Probability distortion of truncated quantile critics for stock trading environment
This paper proposes the use of Cumulative Prospect Theory (CPT) in combination with Truncated Quantile Critics (TQC) for stock trading. CPT is a popular model of decision making under risk that has been shown to better describe human behavior than traditional models such as expected utility theory....
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| 主要作者: | |
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| 其他作者: | |
| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
Nanyang Technological University
2023
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/166624 |
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