Choquet Integral 
A Choquet integral is a subadditive or superadditive integral created by the French mathematician Gustave Choquet in 1953. It was initially used in statistical mechanics and potential theory, but found its way into decision theory in the 1980s, where it is used as a way of measuring the expected utility of an uncertain event. It is applied specifically to membership functions and capacities. In imprecise probability theory, the Choquet integral is also used to calculate the lower expectation induced by a 2-monotone lower probability, or the upper expectation induced by a 2-alternating upper probability. Using the Choquet integral to denote the expected utility of belief functions measured with capacities is a way to reconcile the Ellsberg paradox and the Allais paradox.
http://…/Ayub_Khan_2009.pdf …
Probabilistic Conditional Preference Network (PCP-net)
In order to represent the preferences of a group of individuals, we introduce Probabilistic CP-nets (PCP-nets). PCP-nets provide a compact language for representing probability distributions over preference orderings. We argue that they are useful for aggregating preferences or modelling noisy preferences. Then we give efficient algorithms for the main reasoning problems, namely for computing the probability that a given outcome is preferred to another one, and the probability that a given outcome is optimal. As a by-product, we obtain an unexpected linear-time algorithm for checking dominance in a standard, tree-structured CP-net. …
Trawl Process
The model is based on a mixed moving average process driven by Levy noise – called a trawl process – where the serial correlation and the cross-sectional dependence are modelled independently of each other. Such processes can exhibit short or long memory. …
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