Title of dissertation: STOCHASTIC SYSTEMS WITH CUMULATIVE PROSPECT THEORY Kun Lin, Doctor of Philosophy, 2013 Dissertation directed by: Professor Steven I. Marcus Department of Electrical & Computer Engineering Stochastic control problems arise in many fields. Traditionally, the most widely used class of performance criteria in stochastic control problems is riskneutral. More recent attempts at...

The computer system PROSPECT for the protein fold recognition using the threading method is described and evaluated in this article. For a given target protein sequence and a template structure, PROSPECT guarantees to find a globally optimal threading alignment between the two. The scoring function for a threading alignment employed in PROSPECT consists of four additive terms: i) a mutation ter...

This paper examines the problem of choosing the optimal portfolio for an investor with asymmetric attitude to gains and losses described in the prospect theory of A. Tversky and D. Kahneman. We consider the portfolio optimization problem for an investor who follows the assumptions of the prospect theory and the cumulative prospect theory under conditions on the stochastic behavior both of the p...

This is the preprint version of our paper on ICONIP. Outdoor augmented reality geographic information system (ARGIS) is the hot application of augmented reality over recent years. This paper concludes the key solutions of ARGIS, designs the mobile augmented reality pipeline prospect system (ARPPS), and respectively realizes the machine vision based pipeline prospect system (MVBPPS) and the sens...

This paper presents a method for axiomatizing a variety of models for decision making under uncertainty, including Expected Utility and Cumulative Prospect Theory. This method identifies, for each model, the situations that permit consistent inferences about the ordering of value differences. Examples of rankdependent and sign-dependent preference patterns are used to motivate the models and th...

Drawing on Walsh's (2012) idea that boosting learners' contribution and interaction can play a key role in their foreign language learning, this mixed-methods study tried to cast some light on the ways by which teachers, via their choice and use of language, create or block learners' contribution in direct interactions in the classroom. A total of 800-minute recordings of 10 teachers' talks and...

Purpose – To: evaluate Prospect Theory and Cumulative Prospect Theory as functional models of decision making and risk within various contexts; compare and analyze risk models and decision-making models; evaluate models of stock risk developed by Robert Engle and related models; establish whether the models are related and have the same foundations; relate risk, decision making and options theo...