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Concept

Loss aversion

Related publications (26)

The Least Increasing Aversion (LIA) Protocol: Illustration on Identifying Individual Susceptibility to Cybersickness Triggers

Ronan Boulic, Nana Tian

This paper introduces the Least Increase aversion (LIA) protocol to investigate the relative impact of factors that may trigger cybersickness. The protocol is inspired by the Subjective Matching methodology (SMT) from which it borrows the incremental const ...

2024

A Privacy-Preserving Querying Mechanism with High Utility for Electric Vehicles

Sayan Biswas

Electric vehicles (EVs) are becoming more popular due to environmental consciousness. The limited availability of charging stations (CSs), compared to the number of EVs on the road, has led to increased range anxiety and a higher frequency of CS queries du ...

Ieee-Inst Electrical Electronics Engineers Inc2024

Can one hear the shape of a target zone?

Max-Olivier Hongler

We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...

2023

International Portfolio Choice with Frictions: Evidence from Mutual Funds

Simon Tièche

Using data on international equity portfolio allocations by U.S. mutual funds, we estimate a portfolio expression derived from a standard mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on the previous month a ...

OXFORD UNIV PRESS INC2023

Predicting the stressed expected loss of large US banks

Eric Jondeau, Amir Hossein Khalilzadeh Naghneh

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

ELSEVIER2022

Learning Disentangled Behaviour Patterns for Wearable-based Human Activity Recognition

Tao Lin

In wearable-based human activity recognition (HAR) research, one of the major challenges is the large intra-class variability problem. The collected activity signal is often, if not always, coupled with noises or bias caused by personal, environmental, or ...

ASSOC COMPUTING MACHINERY2022

Striatal dopamine explains novelty-induced behavioral dynamics and individual variability in threat prediction

Alexander Mathis, Mackenzie Mathis

Animals both explore and avoid novel objects in the environment, but the neural mechanisms that underlie these behaviors and their dynamics remain uncharacterized. Here, we used multi-point tracking (DeepLabCut) and behavioral segmentation (MoSeq) to chara ...

CELL PRESS2022

Motivating Innovation: The Effect of Loss Aversion on the Willingness to Persist

Kenneth Younge

We investigate the willingness of individuals to persist at exploration in the face of failure. Prior research suggests that the organization's "tolerance for failure" may motivate greater exploration by the individual. Little is known, however, about how ...

MIT Press2020

Impact of facade details on the reliability of performance-based decisions for early-stage neighborhood designs

Minu Agarwal

Neighborhood-scale projects often commence with the conceptualization of several massing-schemes as potential design solutions. There is growing interest in using building performance simulation (BPS) to evaluate and rank such conceptual stage schemes in o ...

EPFL2020

Pessimistic outcome expectancy does not explain ambiguity aversion in decision-making under uncertainty

Martin Alois Rohrmeier

When faced with a decision, most people like to know the odds and prefer to avoid ambiguity. It has been suggested that this aversion to ambiguity is linked to people's assumption of worst possible outcomes. We used two closely linked behavioural tasks in ...

Nature Research2019

Regularization via Mass Transportation

Daniel Kuhn, Peyman Mohajerin Esfahani, Soroosh Shafieezadeh Abadeh

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce training data, ...

2019

Reliability of daylight and energy demand evaluations for decision making at the conceptual design stage of neighborhood design

Marilyne Andersen, Luisa Pastore, Minu Agarwal

When conducting building performance simulation (BPS) at the early design stage, potential impact on design decisions is the greatest. However, the reliability of evaluations resulting from early design stage BPS models may suffer given that building attri ...

2019

PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA

Fabio Nobile, Matthieu Claude Martin

We consider an optimal control problem (OCP) for a partial differential equation (PDE) with random coefficients. The optimal control function is a deterministic, distributed forcing term that minimizes an expected quadratic regularized loss functional. For ...

2021

Learning without Smoothness and Strong Convexity

Yen-Huan Li

Recent advances in statistical learning and convex optimization have inspired many successful practices. Standard theories assume smoothness---bounded gradient, Hessian, etc.--- and strong convexity of the loss function. Unfortunately, such conditions may ...

EPFL2018

Acute stress alters individual risk taking in a time-dependent manner and leads to anti-social risk

Maria del Carmen Sandi Perez, Fiona Hollis, Samuel Bendahan, John Christian Thoresen, Leyla Loued-Khenissi

Decision-making processes can be modulated by stress, and the time elapsed from stress induction seems to be a crucial factor in determining the direction of the effects. Although current approaches consider the ﬁrst post-stress hour a uniform period, the ...

2017

Scarcity Mitigation and Risk-Averse Clearing Model in the Swiss Reserve Market

Sidi-Rachid Cherkaoui, Farzaneh Abbaspourtorbati

This paper presents a real-world application of stochastic programming in the Swiss hydro-based system. The seasonal hydrological conditions may cause insufficient market volume to an extent that security criteria (i.e., the criteria determining of reserve ...

Ieee2016

Expected Loss Analysis for Authentication in Constrained Channels

Serge Vaudenay, Christos Dimitrakakis, Aikaterini Mitrokotsa

We derive bounds on the expected loss for authentication protocols in channels which are constrained due to noisy conditions and communication costs. This is motivated by a number of authentication protocols, where at least some part of the authentication ...

IOS Press2015

Quantifying the time for accurate EEG decoding of single value-based decisions

Ricardo Andres Chavarriaga Lozano

Background Recent neuroimaging studies suggest that value-based decision-making may rely on mechanisms of evidence accumulation. However no studies have explicitly investigated the time when single decisions are taken based on such an accumulation process. ...

Elsevier2015

Risk and Reward Preferences under Time Pressure

Anjali Devi Vanapilli Nursimulu

Financial decision making under time pressure, though ubiquitous, is poorly understood; classical and behavioral finance are silent about the time required for a decision to be made. In an experiment, calibrating allowable decision times to 1, 3, and 5 s, ...

Oxford Univ Press2014

Essays on asset pricing with preference heterogeneity

Giuliano Antonio Curatola

Investors' inheterogeneity is one of the prevailing features on financial markets. Thus, the recent asset pricing literature has produced a number of general equilibrium models where agents have different preferences. This thesis analyzes the effect of pre ...

EPFL2013