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Record W4401502199 · doi:10.3386/w32821

Dynamic Optimization Meets Budgeting: Unraveling Financial Complexities

2024· report· en· W4401502199 on OpenAlexfundno aff
Guidon Fenig, Luba Petersen

Bibliographic record

VenueNational Bureau of Economic Research · 2024
Typereport
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic theories and models
Canadian institutionsnot available
FundersSocial Sciences and Humanities Research Council of Canada
KeywordsBusinessFinanceComputer science

Abstract

fetched live from OpenAlex

This paper explores sources of complexity in dynamic optimization, examining how individuals navigate variation in incomes, prices, and returns in ten-period consumption-saving decisions.Our findings reveal that dynamic optimization poses significant challenges, resulting in suboptimal choices even in straightforward scenarios with stable parameters, full information, no uncertainty, and opportunities to learn.These challenges intensify in scenarios involving complexities such as inflation and compounding returns, marked by a pronounced tendency to over-smooth consumption.Additionally, we introduce a novel budgeting calculator designed to assist with consumption planning and to collect valuable non-choice data on subjects' planning strategies and horizonsan approach not previously utilized in studies of dynamic optimization.We observe significant heterogeneity in planning horizons and ability to optimize given a chosen horizon.Complete planning leads to better performance in more complex scenarios, even when people do not optimally utilize the calculator.However, there is little reoptimization after the first period and participants tend to stick with suboptimal plans for most of their life cycle.The decision to plan is less influenced by the complexity of the economic environment and more by the length of the planning horizon.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.023
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.005
Threshold uncertainty score0.023

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.023
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0030.006
Open science0.0010.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0030.000

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 head0.370
GPT teacher head0.466
Teacher spread0.096 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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