Expected utility hypothesis

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Covers the specification of choice models with qualitative attributes and discusses modeling heterogeneity through segmentation.

Covers game theory fundamentals, Nash equilibrium, and strategic interactions in multi-agent systems.

Explores piecewise linear specifications in choice models and their impact on sensitivity to travel time.

Introduces the piecewise linear specification in choice models, illustrating how sensitivity to travel time varies.

Explores risk aversion, utility functions, and their impact on consumption responses and financial decisions.

Explores the nested logit model for discrete choice and its implications on choice behavior and parameter estimation.

Explores advanced probabilities, random variables, and expected values, with practical examples and quizzes to reinforce learning.

Explores risk aversion, complete markets, and optimal behavior in macro-finance models.

Explores dynamic portfolio selection, utility functions, risk aversion, and log-utility in financial markets.

Covers Bayesian decision theory, cost functions, classification, and decision rules.