Peter Bossaerts

Task-independent metrics of computational hardness predict human cognitive performance

Juan Pablo Franco, Karlo Doroc, Nitin Yadav, Peter Bossaerts, Carsten Murawski

Journal article  |  2022  |  SCIENTIFIC REPORTS

The survival of human organisms depends on our ability to solve complex tasks in the face of limited cognitive resources. However,..

Transferring cognitive talent across domains to reduce the disposition effect in investment

Kristian Rotaru, Petko S Kalev, Nitin Yadav, Peter Bossaerts

Journal article  |  2021  |  SCIENTIFIC REPORTS

We consider Theory of Mind (ToM), the ability to correctly predict the intentions of others. To an important degree, good ToM func..

Epilepsy and Ecstatic Experiences: The Role of the Insula

Fabienne Picard, Peter Bossaerts, Fabrice Bartolomei

Journal article  |  2021  |  BRAIN SCIENCES

Ecstatic epilepsy is a rare form of focal epilepsy in which the aura (beginning of the seizures) consists of a blissful state of m..

Generic properties of a computational task predict human effort and performance

Juan Pablo Franco, Nitin Yadav, Peter Bossaerts, Carsten Murawski

Journal article  |  2021  |  JOURNAL OF MATHEMATICAL PSYCHOLOGY

It has been shown that computational hardness of cognitive tasks affects people's effort and ability to solve problems reliably. H..

How Neurobiology Elucidates the Role of Emotions in Financial Decision-Making

Peter Bossaerts

Journal article  |  2021  |  FRONTIERS IN PSYCHOLOGY

Over the last 15 years, a revolution has been taking place in neuroscience, whereby models and methods of economics have led to de..

Exploiting Distributional Temporal Difference Learning to Deal with Tail Risk

P Bossaerts, S Huang, N Yadav

Journal article  |  2020  |  Risks

In traditional Reinforcement Learning (RL), agents learn to optimize actions in a dynamic context based on recursive estimation of..

Python Client and Server Software for Algorithmic Traders interfacing with Flex-E-Markets

Abhijeet Anand, Nitin Yadav, Peter Bossaerts

Software / Code  |  2020

Flex-E-Markets1 is a software-as-a-service (SaaS) platform that allows creation of experimental markets. The platform is equipped ..

Asset Pricing In a World of Imperfect Foresight

Peter Bossaerts, Felix Fattinger, Frans van den Bogaerde, Wenhao Yang

Report  |  2020

We consider a canonical asset pricing model, where agents with quadratic preferences are allowed to retrade a limited set of secur..

Emotional Engagement and Trading Performance

Peter Bossaerts, Felix Fattinger, Kristian Rotaru, Katherine Xu

Report  |  2020

Extensive research in neuroscience proves that rational decision-making depends on accurate anticipative emotions. We test this pr..

How Information Structure Impacts Aggregation of Information in Markets

Felix Fattinger, Peter Bossaerts, Ryan Anderson

Report  |  2020

We study information aggregation in financial markets. We introduce two new stability concepts: absolute stability (sensitivity of..