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bayesian learning
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  bayesian learning
A system-based decision logic predicated on subjective and objective probabilities is developed incorporating the Bayesian learning process.
      
Besides allowing for exact Bayesian learning, these results permit us to formulate a new class of tractable latent variable models in which the likelihood of a data point is computed through an ensemble average over tree structures.
      
Tractable Bayesian learning of tree belief networks
      
This paper uses a Bayesian learning model to assess the respective influence of different risk measurements on mortality risk perceptions.
      
Also, the results suggest that the determinants of risk perception are consistent with the predictions of a Bayesian learning framework.
      
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>=From the perspective of "Posterior Mean" of asset return, the paper constructs "Behavioral Asset Pricing Model Based on Conservism Bias". The model proves the conservism bias due to psychology of investor will lead to mispricing. Firstly, we develop an "Asset Pricing Model Based on Perfect Rationality" under the assumption of the random walk of dividend. Then, we construct static Bayesian Learning by the probability theory. Lastly, we construct Behavioral Asset Pricing Model Based on Conservism Bias....

>=From the perspective of "Posterior Mean" of asset return, the paper constructs "Behavioral Asset Pricing Model Based on Conservism Bias". The model proves the conservism bias due to psychology of investor will lead to mispricing. Firstly, we develop an "Asset Pricing Model Based on Perfect Rationality" under the assumption of the random walk of dividend. Then, we construct static Bayesian Learning by the probability theory. Lastly, we construct Behavioral Asset Pricing Model Based on Conservism Bias. Our model can explain some anomalies in capital market.

本文的研究是从考察投资者接受新信息后形成对资产收益的后验看法入手,采用理论建模的方法,引入投资者认知偏差的保守性偏差因素建立资产定价模型,提出了基于保守性偏差的行为资产定价模型,该模型可以证明保守性偏差会导致资产误定价。具体而言,首先,在假设股利遵循随机过程的基础上,文章建立一个基于完全理性的资产定价模型。接着,文章构建信息的贝叶斯学习模型,描述信息如何融入投资者对资产价值的后验看法。最后,文章构建了基于保守性偏差的行为资产定价模型。本文的模型可以用保守性偏差引起的资产的误定价来解释证券收益率的异象。研究方法上,一方面引入微观结构领域的研究成果,用概率论和数理统计理论的方法来刻画投资者对信息的贝叶斯学习过程;另一方面用动态规划理论建立的行为资产定价模型。

 
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