Presentation | 2006/9/20 A Method of Behavioral Decision Making based on Approximate Analysis of Evaluation Functions including Jump Diffusion Processes and Kernel-based Pattern-directed Structure Analyse Noboru TAKAGI, Shozo TOKINAGA, |
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Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | This report deals with a method of behavioral decision making based on approximate analysis of evaluation functions including jump diffusion processes and Kernel-based pattern-directed structure analyses. By using the Kernel-based statistical analysis, nonlinear discriminant functions are transformed to linear discriminant functions. We define evaluation functions for decision making described as partial differential equations. However, it is difficult to solve these problems analytically and also numerically, then we utilize the Dynamic Programming approaches. After gathering input-output pairs for these problems, we apply the Kernel-based method for the discriminant analysis to derive pattern-directed behavioral decision making. As applications, we show artificially generated examples, and discussed real world data. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Kernel-based analysis / Jump diffusion processes / Approximate evaluation functioal analysis / Behavioral decision making |
Paper # | SIP2006-81,SIS2006-44,SP2006-67 |
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Committee | SIS |
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Conference Date | 2006/9/20(1days) |
Place (in Japanese) | (See Japanese page) |
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Registration To | Smart Info-Media Systems (SIS) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | A Method of Behavioral Decision Making based on Approximate Analysis of Evaluation Functions including Jump Diffusion Processes and Kernel-based Pattern-directed Structure Analyse |
Sub Title (in English) | |
Keyword(1) | Kernel-based analysis |
Keyword(2) | Jump diffusion processes |
Keyword(3) | Approximate evaluation functioal analysis |
Keyword(4) | Behavioral decision making |
1st Author's Name | Noboru TAKAGI |
1st Author's Affiliation | Faculty of Commerce, Kyushu Sangyo University() |
2nd Author's Name | Shozo TOKINAGA |
2nd Author's Affiliation | Graduate School of Economics, Kyushu University |
Date | 2006/9/20 |
Paper # | SIP2006-81,SIS2006-44,SP2006-67 |
Volume (vol) | vol.106 |
Number (no) | 262 |
Page | pp.pp.- |
#Pages | 6 |
Date of Issue |