Investigations
These are working notes, not peer-reviewed papers. Each one starts with a concrete question, pulls from a public dataset, analyzes the data, and shows the math behind the answer.
Calibration, Bias, and Rational Belief Updating in Human Forecasting
Overconfidence, Bayesian Heuristics, and the Optimization of Risk and Reward
Why Humans Systematically Misjudge Probability
What cognitive biases produce the most substantial and consistent deviations from Bayesian reasoning, and can simple debiasing interventions reduce overconfidence in probability judgments?
Bayesian Decision Making in Practice
In sequential decision problems with uncertain information, how large must the observed evidence be to rationally justify revising a prior belief, and what practical heuristics approximate Bayesian reasoning?
Risk vs. Reward: Optimization Under Uncertainty
How does mean-variance portfolio optimization translate to general decision problems, and does the Markowitz efficient frontier framework extend meaningfully to non-financial choice under uncertainty?
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