Noise-State Calculus
A calculus for solving a century-old problem in economics
Instead of tracking beliefs about beliefs about beliefs indefinitely, players track beliefs about the shocks to the system, and the game becomes solvable.
Solve a game →Quantitative research · PhD, UC Santa Barbara
Sam Babichenko
Quantitative researcher at Wells Fargo in Charlotte, NC. I work on game theory, empirical Bayes, machine learning, and quantitative finance, and increasingly on high-dimensional probability and statistics. My research during my PhD solved the problem of forecasting the forecasts of others, which economics has had to work around since Keynes. Here’s some projects and writing about what’s been on my mind. I love chatting with people, so feel free to reach out!
the noise-state: what player i believes, at time t, about the shock at uProjects
Decision Mesh
A decision theorist’s perspective on estimating binomial surfaces
The mesh works by carefully untangling its errors and uncertainty, deciding how much to refine its estimate and trust its data.
Each decision is made not alone, but by borrowing the wisdom of its neighbors.
See how it decides →