2 papers
stat.AP2026
Subjective Time Deformation in Intertemporal Choice: A Functional Data Analysis Approach
Fabrizio Maturo, Salvador Cruz Rambaud, Vincenzo Li Calzi +2
Intertemporal choice data are usually summarized through scalar discount-rate parameters or fitted by predetermined parametric discount functions, although relevant information may…
q-fin.ST2024
Functional Clustering of Discount Functions for Behavioral Investor Profiling
Annamaria Porreca, Viviana Ventre, Roberta Martino +2
Classical finance models are based on the premise that investors act rationally and utilize all available information when making portfolio decisions. However, these models often f…