Reading Recommended to Improve Forecasts of Outcomes by Combining Concepts:

The Subprime Crisis as a Case in Point [1]

By Maury Seldin and Others [2]

Preface

Considering the forecasts of outcomes made, and not made, that led to the subprime crisis and its aftermath, it is time to create a new paradigm for real estate and capital markets. [Please link to quotes of Former Chairman Greenspan’s testimony.]  Such a new paradigm was called for in the Soros book [link] where the author focused on his reflexivity concept.  There are, however, numerous other concepts not adequately integrated into standard economics.  These include cognitive science that not only goes beyond bounded rationality and behavioral economics, but is heavily interdisciplinary.

Additional concepts worthy of integration include the science of networks, emergence, and complexity.  Integrating these concepts into the economics paradigm dealing with mortgage markets is an application of the concept of consilience.   Furthermore, dealing with the risks and uncertainties cries out for better strategies.  Therefore, it is time to examine the paradigms that predominate and come up with something much more reflective of reality.

The list of readings recommended in this essay is a start.  It is provided as part of Maury's Blog Maury’s Blog in order to facilitate others to modify the recommendations for reading and to comment on relevance of the concept.

The principal author views the web as a vehicle for continuing the seminar on strategic matters with the focus on the subprime crisis and its aftermath.  The constituency, however, rather that being the ASPEC’s retired experts from a variety of other disciples, is visualized as academicians and policy makers well versed in real estate and capital markets supplemented by experts from other disciplines.

The list of readings recommended is the first part of an opening prospect list of whom to invite to participate in blog discussions and potentially in a research roundtable composed of leading experts in a diversity of disciplines and those in real estate finance and economics who might fashion a new paradigm as a team effort. The second part of the opening prospect list, not yet constructed, will be developed from participants in the blog discussions.  The research roundtable (Research Roundtable) would be the opening event of Project New Initiative which is an extension of the Subprime Crisis Research Council. Subprime Crisis Research Council

The thrust of the new paradigm might well be a consilience application of the holistic view of the human body.  John Khosh, who authored the essay “Consilience: A Biological Example" presented an updated version as a slide presentation at the April 28, 2009 session of the seminar Subprime Crisis Seminar on Improving Decisions.  In that presentation, Dr. Khosh developed the idea of bio as a prefix to a variety of disciplines that applied an organic perspective to understanding the system as a process not a state.  He has not written it as an essay for publication, at least not yet.  It is a very difficult task. But such seminal thinking may lead us to develop what we might call bio-economics.  In that approach we would view economics as one organ or discipline among the other organs of the body or sciences.  The linkage among organs or disciplines is a matter of energy and communication.  There are limits to the systems self correcting mechanism, just as there are cancers.  But taking a holistic view gives us a better chance of forecasting outcomes that reflect reality.

So as the current seminar leader, I am looking for co-leaders as well as seminar participants so that we in academia can do something more useful than has been going on. Essays on Improving Relevance of Academia

The Annotated List of Readings Recommended

An Orientation

An orientation to the reading recommended might include a discussion of a philosophical base as well as the two topics used for the purpose, consilience and strategy.  I have deferred most of the readings on the philosophical base until later in the reading recommended because it can be overwhelming.  Thus, to make the orientation simple, just get a good grasp of two concepts: consilience and strategy.

Combining concepts infers an interdisciplinary approach.  This reading list is annotated and linked to facilitate the reader getting an overview of the disciplines that come to bear in the case at hand.  The concepts are integrated in the main essa,” Subprime Crisis Strategis Decision Making: A Discussion of What Went Wrong and Strategies to Deal With It" which is also linked to various readings.  The difference is that the main essay develops a line of reasoning leading to the use of strategies for dealing with the problem, and these annotated readings identify and discuss come of the concepts that are used in that line of reasoning.  In many cases, the recommended reading is simply a book or portion of a book.  But, also included are essays and notes used for presentation of book reviews and other discussions.

 Developing an understanding of the concepts from the various disciplines will be of significant aid to researchers and policy makers in dealing with a wide variety of issues.  Ever since the Scientific Revolution and the ensuing Age of Reason, also known as the Enlightenment, the development of knowledge has focused on research that fleshed out a discipline and then selected an aspect of it that led to a new discipline, sometimes in combination with some other discipline.  This has been a drilling down as in “the power of ten.”  http://micro.magnet.fsu.edu/primer/java/scienceopticsu/powersof10/

One might say that some researchers know more and more about less and less until they know everything about nothing.  Knowing the principles involved in understanding the operation of the system through drilling down is useful not only for the subject at hand, but also for understanding systems in other disciplines.  Or as one participant in my strategic decision making seminar put it, “what is true of part of nature is true of all of nature.” 

