A reference for how Behavioural Engines works: its models, workflow, features, and limits.
Behavioural Engines runs the standard models of behavioural economics, including Prospect Theory, Hyperbolic Discounting, and Rational Inattention, in the browser. You set the parameters, run a deterministic simulation, compare results, and export the output. You can also collect real responses through shareable surveys and fit model parameters to them.
Every model is implemented from a peer-reviewed paper, with the full citation, the equations, and an explanation of each parameter.
The standard models of behavioural science live in papers and textbooks. To run one you normally have to write code yourself or work within whatever a statistics package supports. Behavioural Engines puts working implementations of these models in one place in the browser.
Each model is implemented from its source paper with the original mathematics, given parameter controls with sensible ranges, and connected to charts so you can see what changes when you change an input.
Select a model
Choose a model in the workspace. You can switch between models with the top-bar tabs or the ⌘K command palette.
Configure parameters
Adjust the core and advanced coefficients, load a saved preset, or start from one of the pre-built scenarios.
Run the simulation
Press Run Simulation (or ⌘↵). The backend computes the result deterministically and returns the metrics and chart data.
Compare & explore
Pin a result as a baseline, change parameters, and run again. Both results appear side by side in the analysis panel and as overlaid lines on every chart.
Review & export
Every run is saved to your history with a searchable name. Pro users can re-run past simulations, copy shareable links, and export results as PDF, CSV, or JSON.
Run an experiment
Click Run Experiment on a supported model and share the generated link. Fitted parameters appear on the Experiments page as responses arrive.
Structural Adoption
Applied Microeconomics
Logistic structural model estimating bounded adoption probability from behavioural levers with diminishing incentive returns.
Prospect Theory
Behavioural Economics
Non-linear value model with probability weighting and loss aversion.
Hyperbolic Discounting
Behavioural Economics
Comparative intertemporal choice model contrasting hyperbolic and exponential time discounting.
Expected Utility Theory
Classical Economics
Normative decision model computing expected utility under constant relative risk aversion (CRRA).
Inequity Aversion (Fehr–Schmidt)
Behavioural Economics
Structural social-preference model where utility depends on one's own payoff and on payoff differences relative to others.
Rational Inattention
Behavioural Economics
Decision model where agents optimally limit attention due to costly information processing.
Regret Theory
Behavioural Economics
Counterfactual utility model where outcomes are evaluated against what the foregone alternative would have given in the same state.
Workspace
Parameter control
Every coefficient in every model is adjustable. Core inputs are always visible, and advanced options sit behind a collapsible panel.
Parameter presets
Save named configurations per model. Presets sync across devices for signed-in users via server-side storage.
Scenario library
Each model comes with pre-built scenarios based on real-world situations, which give you a working configuration to start from.
Command palette
Press ⌘K (or Ctrl+K) to open a searchable command palette. Navigate to any model or page without touching the mouse.
Simulation & Analysis
Comparison mode
Pin any result as a baseline, then adjust parameters and re-run. Metric panels show both side-by-side; charts overlay dashed baseline lines against solid current lines.
Visual charts
Every model renders its curves as interactive charts: value functions, discount curves, probability weighting, and the rest.
Live analysis
Results appear in a structured analysis panel with clearly labelled metrics, colour-coded by sign, immediately after each run.
History
Simulation logs
Every run is stored with its full parameters, results, model version, and timestamp. Paginated and searchable.
Named runs
Give any simulation run a custom name directly from the History page or the detail view. Names sync across devices.
Re-run
Load any past simulation's parameters back into the workspace with one click and re-run with modifications.
Experiments
Shareable surveys
From any supported model, click Run Experiment to generate a shareable link. Respondents answer a short series of either/or choice questions without creating an account, and each receives a personalised reading of their results.
Fitted parameters
Each response is converted into fitted model parameters by revealed-preference estimation. The experiment page shows per-parameter distributions with mean, standard deviation, median, and range.
Pause & resume collection
Pause an experiment to stop accepting responses, and resume it at any time. While paused, the survey link shows a closed notice. Plus accounts can hold 3 experiments; Pro and Lifetime have no limit.
CSV export
Download every respondent's fitted parameters, submission date, and duplicate-network flag as CSV for analysis in Excel, Python, R, or SPSS.
