Financial market models. Some progress there, but mostly I found that my statistical tools just aren’t yet up to the task of (reliably) dealing with full-scale market data.
Statistical and optimization algorithms. Fair bit of progress there, and many of the insights feed my gears-level modelling posts (though obviously with most of the original math stripped out).
More general economic questions. For instance, a couple months ago I was thinking about when and to what extent working as a group outperforms working independently, and I ended up reading a book on theory of the firm. That lead to some interesting thoughts about identifiability-in-hindsight as a constraint on incentive/contract design, which will probably be a post eventually.
Making the ideas/intuitions underlying gears-level models more explicit.
Plurality of my effort has been studying agency-adjacent problems. How to detect embedded Bayesian models (turns out to be numerically unstable), markets/committees requiring unanimity as a more general model of inexploitable preferences than utility functions, abstraction, how to express world models, and lately ontology translation.
Other things I’ve spent time on:
Financial market models. Some progress there, but mostly I found that my statistical tools just aren’t yet up to the task of (reliably) dealing with full-scale market data.
Statistical and optimization algorithms. Fair bit of progress there, and many of the insights feed my gears-level modelling posts (though obviously with most of the original math stripped out).
More general economic questions. For instance, a couple months ago I was thinking about when and to what extent working as a group outperforms working independently, and I ended up reading a book on theory of the firm. That lead to some interesting thoughts about identifiability-in-hindsight as a constraint on incentive/contract design, which will probably be a post eventually.
Making the ideas/intuitions underlying gears-level models more explicit.
Reading the literature on aging.
Several more minor threads which didn’t lead anywhere interesting.