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Monthly Archives: May 2015

The Law of Large Numbers and Fat Tailed Distributions

A general presentation of my research. In which I debunk some BS in social science (which includes our discussion on violence).

I don’t watch soccer games…

I don’t watch soccer games; it will be more thrilling instead to watch how FIFA, a vast criminal organization, will be brought to its knees. —- PS- Sepp Blatter is far easier to get than Gotti. Why? First, no omerta. These people are amateurs with nothing bonding them. Second, the internet. Times have changed. Source: […]

NNT’s Upcoming Speaking Engagements

Conférence Inaugurale De Pygmalion à Frankenstein (modélisation des risques financiers : pertinence et résilience) La conférence-débat inaugurale réunira Nassim Nicholas Taleb, distinguished professor à la New York University (notamment auteur du Cygne noir), et Jean-Philippe Bouchaud, médaille d’argent du CNRS, président-fondateur et directeur de la recherche de Capital Fund Management. Elle se tiendra le 8 […]

A formalization of the barbell strategy

A formalization of the barbell strategy: "Tail risk constraint and maximum entropy" (Final Version) http://t.co/5pBhNNUBXB — Nassim NicholنTaleb (@nntaleb) May 24, 2015 A formalization of the barbell strategy: “Tail risk constraint and maximum entropy” (Final Version) http://www.fooledbyrandomness.com/barbell.pdf

On the tail risk of violent conflict and its underestimation

Answering questions about http://t.co/2gHzW7fuM4: Peak-over-Threshold is to Block Maxima what Lebesgue integral is to Riemann @dottorpax — Nassim NicholنTaleb (@nntaleb) May 23, 2015 Answering questions about http://arxiv.org/abs/1505.04722 : Peak-over-Threshold is to Block Maxima what Lebesgue integral is to RiemannOn the tail risk of violent conflict and its underestimation