Exports & Sharing
Export as PDF
Generate a formatted PDF of a simulation, including its parameters, results, and metadata.
Export as CSV
Download structured tabular output for further analysis in Excel, Python, R, or any data tool.
Export as JSON
Download the full simulation object as JSON for use in your own pipelines.
Shareable links
Copy a direct link to any saved simulation run and share it with colleagues. The link preserves parameters and results.
Experiments measure behavioural parameters from real choices. Respondents answer a series of binary questions, and the platform estimates the parameter values that best explain their answers by grid search.
Task battery
Each experiment presents a fixed battery of calibrated either/or choice tasks. For Prospect Theory this is 13 tasks: five mixed gambles against a certain £0 (identifying loss aversion λ), four gain gambles at small and large probabilities (identifying probability weighting γ), and four 50/50 gain gambles against certain amounts (identifying value curvature α). Each task is constructed so its indifference point sits at a known parameter crossover, meaning every answer rules parameter regions in or out.
Estimation
Fitted parameters are found by exhaustive grid search over 512 candidate (α, λ, γ) triples, selecting the combination that correctly predicts the largest number of the respondent's observed choices under the model's value and probability-weighting functions. Ties resolve towards the Kahneman–Tversky empirical medians (α = 0.88, λ = 2.25, γ = 0.61), so an uninformative response pattern returns population-typical values.
Data quality
One response is accepted per device via an idempotent respondent token, and responses sharing a network are flagged (not excluded) in the researcher's results, since shared networks are common in classroom settings. Raw choice data and fitted parameters are exportable as CSV for external analysis.
Limitations
Grid-search estimation returns the best point on a discrete grid. It does not produce continuous maximum-likelihood estimates with standard errors. With a short series of binary choices, the data can be consistent with several parameter combinations, so results should be read as behavioural profiles and not as precise psychometric measurements. Experiments are currently available for Prospect Theory and Hyperbolic Discounting, with further models planned.
Understanding what this platform is not:
Real behaviour is probabilistic even though these models are deterministic. Incentives act through perception as well as objective value. Friction reduces action even when incentives are positive. Social adoption can amplify small initial differences. Every output reflects the model structure and is not an empirical claim about any population.
Conditional Logit Analysis of Qualitative Choice Behavior
1974Daniel McFadden · Frontiers in Econometrics
The structural basis for the Adoption model: conditional logit analysis of discrete behavioural choice.
Prospect Theory: An Analysis of Decision under Risk
1979Daniel Kahneman & Amos Tversky · Econometrica
The basis of the Prospect Theory model: value function, loss aversion, and probability weighting.
Golden Eggs and Hyperbolic Discounting
1997David Laibson · Quarterly Journal of Economics
Introduces quasi-hyperbolic discounting and present bias in intertemporal choice.
Theory of Games and Economic Behavior
1944John von Neumann & Oskar Morgenstern · Princeton University Press
The axiomatic foundation of Expected Utility Theory and rational decision-making under uncertainty.
A Theory of Fairness, Competition, and Cooperation
1999Ernst Fehr & Klaus M. Schmidt · Quarterly Journal of Economics
The Fehr-Schmidt inequity aversion model underlying the Inequity Aversion engine.
Implications of Rational Inattention
2003Christopher A. Sims · Journal of Monetary Economics
Foundational paper for the Rational Inattention model: it treats attention as a constrained information channel.
Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty
1982Graham Loomes & Robert Sugden · The Economic Journal
The canonical foundation for Regret Theory: it introduces counterfactual comparison as a driver of choice under uncertainty.
Econometrica
1933Econometric Society · econometricsociety.org
Leading journal for mathematical economics and formal behavioural models.
Journal of Economic Perspectives
1987American Economic Association · aeaweb.org
Readable review articles across economics, with frequent coverage of behavioural topics.
Journal of Behavioral Decision Making
1988Wiley · Wiley Online Library
Core journal for decision research, heuristics, and behavioural biases.
Behavioural Public Policy
2017Cambridge University Press · Cambridge Core
Covers applied behavioural science in policy, including nudges, defaults, and intervention design.
Ready to run a simulation?
Open the workspace and pick a model to get started.