This brings us to the first concept, that of consilience, as espoused by Edward O. Wilson in his book, Consilience: The Unity of Knowledge, where he argues for the fundamental unity of all knowledge. The idea is that, “everything in our world is organized in terms of a small number of fundamental natural laws that comprise the principles underlying every branch of learning.”  Reading the entire book is recommended.  The shortcut is to read my notes, Consilience Presentation at Books and Ideas, November 19, 2002Consilience Notes 

A third option, best as a supplement, is to read the essay, Consilience: A Biological Example,” by John Khosh, prepared as part of my seminar a few years ago. The opening sentence is “The human body is a good example for demonstrating consilience which implies that what is true for part of nature is true for all of nature.”  Later, several paragraphs illustrate the point, “Each bodily system is made of organs, which are made up of tissues, which are made up of cells, which are made up of molecules etc. The complexity process in our hierarchical organizations creates some differences in properties in higher layers of organization that may not exist in the lower layer of the system, but the underlying principles are the same for a heart that pumps blood and a water pump in an automobile. ¶ This essay provides examples from the human body as system, with its various subsystems.  The concern is with the wide range of the body’s scale of subsystems that are treated as systems. The synchronization of their dynamic activity is responsible for survival of a biosystem.  This biosystem includes the fourteen human's biological systems.   Synchronization is only possible because of information present in the DNA.  ¶ Additionally, and especially relevant to the other essays in this book, this essay explores the role of information and energy in the operation of the biosystem and the interaction with other systems.  Information and energy are the lowest common denominators.  They are basic for all relationships involving communications and interactions in nature, animate and inanimate. Simply put, if there is no exchange of information and energy between systems, there will be no change, no dynamism, no life, and everything in the universe will be at standstill.

The second concept is strategy.  The term strategy is widely used and has come to imply a variety of concepts, the loosest of which is simply a plan.  As used here, strategy has a precise meaning of policy designed to achieve objectives but one that inherently defensive, that is it deals with overcoming obstacles especially risks en rout to the objective.  There are many strategies ranging from “go-for-broke” to “Minimax.”  My favorite book along these lines is Strategy in Poker, Business and War by John McDonald.   It is an interpretation of the theory of games espoused by John von Neumann, a mathematician, and Oskar Morgenstern, an economist in their book Theory of Games and Economic Behavior. 

The McDonald Book is an easy read of 126 pages.  The 127th page starts a bibliography by Morgenstern in case you want to read beyond the McDonald book and the theory of games book, but it is from the 1950 edition so that I am sure that you can find more recent information on the theory of games and strategy.  But to make it really easy on the reader, I have an essay, “Strategy in Bridge, Real Estate, and Life,” available on this web site. Strategy in Bridge, Real Estate, and Life That essay and the one page book review are probably sufficient at this point.

Before leaving this orientation, I do want to just touch on the philosophical base with the identification of several books that may be seen to provide a combination of the concepts of strategy and consilience.  The first book, The Hedgehog and the Fox is by my favorite philosopher, Isaiah Berlin.  The book is really just a long essay on Tolstoy’s view of history developing the point that “the fox knows many things, but the hedgehog knows one big thing.”  The one big thing for Tolstoy was his vision of what ought to be.  This may be viewed in the context of the opening chapter, “Pursuit of the Ideal” in Isaiah Berlin’s The Crooked Timber of Humanity: Chapters in the History of Ideas edited by Henry Hardy, where Berlin says, “When I was young I read War and Peace by Tolstoy, much too early.” 

Berlin explains that his further study shed light on moral issues of “…injustice, oppression, falsity in human relations…”  He then moves to the concern with solutions to these problems and to the idea that “…Condorcet’s dream would come true.”  The best way to read about Condorcet may well be to read Chapter 3, “The Enlightenment” in the Edward O. Wilson book Consilience. 

