Wayman Institute Research

Applied Forecasting, Market Microstructure, Behavioral Probability


Wayman Institute publishes applied research on human behavior, probabilistic forecasting, and market-based information systems.

Our work focuses on price discovery, belief calibration, and the engineering of truth through probabilistic modeling.

We study how belief becomes probability, how probability becomes price, and how price reveals truth.

Featured Research

The Market as an Information Engine

Markets are the most powerful information systems ever created. They aggregate belief, conviction, fear, greed, and expectation into a single signal: price.

This research formalizes the market as a behavioral measurement engine and presents a framework for extracting probabilistic truth from price dynamics.

Working Papers

Applied Research from Wayman Institute


The following papers represent ongoing research into probabilistic markets, behavioral forecasting, and price-based truth discovery.

Each paper is published as a working draft and will be iterated as models, data, and empirical validation evolve.

  • WPI-001 — Market Truth and Price Discovery

A probabilistic framework for extracting belief from price.

  • WPI-002 — Behavioral Forecasting Under Uncertainty

Engineering human expectation into calibrated probability.

  • WPI-003 — The Market as a Measurement Engine

Why price is the most efficient truth signal ever created.

  • WPI-004 — Conviction, Volatility, and Signal Integrity

Separating noise from information in probabilistic systems.

  • WPI-005 — Applied Forecasting as Engineering

Why prediction is not intuition — it is design.