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 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.
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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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Conference Date 2006/9/20(1days)
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Language JPN
Title (in Japanese) (See Japanese page)
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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