We need to return to Isaiah Berlin later in order to deal with pluralism and liberty, but to continue now with the hedgehog and the fox analogy we go to Stephen Jay Gould’s book The Hedgehog, the Fox, and the Magister’s Pox.  Gould quotes a translation from Latin as follows: “The fox devises many strategies; the hedgehog knows one great and effective strategy.”  Thus, we have now tied the three orientation concepts together, that of consilience, strategy, and philosophical base.   Although I would note that Gould continues in the next paragraph after the quotation, “I use this well trodden, if enigmatic, image in two important ways (and in the book’s title as well) to exemplify my concept of the proper relationship between sciences and humanities.  I could not agree more with the vital sentiment expressed by my colleague E.O. Wilson (although Part III of this book will also explain my reasons for rejecting his favored path toward our common goal); ‘The greatest enterprise of the mind has always been and always will be the attempted linkage of the sciences and humanities from his book Consilience, Knopf, 19998, page 8).’”  I would also note that later on the same page [3] Gould writes, “This usage [referring to hedgehog and fox] became central to twentieth-century literary commentary when my personal intellectual hero [Isaiah Berlin], and a wonderful man who befriended me when I was a shy, beginning, absolute nobody – invoked pairing the fox and the hedgehog to contrast the styles and attitudes of several famous Russian writers.”

As to relevance, there are some people who as with the hedgehog, who are driven by one idea that drives their strategy, such as it is, but there are others who see many things and options, as a fox does, where they can integrate the knowledge and come up with a strategy that may do better in forecasting outcomes than that of the hedgehog.  The combination of concepts from different disciplines in order to get a better strategy is what the essay is about as is the recommended reading.

Perspectives of the Subprime Crisis

The main essay, “Subprime Crisis Strategic Decision Making:  A Discussion of What Went Wrong and Strategies to Deal With It,” What Went Wrong provides my perception of the debacle, including some comment on what was deficient in the system.  Understanding that will be enhanced by reading three books that I reviewed as a cluster, or at least reading my notes for the presentations, Three Books

The three books related to the subprime crisis are as follows:  The Trillion Dollar Meltdown: Easy Money, High Rollers, and the Great Credit Crash by Charles R. Morris,  The Black Swan: The Impact of the Highly Improbable by Nassim Nicholas Taleb, and The New Paradigm for Financial Markets: The Credit Crunch of 2008 and What it Means, by George Soros.

Each of the three books provides a different perspective of the subprime crisis.  They are not contradictory; rather, they simply look at different aspects of the problem.  The first, the Morris book, describes how we got to the problem.  It describes the instruments used, the easy money policy, the lack of regulation of markets, and some consequences of the crash.

The second, the Taleb book, focuses on highly improbable events.  It focuses on what we do not know, on our learning the wrong things, on how our minds work, and on uncertainty.  The third, the Soros book, while also exploring the origins of the crisis, focuses on the paradigm used to understand the market.  The heart of the book is Soros’ reflexivity theory.

The unifying theme that I explore in the main essay is the use of a strategic approach to deal with the issues.  My interpretation based on the Morris book, the strategies by the policy makers were inept in that they did poorly with forecasting outcomes and dealing with risk.  For the Taleb book, the strategists did not understand the system well enough to deal with the risks or uncertainties of the Black Swan, the improbable.  For the Soros book, the strategists did not understand the system well enough to know the decisions they were making were altering the system.

The subject is highly complex, especially since the problem is one best attacked with an interdisciplinary approach, because it is an interdisciplinary problem.  The next section starts with a relatively new discipline that is a blend of many disciplines.

Some Newer Disciplines and Concepts

The discipline of cognitive science is defined in A World of Ideas as“…an inquiry into the nature of thought, reasoning, belief, and knowledge, that encompasses linguistics, computer science, neuroscience, and philosophy as well as psychology. [Page 68.]  The opening paragraph of Paul Thagard’s preface to his book Mind: Introduction to Cognitive Science is as follows: “Cognitive science is the interdisciplinary study of mind and intelligence, embracing philosophy, psychology, artificial intelligence, neuroscience, linguistics, and anthropology.  Its intellectual origins are in the mid-1950’s when researchers in several fields began to develop theories of   mind based on complex representations and computational procedures.  Its organizational origins are in the mid-1970’s when the Cognitive Science Society was formed and the Journal of Cognitive Science began.  Since then more than 60 universities in North America and Europe have established cognitive science programs and many others have instituted courses in cognitive science.”

An additional book on cognitive science is Daniel Reisberg’s Cognition: Exploring the Science of the Mind.  The following quote from the first chapter, page 12, ties cognitive science to our discussion; “When you respond to some stimulus in the world, your reaction is usually guided by your understanding of the stimulus, and not by the stimulus itself.  Therefore if we try to predict your behavior by focusing on the stimulus per se, by focusing on the objective situation, then we will regularly make the wrong predictions.  [Emphasis added.] In the same way, your choice of a response is generally guided by what the response means – that is, by how you understand the response.” 

