Risk Sensitivity Analysis

class smart_choice.risk_sensitivity.RiskAttitudeSensitivity(decisiontree, utility_fn, risk_tolerance, idx=0)[source]

Bases: object

Displays the sensitivity to risk attitude.

Parameters

  • decisiontree (smart_choice.decisiontree.DecisionTree) – The decision tree to be analyzed.

  • utility_fn (str) –

    Utility function to be used.

    • ”exp”: exponential utility function.

    • ”log”: logarithmic utility function.

  • risk_tolerance – Risk tolerance of the decision-maker.

  • idx (int) – Identification number of the node to be analyzed.

plot()[source]

Plots the sensibility to risk attitude.