Thinking a little deeper about quantifying the combination with behavioral technologies came to my mind… more general: antidisciplinary...

The Antifragile becomes stronger with added stress. The word defies easy definition and I think NN Taleb introduced it, because the non-fragility is not equal to resilience or robustness.

Antidisciplinary is all about non-elephant animals 

The MIT Media Lab uses "antidisciplinary" as position for doing research and learning. I enjoyed reading about it in Joi Ito's Blog: Antidisciplinary. It is another word that defies easy definition. It is not the same as interdisciplinary. It is a specialization on the non-specialization. Joi Ito says: "it is all about non-elephant animals".

It's against fragmentation of disciplines in thinking, speaking, doing…Thinking mathematically without restricting to special functions, operators…? In combination with computer science it is maybe about knowledge based languages to program everything? Make "everything" computational.

Behavioral theories of finance or quant finance?

Behavior theories of economics haven been accepted in financial circles. But more than as the feedback of financial markets cocktail parties? Quants may think they are all treated in features, like mean reverting…and behavioral economists may not think about turning them into something quantifiable?

Modeling Volatility and Valuing Derivatives under Anchoring

About 2 years ago, Wilmott, Lewis and Duffy published a rare connection between anchoring - a big idea in behavioral theories - and practical quant finance. They introduced a complete-markets model with volatility smiles, tractability, and intuitive appeal as an anchoring or habit-formation model. A derivatives valuation model that has a memory.

Joi Ito may say: instead of impressing a small number of experts, taking the high risk of an unconventional approach.

Does antidisciplinary need disciplines?

Paul Wilmott's approach requires different thinking but also heavy algorithmic mathematics.

The antidisciplinary space needs disciplines and a rich technology stack, but also openness to ideas between disciplines.