The science of networks is even younger than cognitive science.  It deals with group behavior.  Consider the following quote from Duncan J. Watts, in his book, Six Degrees: The Science of a Connected Age; “While knowing the rule that govern the behavior of individuals does not necessarily help us to predict the behavior of the mob, we may be able to predict the very same mob behavior without knowing very much at all about the unique personalities and characteristics of the individuals that make it up.” [Page 26.]

Watts points out that different disciplines may need to be brought to bear in order to better understand the science of networks.  He writes, “Physicists and mathematicians have at their disposal mind-blowing analytical and computational skills, but typically they don’t spend a whole lot of time thinking about individual behavior, institutional incentives, or cultural norms.  Sociologists, psychologists, and anthropologists, on the other hand do.  And in the past half century or so they have thought more deeply and carefully about the relationship between networks and society than anyone else – thinking that is now turning out to be relevant to a surprising range of problems from biology to engineering.  But, lacking the glittering tools of their cousins in the mathematical sciences, the social scientists have been more or less stalled on their grand project for decades.”  [Page 29.]

Part of the difficulty in the blending of disciplines is that the physicists that have a good deal to bring to the able are not accustomed to thinking about the social science problems and the social scientists haven’t developed the skills the physicists have far enough to be able to make the transfer of the principles and the tools.  Some progress has been made, as Watts notes with reference to the work of Herbert Simons of a half century ago in developing the concept of “bounded rationality.”  Watts notes the difficulty in drawing the lines once one goes beyond the bounds of rationality. [Page 66.]  

Networks are composed of nodes that are connected.  Up until forty years ago mathematicians assumed that the distribution of the frequency of connections between nodes in a system was random “…with nodes distributed like a normal curve, dominated by averages.”  That is from Joe Podolsky’s review of the book authored by Albert-László Barabasi, Linked: The New Science of Networks, appearing in The IT Journal, Third Quarter, 2002.   Here is more from the same the review, “This theory [referring to the one now obsolete] ‘predicts that most people have roughly the same number of acquaintances; most neurons connect roughly to the same number of other neurons; …most Web sites are visited by roughly the same number of visitors. As nature blindly throws the links around, in the long run, no node is favored or singled out.  ¶  We now know that this is definitely not so. First came research in 1967 on “degrees of separation” by experimental psychologist Stanley Milgram, who showed that the median number of links between any two people in the United States is only 5.5. More recently, experiments done by Barabási and some of his graduate students showed that the 800 million nodes on the Worldwide Web are, on average, only 19 clicks away from each other. The reason, first noted in a 1973 paper by Mark Granovetter, is that networks have both strong and weak ties. The strong ties form clusters, families, work colleagues, church members, while the weak ties are the people who link the clusters together, who are members of several clusters and who, therefore, pass information around. Range is created through the weak ties. ‘Weak ties play an important role in any number of social activities, from spreading rumors to getting a job.… To get new information, we have to activate our weak ties.’ The strong ties merely reinforce what we already know.”

The significance of this is in the predictability of the behavior of the system.  This predictability is attributable to some underlying principles in the order of the system.  Furthermore, one’s ability to predict outcomes is in some measure dependent on going outside the circle of close ties; could that mean beyond one’s own discipline?

Emergence is another concept related to forecasting behavior and outcomes. In order to better understand emergence it is useful to refer back to John Khosh’s statement “… [this] essay explores the role of information and energy in the operation of the biosystem and the interaction with other systems.  Information and energy are the lowest common denominators.  They are basic for all relationships involving communications and interactions in nature, animate and inanimate. Simply put, if there is no exchange of information and energy between systems, there will be no change, no dynamism, no life, and everything in the universe will be at standstill.

Steven Johnson in his book Emergence: The Connected Lives of Ants, Brains, Cities, and Software writes “… [cities] function as information storage and retrieval devices.”  [Page 108.]  He continues with a discussion of how much information our brains can handle at any given time and discusses how we can be learning without being aware of it.  And later [pages 111- 112] he writes about the urban explosion of the Middle Ages spreading because of “…technological advances that combined to produce a dramatic change in the human capacity for harnessing energy flows.”

