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Choices Between Simple And Compound Lotteries: Experimental Evidence And Neural Network Modelling

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Author Info
Zizzo, D.J.

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Abstract

An experiment on choices between single and compound lotteries is presented, and results are calibrated with neural network models. Many subjects tend to average out probabilities, though behaviour becomes more rational with more exposure to compound lotteries in the practice stage. The Prior Knowledge Model hypothesizes that subjects categorize stimuli according to the prior knowledge acquired in their long-run learning history; practice stage cues help them referring to the relevant learning history. The trained networks predict the behaviour of about 3/4 of the subjects with transitive preferences; the model can explain where we would expect the trained networks to fail.

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Publisher Info
Paper provided by University of Oxford, Department of Economics in its series Economics Series Working Papers with number 9957.

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Length: 31 pages
Date of creation: 2001
Date of revision:
Handle: RePEc:oxf:wpaper:9957

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Related research
Keywords: RISK ; LOTTERIES ; SCIENCE ; EXPERIMENTS;

Other versions of this item:

Find related papers by JEL classification:
C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

Cited by:
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  1. Daniel Zizzo, 2003. "Verbal and Behavioral Learning in a Probability Compounding Task," Theory and Decision, Springer, vol. 54(4), pages 287-314, June. [Downloadable!] (restricted)
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This page was last updated on 2009-11-18.


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