Probability distortion of truncated quantile critics for stock trading environment
This paper proposes the use of Cumulative Prospect Theory (CPT) in combination with Truncated Quantile Critics (TQC) for stock trading. CPT is a popular model of decision making under risk that has been shown to better describe human behavior than traditional models such as expected utility theory....
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| Format: | Final Year Project (FYP) |
| Language: | English |
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Nanyang Technological University
2023
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| Online Access: | https://hdl.handle.net/10356/166624 |