The concept of emergence came into play in Gould’s “…rejecting Wilson’s solution.” [Page 201.]  That is in the chapter in which he is discussing reductionism and the original meaning and intent of consilience.  The topic is the relationship between the sciences and humanities. He argues that one of the two different reasons why reductionism fails in the Wilson argument is that he “does not believe that reductionism can come even close to full success as a style of explanation for levels of complexity (including several aspects of evolutionary biology, and then proceeding ‘upward’ in intricacy toward cognitive and social systems of even greater integration sand interaction) for two basic reasons that allow these subjects to remain fully within the domain of factual and knowable science, but that require additional styles of explanation for their resolution.”  The two basic reasons are “First, emergence, or the entry of novel explanatory rules in complex systems, laws arising from ‘nonlinear’ or ‘nonadditive’ interactions among constituent parts that therefore, in principle, cannot be discovered from the properties of the parts considered separately…Second, contingency, or the growing importance of unique historical ‘accidents’ that cannot, in principle, be predicted, but that remain fully accessible to factual explanation after their occurrence.”

As to contingency, one might consider the Black Swan, but my view is that Gould was referring to his book Wonderful Life in which he expounds on his ideas of evolution and history by reference to a huge fossil find and his analysis thereof.  In short, there are unpredictable events.  In either case, and there is a consistency between the two ideas, we would be wise to use strategy to deal with it as best as we can.

Returning to books on emergence, there is one by Robert Axelrod and Michael D. Cohen, Harnessing Complexity: Organizational Implications of a Scientific Frontier; that is a tougher read, but makes the point that he human brain is an incredibly complex organ of the human body.  As such it is useful to consider the idea of harnessing complexity in order to understand the operation of the organ.  Consider the following quote:  “Complexity often results in features, called emergent properties, which are properties of the system that the separate parts do not have.  For example, no single neuron has consciousness, but the human brain does have consciousness as an emergent property.”  [See page 15.]

The Mind as a System

The brain at work is one way to view the mind.  Wilson writes in Consilience, “Chapter 6 – The Mind,” “Virtually all contemporary scientists and philosophers expert on the subject agree that the mind, which comprises consciousness and rational process, is the brain at work.” [Pages 107-8.] My notes on Consilience report more on the chapter but also quote most of paragraph from Wilson’s earlier work, On Human Nature, “…A schema is a configuration within the brain, either inborn or learned, against which the input of nerve cells is compared.  The matching of the real and expected patterns can have one or the other of several effects.  The schema can contribute to a person’s mental “set,” the screening out of certain details in favor of others, so that the conscious mind perceives a certain part of the environment more vividly than others and is likely to favor one kind of decision over another. It can fill in details that are missing from the actual sensory input and create a pattern in the mind that is not entirely present in reality.  In this way the gestalt of objects – the impression they give of being a square, a face, a tree, or whatever – is aided by the taxonomic powers of the schemata.” [Page 75.]

In the notes I wrote “The relevance of all of this, in my view, is that societal progress is a function of the decisions we make.  So we look to philosophy and science (natural science and social science) to help us understand the system so as to be able to make better decisions.”  The emphasis was added for the web version.

      Back to the bridges connecting disciplines, there is a discussion reported on the web between Edward O. Wilson and Daniel C. Dennett, author of Kinds of Minds: Toward an Understanding of Consciousnesshttp://seedmagazine.com/news/2006/10/eo_wilson_daniel_dennett.php .  Dennett starts the preface with “I am a philosopher, not a scientist, and we philosophers are better at questions than answers.”  He starts the first chapter with “Can we ever really know what is going on in someone else’s mind?  That chapter is titled “What Kinds of Minds Are There.”

I haven’t written a review of that book, but if I did I would quote from page 60, “…plants don’t have minds by any stretch of the imagination, but over evolutionary time their features are shaped by competitions that can be modeled by mathematical game theory [emphasis added] – it is as if the plants and their competitors were agents like us!  Plants that have an evolutionary history of being heavily preyed upon by herbivores often evolve toxicity to those herbivores as a retaliatory measure.” [Think hedgehog.]

Among Dennett’s other books is Sweet Dreams: Philosophical Obstacles to a Science of Consciousness.  I did write some notes for a philosophy class discussion of the first chapter, which I thought should have considered emergence.  Those notes and my memo to Dennett are linked on this site. [Link to Sweet Dreams Chapter 1 Commentary on Emergence.]  The Wilson – Dennett discussion was one between a natural scientist and philosopher representing physical sciences and humanities.  We need to work social scientists into such discussions.

Wilson’s indictment of economics as a discipline might be a good starting point.  He writes ““Economic theories also aim to create models of the widest possible application, often crafting abstractions so extreme as to represent little more than exercises in applied mathematics.  That is generally carried too far.  The result of such stringency is a body of theory that is internally consistent but little else.  Although economics, in my opinion, is headed in the right direction and provides a wedge behind which social theory will wisely follow, it is still mostly irrelevant.” [Page 220.]

