RE: LeoThread 2025-12-24 04-17

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Grok is grasping what a rival failed to understand, despite attempting coauthorship. The final version follows

leofinance
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The paper argues that binary yes/no forecasts differ from continuous real-world payoffs, and that binary predictions don't always lead to optimal decisions under uncertainty, especially with fat-tailed distributions

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Apparent psychological "biases" can arise from conflating those two types of outcomes

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Drawing on option theory, it shows how greater uncertainty changes payoffs and questions the real-world usefulness of forecasting metrics like Brier scores

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