MétaCan
Menu
Back to cohort
Record W2217350663

Risk Aversion, Stochastic Dominance, and Rules of Thumb: Concept and Application

2008· article· en· W2217350663 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueCarleton University's Institutional Repository (MacOdrum Library, Carleton University) · 2008
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsCarleton University
Fundersnot available
KeywordsLotteryStochastic dominanceMathematical economicsEconomicsStochastic gameExpected utility hypothesisIsoelastic utilityEconometricsMathematicsMicroeconomics
DOInot available

Abstract

fetched live from OpenAlex

Consider the following generic and fairly narrowly defined choice problem.An individual must choose from amongst a discrete and finite set of lotteries.Suppose for concreteness that each lottery represents a monetary payoff, and that all the lotteries are constructed so as to be comparable.As a running example, the lotteries could represent incomes in different countries in given years, and comparability could be ensured, at least in principle, by converting to a common metric using inflation-and purchasing power parity-adjusted exchange rates.Each lottery is characterized by a corresponding distribution function, that is known with certainty.The uncertainty arises because, if the individual picks a particular distribution, he will receive a payoff that is a random draw from that distribution.How is he to choose amongst these lotteries?Assuming that his preferences are such that they admit of a Von Neumann-Morgenstern (VNM) expected utility representation greatly simplifies the problem.Now, the individual will pick the lottery that gives him the maximum level of expected utility.If the individual is risk-neutral, so that his expected utility function is linear in the monetary payoff, the problem is not especially interesting.From conventional economic theory, we know that maximizing expected utility in this case will reduce to maximizing the expected payoff, given the linearity of the expectation operator.The individual will simply pick the lottery that has the highest corresponding expected value, assuming, as I shall do throughout, that this (as all other relevant moments) exists and is well-defined for all the lotteries.In our example, this would involve picking the country whose income distribution has the highest mean income, i.e., income per capita.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.959
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0010.001
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.006
GPT teacher head0.143
Teacher spread0.136 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it