There are two books that provide links between the mind and the social science decision making that I have put on the table.  Both are by Malcolm Gladwell.  The first is Blink: The Power of Thinking Without Thinking.  A quote from the book cover is as follows: “Blink is a book about how we think without thinking, about choices that seem to be made in an instant – in the blink of an eye  – that actually aren’t as simple as they seem.  Why are some people brilliant decision makers, while others are constantly inept?  Why do some people follow their instincts and win, while others end up stumbling into error?  How do our brains really work – in the office, in the classroom, in the kitchen, and in the bedroom?  And why are the best decisions often those that are impossible to explain to others?

The other book, The Tipping Point: How Little Things can Make a Big Difference takes us back to the Science of Networks.  As the reader will see by my first two essays in the series of inserts in the newsletter, “Don’t Panic Yet: A Strategy for Dealing with the Risk of the Emergence of a Housing Bubble Resulting from the Interdependence of Space and Capital Markets” and “Panic Doesn’t Help - Strategy Does: A Personal Perspective,” Don't Panic Yet my concern with what I called cascading is what follows when a tipping point is reached.  This is also dealt with in the main essay.

Economics in Perspective

This brings us to a psychological perspective of economics in which the cascading to which I referred in the first couple of essays in the series might lead to tipping points.  A psychological perspective of the cascading has been dubbed the “Best Seller Effect” by Michael Shermer in his book The Mind of the Market: How Biology and Psychology Shape Our Economic Lives. Shermer notes that the concept was dubbed the “Mathew Effect” by Robert K. Merton when his did a study of the marketplace of scientific ideas back in the 1960s, and that marketers currently call it “Cumulative Advantage.”  He also notes that a sociologist, Duncan Watts, along with his fellow researchers quantified the concept in the case of an experiment based upon web connections.

In chapter five he discusses this in the context of evolution quoting from Gould’s Wonderful Life developing the idea of contingency blending ideas of path dependency, bandwagon effect, and network effect.  It provides a psychological perspective that integrates disciplines and important to the line of reasoning being developed by the essay.

The book takes a libertarian tilt which is worthy of discussion in the next section that deals with a philosophical base.  A second book, also with a libertarian tilt, blends more readily with the reference to the creation of a New Age of Enlightenment. [http://www.hoyt.org/asi/spring2007.pdf    The book, Nudge: Improving Decisions about Health Wealth, and Happiness is by Richard Thaler and Cass R. Sunstein. They discuss what the call “liberal paternalism,” by which they mean leaving the choice open but influencing it with a nudge.  The influence is readily illustrated by product placement on the shelves; the more noticeable the items the higher the probability of consumer selection.  The book has a wide array of examples and applications. 

Paul Thagard also wrote Conceptual Revolutions, in addition to the previously referred to Mind: Introduction to Cognitive Science.  This takes us to the philosophy of science, but before leaving a psychological perspective of economics there are many books on the subject.  Among them is

Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing by Hersh Shefrin.

Shefrin focuses on behavioral finance, a first cousin to behavioral economics.  He develops an analysis of three themes of behavioral finance.  One theme is reliance on rules of thumb such as using past performance as the predictor of future performance.   The term heuristics is used to reflect the approximation process of trial and error.   The second theme is what he calls framing the decision.  He discusses these in the content of cognitive and emotional aspects.  In short, “…the way people behave depends on the way that there decision problems are framed.”  The third, deals with the errors of the assumption of efficient markets.  He writes, “Behavioral finance contends that heuristic-driven bias and framing effects cause market prices to deviate from fundamental values.” [Page 5.]

Now let’s consider a complexity perspective.   Complexity theory is another relatively new discipline.  It deals with a self organizing system.  The Edgar R. Peters book Complexity, Risks, and Financial Markets focuses on the economic system and is in a sense in the same category as the books Nudge: Improving Decisions about Health Wealth, and Happiness and The Mind of the Market: How Biology and Psychology Shape Our Economic Lives.  Also related is Duncan J. Watts, in his book, Six Degrees: The Science of a Connected Age and the book authored by Albert-László Barabasi, Linked: The New Science of Networks.  Also included is the Steven Johnson book Emergence: The Connected Lives of Ants, Brains, Cities, and Software. 

