There is probably no better illustration of the difficulties of predicting human behavior than the current Presidential election cycle.
Polling organizations spend millions of dollars building models and surveying voters to make their predictions of the outcomes of primaries and caucuses, only to end up surprised (and sometimes embarrassed) a couple of hours after the polls close. Candidates also hire experts and spend millions more dollars building messages they hope will resonate with voters, then spend their post-election remarks explaining why they missed the mark.
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