic agents make their decisions, could be a Probability Calculus which is both nonadditive and noncommutative. Such a Probability Calculus already exists, and it is called “quantum Probability”. The main goal of this paper is to elaborate on the rationale of using quantum stochastic Calculus in decision-making for econometricians, in a conference such as this, who are not yet aware of this new trend of on going research in the literature.
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Structural Changes and their Econometric Modeling - On Quantum Probability Calculus for Modeling Economic Decisions
Structural Changes and their Econometric Modeling, 2018Co-Authors: Hung T Nguyen, Songsak Sriboonchitta, Nguyen Ngoc ThachAbstract:In view of the Nobel Memorial Prize in Economic Sciences awarded to Richard H. Thaler in 2017 for his work on behavioral economics, we address in this paper the fundamentals of uncertainty modeling of free will. Extensions of von Neumann’s expected utility theory in social choice, including various nonadditive Probability approaches, and prospect theory seem getting closer to cognitive behavior, but still ignore an important factor in human decision-making, namely the so-called “order effect”. Thus, a better candidate for modeling quantitatively uncertainty, under which economic agents make their decisions, could be a Probability Calculus which is both nonadditive and noncommutative. Such a Probability Calculus already exists, and it is called “quantum Probability”. The main goal of this paper is to elaborate on the rationale of using quantum stochastic Calculus in decision-making for econometricians, in a conference such as this, who are not yet aware of this new trend of on going research in the literature.
Saskia Janssens - One of the best experts on this subject based on the ideXlab platform.
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inequalities in fuzzy Probability Calculus
Lecture Notes in Computer Science, 2003Co-Authors: Saskia Janssens, Bernard De Baets, Hans De MeyerAbstract:We present all Bell-type inequalities concerning at most four random events of which not more than two are intersected at the same time. Reformulating these inequalities in the context of fuzzy Probability Calculus leads to related inequalities on commutative conjunctors, and in particular on triangular norms and commutative copulas. For the most important parametric families of t-norms, we identify the parameter values for which each of the inequalities is fulfilled. Some of the inequalities hold for any commutative copula, while all of them are preserved under ordinal sums.
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IFSA - Inequalities in fuzzy Probability Calculus
Lecture Notes in Computer Science, 2003Co-Authors: Saskia Janssens, Bernard De Baets, Hans De MeyerAbstract:We present all Bell-type inequalities concerning at most four random events of which not more than two are intersected at the same time. Reformulating these inequalities in the context of fuzzy Probability Calculus leads to related inequalities on commutative conjunctors, and in particular on triangular norms and commutative copulas. For the most important parametric families of t-norms, we identify the parameter values for which each of the inequalities is fulfilled. Some of the inequalities hold for any commutative copula, while all of them are preserved under ordinal sums.