The Peters book explains the difference between risk and uncertainty, pointing out that uncertainty provides the opportunity to make progress.  It has an upside as well as a downside.  It explains order without a plan but notes that complexity also generates uncertainty.   It draws on the development of the Austrian school of economics, the roots of libertarianism but notes limitations of the system and role of competition.  This relates to the discussion of fair markets in the essay and the values of “liberty and justice for all.” Liberty & Justice for All

A philosophy of science perspective might start with considering the Conceptual Revolutions book by Paul Thagard.  Although it is written with a focus on the discipline of psychology, as a believer in the concept of consilience I see that the underlying principles apply to economic as well.  Interestingly enough the back cover classifies the work as “Cognitive Science/Biology.”  Part of the description on the back cover is as follows: “  In this path-breaking work, Paul Thagard draws on the history and philosophy of science, cognitive psychology, and the field of artificial intelligence to develop a theory of conceptual change  capable of accounting for the major revolutions of modern science…”

A seminal work in redefining the concept of modern science is Alfred North Whitehead’s Science and the Modern World.  He also opts for broader discipline perspectives. In the final chapter, “Requisite for Social Progress, he discusses the professional structure producing “minds in a groove” and “The leading intellects lacking balance.  There is a lot more including his discussion of the emergence of the road to truth being based upon “the study of empirical facts of antecedents and consequences… it meant the appeal to experiment and the inductive method of reasoning.”  I guess that brings us back to the Black Swan and reflexivity.

The Whitehead book was published in 1925, so he is not available.  However, a 2004 book, Whitehead’s Philosophy: Points of Connection, was edited by Janusz A. Polanowski and Donald W. Sherburne.  It “Demonstrates myriad points of connection between Whitehead's philosophy and mainstream philosophical traditions.” 

Using the Mind as a System

Using the mind as a system for a better perspective of economics may be thought of as an application of philosophy.  That application is dependent on underlying values as well as the quality of the analytical system.  That analytical system, heavily dependent on inductive reasoning is subject to the flaws alluded to in the opening discussion of getting into the subprime debacle, especially the books The Black Swan: The Impact of the Highly Improbable by Nassim Nicholas Taleb, and The New Paradigm for Financial Markets: The Credit Crunch of 2008 and What it Means, by George Soros.

If you view economics as evolutionary, it is a complex system.  See page 5 of the Shermer book, The Mind of the Market: How Biology and Psychology Shape Our Economic Lives.  Then consider the Peters’ book Complexity, Risks, and Financial Markets, which differentiate between risk and uncertainty.  With that in mind, develop a strategy to deal with risks.  My favorite book on that is Real Estate Investment Strategy, the first (1970) that I authored or co-authored (this was with Richard Swesnik).  It explains how to apply a minimax strategy for real estate investment.

Since whatever strategy is developed depends on values, and the uncertainty, according to Shermer, can provide substantial benefits, the issue is how to treat uncertainty.  The several books with the libertarian tilt want to let the market do its job and provide progress.  There is merit in that.  However, since there is the “forgotten man” as in the Amity Shlaes book The Forgotten Man: A New History of the Great Depression, we need to deal with the justice for all as well as the liberty for all.

Liberty and justice for all is a basic tenet for our society.  It is more than the phrase in the pledge of allegiance; it is an abbreviation of a key clause in the Declaration of Independence.  Interpreting it is the major philosophical issue as well as legal issue.

My favorite philosopher’s perspective reflects my philosophical interpretation.  The first tenet is pluralism.  It is discussed in the first chapter of Isaiah Berlin’s book The Crooked Timber of Humanity, “Pursuit of the Ideal.”  The next concept is incommensurate values.  It is discussed by John Gray in his book Two Faces of Liberalism  built on in some measure an the thinking of Isaiah Berlin.  As an alternative Gray’s book titled Isaiah Berlin provides broader coverage.

The shortcut discussion of liberty and justice is in my notes, “Liberty and Justice for All discussed in Maury’s Notes for Four Explorations at NCCCR 2007,” on this site Four Explorations.   Also as a shortcut to the reading, especially including the roots of libertarian thought is my notes, “Maury’s Notes on Liberalism,” on this site Maury's Notes on Liberalism.

The substance is also discussed in a number of essays provided as inserts to the newsletterIt is the combination of these concepts that may lead to a New Age of Enlightenment.  This view involves changing opinions, which may emerge by a better understanding of the literature cited.  Or it may not emerge.

The idea is that with pluralism the different values may be accommodated by a better understanding of likely outcomes and at least some agreement on a strategy.  But a lot depends on human nature.

