Conceptio › Archive › arXiv (All)
arXiv (All) open access

Probability-Weighting Functions for Normal Tempered-Stable Laws: Orthogonal Channels and Information-Theoretic Indices

Deep, Akash et al.
arXiv (All) · Papers
Open Source ↗Direct PDF ↓
91g70mathematical-financerisk-managementstatistical-finance
A probability-weighting function (PWF) maps objective probabilities into decision weights. We construct PWFs from changes in the distribution of returns rather than from a parametric family: with prior and posterior return distributions $F_{prior}$ and $F_{post}$, the PWF is $w(p) = F_{post}(F_{prio
Conceptio Open Archive

Analyze & explore related research in Conceptio

Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.

This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗

Related documents

Record · ID 1401997
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive