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Category Archives: Pdf

Bloomberg Quant Seminar: slides on error and dimensionality

That’s tonight, as in August 27, 2015. Bloomberg Quant Seminar Tonight's lecture at Bloomberg Quant Seminar: my slides on error and dimensionality https://t.co/IaRvHPqyK6 — NassimNicholasTaleb (@nntaleb) August 27, 2015 Tonight’s lecture at Bloomberg Quant Seminar: my slides on error and dimensionality https://dl.dropboxusercontent.com/u/50282823/Error%20and%20Dimensionality.pptx.pdf

Error, Dimensionality, and Predictability

This is a bit technical (for those into technical stuff and mathematical flaneuring). It proves why you can’t predict in any multivariate (not even complex) system. Even thin-tailed variables are unpredictable. https://dl.dropboxusercontent.com/u/50282823/Propagation.pdf PS: Actually we show how we lose predictability by adding dimensions, with a trade-off, so it can lead to precise policies and decisions […]

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

On the tail risk of violent conflict and its underestimation

On the tail risk of violent conflict and its underestimation. A statistical picture of violence: no, the frequency of violent conflicts and their risk did not decline. The “long peace” is not seen in the data. With Pasquale Cirillo. http://fooledbyrandomness.com/violence.pdf Source: On the tail risk of violent conflict and its… – Nassim Nicholas Taleb

Is the Pope Atheist?

Is the Pope Atheist? www.fooledbyrandomness.com/isthepopeatheist.pdf — (Please do not divert the conversation away from the topic at hand, namely revelation of preferences. Thank you.) Source: Is the Pope Atheist?… – Nassim Nicholas Taleb