Human nature does change over time.   The book by Steven Pinker, The Blank Slate: The Modern Denial of Human Nature,  ”…explores the idea of human nature and its moral, emotional, and political colorings.  [It] shows how many intellectuals have denied the existence of human nature by embracing three linked dogmas: the Blank Slate (the mind has no innate traits), the Noble Savage (people are born good and corrupted by society) and the Ghost in the Machine (each of us has a soul that makes choices free from biology).

There are several other books on human nature which are among those used for the essays.  Quotes in the essays identify the books.  Here are three more books on human nature; Edward O. Wilson’s  On Human Nature; Paul R. Ehrlich’s Human Natures: Genes, Cultures, and the Human Prospect; and Matt  Ridley’s  Nature Via Nurture; Genes, Experience, and What Makes Us Human.

This brings us back to a focus on thinking.  A couple of additional books are Steven Pinker’s How the Mind Works  and Daniel C. Dennett’s  Kinds of Minds: Toward an Understanding of Consciousness.  This latter book was referred to earlier in the conversation between Dennett and Wilson reported on the web.   These and others are in the longer bibliographical list that has clusters but not the extensive annotations.  But, here is a clustering of books mainly on where discussed in this annotated bibliography.

The List of Books Categorized

An Orientation

Edward O. Wilson                       Consilience:   The Unity of Knowledge

John McDonald                            Strategy in Poker, Business and War

John von Neumann and Oskar Morgenstern Theory of Games and Economic Behavior 

Isaiah Berlin                                       The Hedgehog and the Fox

Isaiah Berlin (edited by Henry Hardy)        The Crooked Timber of Humanity:   

  Chapters in the History of Ideas

Stephen Jay Gould              The Hedgehog, the Fox, and the Magister’s Pox 

Perspectives of the Subprime Crisis

Charles R. MorrisThe Trillion Dollar Meltdown: Easy Money, High Rollers,

 and the Great Credit Crash

Nassim Nicholas Taleb   The Black Swan: The Impact of the Highly Improbable                                          George Soros   The New Paradigm for Financial Markets: The Credit Crunch of

     2008 and What it Means

Some Newer Disciplines and Concepts

Chris Rohman                                               A World of Ideas

Paul Thagard                        Mind: Introduction to Cognitive Science

Daniel Reisberg               Cognition: Exploring the Science of the Mind

Duncan J. Watts                 Six Degrees: The Science of a Connected Age

Albert-László Barabasi                  Linked: The New Science of Networks

Steven Johnson  Emergence: The Connected Lives of Ants, Brains, Cities, and

 Software

The Mind as a System

Edward O. Wilson                                              On Human Nature

Edward O. Wilson & Daniel C. Dennett  Kinds of Minds: Toward an Understanding

 of Consciousness

Daniel C. Dennett       Sweet Dreams: Philosophical Obstacles to a Science of

    Consciousness

Malcolm Gladwell                Blink: The Power of Thinking Without Thinking

Malcolm Gladwell          The Tipping Point: How Little Things can Make a Big

                                                                   Difference

Economics in Perspective

Michael Shermer           The Mind of the Market: How Biology and Psychology

                                                    Shape Our Economic Lives

Richard Thaler and Cass R. Sunstein  Nudge: Improving Decisions about Health

                                                       Wealth, and Happiness

Paul Thagard                                          Conceptual Revolutions

Hersh Shefrin        Beyond Greed and Fear: Understanding Behavioral Finance

                                             and the Psychology of Investing

Edgar R. Peters                     Complexity, Risks, and Financial Markets

Alfred North Whitehead                          Science and the Modern World

Janusz A. Polanowski and Donald W. Sherburne  Whitehead’s Philosophy: Points

                                                               of Connection

Using the Mind as a System

John Gray                         Two Faces of Liberalism  and Isaiah Berlin

Steven Pinker             The Blank Slate: The Modern Denial of Human Nature

Paul R. Ehrlich       Human Natures: Genes, Cultures, and the Human Prospect

Matt Ridley   Nature Via Nurture; Genes, Experience, and What Makes Us Human

Steven Pinker                                            How the Mind Works

Daniel C. Dennett   Kinds of Minds: Toward an Understanding of Consciousness



[1]   This essay is designed as an insert to the HF/ASI Newsletter to be published following the May Sessions at the Hoyt Center.

[2]   Maury Seldin is the Chairman of the Board of HHI.  The “others” category is provided as an opportunity for blog participant to add readings and/or commentary.