Concept

Hyperbolic discounting

Related publications (16)

Stripping the Swiss discount curve using kernel ridge regression

We analyze and implement the kernel ridge regression (KR) method developed in Filipovic et al. (Stripping the discount curve-a robust machine learning approach. Swiss Finance Institute Research Paper No. 22-24. SSRN. https://ssrn.com/abstract=4058150, 2022 ...

Springer Heidelberg2024

Reward timing matters in motor learning

Pierre Theopistos Vassiliadis, Julie Duqué

Reward timing, that is, the delay after which reward is delivered following an action is known to strongly influence reinforcement learning. Here, we asked if reward timing could also modulate how people learn and consolidate new motor skills. In 60 health ...

CELL PRESS2022

One-shot learning and eligibility traces in sequential decision making

Marco Philipp Lehmann

When humans or animals perform an action that led to a desired outcome, they show a tendency to repeat it. The mechanisms underlying learning from past experience and adapting future behavior are still not fully understood. In this thesis, I study how huma ...

EPFL2018

A discounted recursive logit model for dynamic gridlock network analysis

Yuki Oyama

Emerging sensing technologies such as probe vehicles equipped with Global Positioning System (GPS) devices on board provide us real-time vehicle trajectories. They are helpful for the understanding of the cases that are significant but difficult to observe ...

2017

Convexity bounds for BSDE solutions, with applications to indifference valuation

Christoph Frei, Semyon Malamud

We consider backward stochastic differential equations (BSDEs) with a particular quadratic generator and study the behaviour of their solutions when the probability measure is changed, the filtration is shrunk, or the underlying probability space is transf ...

2011

Encoding of Marginal Utility across Time in the Human Brain

Marginal utility theory prescribes the relationship between the objective property of the magnitude of rewards and their subjective value. Despite its pervasive influence, however, there is remarkably little direct empirical evidence for such a theory of v ...

2009

Stress, genotype and norepinephrine in the prediction of mouse behavior using reinforcement learning

Maria del Carmen Sandi Perez, Wulfram Gerstner, Gediminas Luksys

Individual behavioral performance during learning is known to be affected by modulatory factors, such as stress and motivation, and by genetic predispositions that influence sensitivity to these factors. Despite numerous studies, no integrative framework i ...

Nature Publishing Group2009

Stress, individual differences, and norepinephrine in reinforcement learning-based prediction of mouse behavior in conditioning and spatial learning

Maria del Carmen Sandi Perez, Gediminas Luksys

Acute stress regulates different aspects of behavioral learning through the action of stress hormones and neuromodulators. Stress effects depend on stressor's type, intensity, timing, and the learning paradigm. In addition, genetic background of animals mi ...

EPFL2009

Stress, noradrenaline, and realistic prediction of mouse behaviour using reinforcement learning

Maria del Carmen Sandi Perez, Wulfram Gerstner, Gediminas Luksys

Suppose we train an animal in a conditioning experiment. Can one predict how a given animal, under given experimental conditions, would perform the task? Since various factors such as stress, motivation, genetic background, and previous errors in task perf ...

Curran Associates, Inc.2009

Convexity bounds for BSDE solutions, with applications to indiﬀerence valuation

Christoph Frei, Semyon Malamud

We consider backward stochastic diﬀerential equations (BSDEs) with a particular quadratic generator and study the behaviour of their solu- tions when the probability measure is changed, the ﬁltration is shrunk, or the underlying probability space is transf ...

2009

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