System for supporting user's behavior

Data processing: artificial intelligence – Machine learning

Reexamination Certificate

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Details

C706S019000, C706S062000

Reexamination Certificate

active

07930258

ABSTRACT:
Provided is a system which supports a user's behavior by generating a behavioral decision function indicating behavior to be adopted to a certain target. The system includes: a data acquiring section which acquires a cost caused as a result of adopting each of a plurality of behaviors to a target as training data for generating the behavioral decision function, the plurality of behaviors having already been adopted to the target; and a function generator which generates, based on the training data, the behavioral decision function to minimize the expected shortfall of a cost to be obtained as a result of adopting the behavior to the target.

REFERENCES:
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Haberman, S., “Stochastic investment returns and contribution rate risk in a defined benefit pension scheme”, Insurance: Mathematics and Economics 19, p. 127-139, 1997.
Bogentoft et al., E., “Asset/Liability Management for Pension Funds Using CVaR Constraints”, Research Report #2001-10, Sep. 21, 2001.
Siegmann, A., “Optimal Financial Decision Making under Loss Averse Preferences”, pp. 1-134, Jul. 18, 2002.
Chen et al., X., “Risk Averse Inventory Management”, pp. 1-32, Feb. 22, 2004.
Elkan, “The Foundations of Cost-Sensitive Learning”, Proc. Of 17th Inter. Joint Conference on Artificial Intelligence, pp. 1-6, 2001.
Geibel et al., “Perceptron and SVM Learning With Generalized Cost Models”, Feb. 13, 2004, pp. 1-29.
Rockafellar et al., “Optimization of Conditional Value-At-Risk”, Sep. 5, 1999, pp. 1-26.

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