This jointly sponsored journal club will bring students from the engineering and business communities together to review seminal literature around decision theory in the context of signal and information processing.
Each session will include three presentations by meeting participants, each lasting 15 minutes with 5 additional minutes of discussion time. The focus of this journal club will be to broaden knowledge base and research scope for PhD students.
The journal articles can be selected from the Centre’s recommended list of articles on decision theory. A list will be emailed to all participants.
Professor William Fitzgerald
Professor of Applied Statistics and Signal Processing, Department of Engineering, University of Cambridge
Dr Joan Lasenby
Senior Lecturer in Information Engineering, Department of Engineering, University of Cambridge
Michelle Tuveson
Executive Director, Cambridge Centre for Risk Studies, University of Cambridge
References
Arthur, W.B. (1994) “Inductive reasoning and bounded rationality.” The American Economic Review, 84(2): 406-411
Birnbaum, M.H. (2008) “Tests of cumulative prospect theory with graphical displays of probability.” Judgment and Decision Making, 3(7): 528-546
Cavagna, A. (1999) “Irrelevance of memory in the minority game.” Physical Review E, 59(4): R3783-R3786
Challet, D. and Zhang, Y.C. (1997) “Emergence of cooperation and organization in an evolutionary game.” Physica A: Statistical and Theoretical Physics, 246(3-4): 407-418
Challet, D., Marsili, M. and Zhang, Y.-C. (2005) Minority games. Oxford: Oxford University Press.
Hart, M., Jefferies, P., Johnson, N.F. and Hui, P.M. (2001) “Crowd-anticrowd theory of the minority game.” Physica A: Statistical Mechanics and Its Applications, 298(3-4): 537-544
Hod, S. and Nakar, E. (2002) “Self-segregation versus clustering in the evolutionary minority game.” Phys. Rev. Lett. 88(23): 238702
Kahneman, D. and Tversky, A. (1979) “Prospect theory: an analysis of decision under risk.” Econometrica, 47(2): 263-292
Lamper, D., Howison, S.D. and Johnson, N.F. (2001) “Predictability of large future changes in a competitive evolving population.” Phys. Rev. Lett., 88(1): 017902
Paczuski, M., Bassler, K.E. and Corral, A. (2000) “Self-organized networks of competing boolean agents.” Physical Review Letters, 84(14): 3185-3188
Reents, G., Metzler, R. and Kinzel, W. (2001) “A stochastic strategy for the minority game.” Physica A: Statistical Mechanics and Its Applications, 299(1-2): 253-261
Slanina, F. and Zhang, Y.-C. (2001) “Dynamical spin-glass-like behavior in an evolutionary game.” Physica A: Statistical Mechanics and Its Applications, 289(1-2): 290-300
Sunder, S. (2002) “Knowing what others know: common knowledge, accounting, and capital markets.” Accounting Horizons, 16(4): 305-318
Wakeling, J. and Bak, P. (2001) “Intelligent systems in the context of surrounding environment.” Physical Review E, 64(5): 051920