Science Community: Dan Ariely's papers should all be immediately retracted until they are replicated.. twice. Bravo to the three member team at DataCollada.org - you've proven you are following the scientific method. Boo on the perpetrators of p-hacking, data manipulators and taking whatever steps are necessary to line up TED talks and publishing deals. Shame on you, Duke University - for letting a professor keep their job there after this has come to light about Mr. Ariely's faked science. Kids, learn from this: that's what you should never do.
Jason C Braatz
Applied AI ResearchEconomics, Accounting & EconophysicsNovel Problems
I take state-of-the-art neural networks (LLMs, diffusion, KANs, agentic systems) and put them to work on novel business problems. Research-grade rigor, production-ready outcomes. Cloud, edge, or air-gapped. These days that points squarely at economics, accounting and econophysics. A ledger is where the economy writes itself down, and almost everything worth knowing from one is not written down at all.
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Been chewing on this one for months and it still gets me: a 100% tax can change absolutely nothing. Not a loophole, not evasion, not offshore anything. Just arithmetic.
Start here: if wealth grows by multiplying, it condenses. One holder ends up with everything. That isn't a flaw in some particular model, it's what multiplicative processes do. Which means every wealth distribution that isn't condensed is being opposed by something. Fine .. but by what? I stopped asking "which institution" and started asking about coordinates: base, rate, periodicity, threshold. And then one more that turned out to matter more than the other four put together .. realisation, the share of a period's gain your base can actually see.
Set realisation to zero and a 100% levy on flow leaves the wealth vector exactly unchanged, agent by agent. The rate never gets a turn. You can't tax what you can't see, and the rate is just a multiplier on nothing. The collapse from there is violently front-loaded too: the first five percent of the realisation axis covers 32% of the reachable range.
So the base caps the region and the rate only moves you around inside it. Everything reproduces from open code and 18 tests pin it down. Paper's here if you want it, it's 20 pages.
Start here: if wealth grows by multiplying, it condenses. One holder ends up with everything. That isn't a flaw in some particular model, it's what multiplicative processes do. Which means every wealth distribution that isn't condensed is being opposed by something. Fine .. but by what? I stopped asking "which institution" and started asking about coordinates: base, rate, periodicity, threshold. And then one more that turned out to matter more than the other four put together .. realisation, the share of a period's gain your base can actually see.
Set realisation to zero and a 100% levy on flow leaves the wealth vector exactly unchanged, agent by agent. The rate never gets a turn. You can't tax what you can't see, and the rate is just a multiplier on nothing. The collapse from there is violently front-loaded too: the first five percent of the realisation axis covers 32% of the reachable range.
So the base caps the region and the rate only moves you around inside it. Everything reproduces from open code and 18 tests pin it down. Paper's here if you want it, it's 20 pages.
I pre-registered a test, ran it, and it killed my own favorite hypothesis. Then I ran it a second time to be sure it wasn't a fluke. Honestly the best thing that happened to this paper.
Here's the setup. Accounting research has spent decades ranking firms on "conservatism" .. how fast a company books bad news, and how much of that news sticks around. Two different properties: timeliness and durability. Everybody measures them. Nobody separates them, and it turns out you can't. That's the theorem. Two firms can behave completely differently .. one fast and forgetful, one slow and permanent .. and file literally identical numbers. Same series, same everything.
This is the part I want to be clear about, because it's the part people get wrong when I explain it at a bar: it is not a power problem. More data doesn't fix it. The identified set is a continuum, and every instrument the field currently uses is reading the product of two things and reporting it as one thing.
What survives is less than I wanted, but it's real, and §9 is where the registered test took my preferred reading of the null out behind the shed. Paper's here. Fair warning, it's 60 pages and it earns them.
Here's the setup. Accounting research has spent decades ranking firms on "conservatism" .. how fast a company books bad news, and how much of that news sticks around. Two different properties: timeliness and durability. Everybody measures them. Nobody separates them, and it turns out you can't. That's the theorem. Two firms can behave completely differently .. one fast and forgetful, one slow and permanent .. and file literally identical numbers. Same series, same everything.
This is the part I want to be clear about, because it's the part people get wrong when I explain it at a bar: it is not a power problem. More data doesn't fix it. The identified set is a continuum, and every instrument the field currently uses is reading the product of two things and reporting it as one thing.
What survives is less than I wanted, but it's real, and §9 is where the registered test took my preferred reading of the null out behind the shed. Paper's here. Fair warning, it's 60 pages and it earns them.