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Monthly Archives: October 2012

Mathematical Definition, Mapping, and Detection of AntiFragility by Nassim Taleb, Raphael Douady :: SSRN

Recently updated. Abstract: We provide a mathematical definition of fragility and antifragility as negative or positive sensitivity to a semi-measure of dispersion and volatility a variant of negative or positive “vega” and examine the link to nonlinear effects. We integrate model error and biases into the fragile or antifragile context. Unlike risk, which is linked […]

Antifragile, Nassim Nicholas Taleb, Bryan Appleyard tickets, dates. Official Ticketmaster site.

Let the book tour begin! HatTip to Dave Lull. Antifragile, Nassim Nicholas Taleb, Bryan Appleyard  Nov 26Mon Union Chapel London, GB 19:00 via Antifragile, Nassim Nicholas Taleb, Bryan Appleyard tickets, dates. Official Ticketmaster site..

Looks like a preview of what to expect…

Looks like a preview of what to expect from the economics and econophaster establishment. Davies is the gentleman there; others have not even given a simple thougth to model error and which domains are affected by it. But asking people to explain insults can lead to pleasant surprises. http://blogs.reuters.com/felix-salmon/2012/10/19/when-taleb-met-davies/ When Taleb met Daviesblogs.reuters.comThis morning, Nassim […]

Unsettling to realize…

Unsettling to realize that I am the only “notable alumnus” of the Lycée in Beirut who has not been assassinated by, or an assassination target for Assad of Syria. So far.http://en.wikipedia.org/wiki/Grand_Lycée_Franco-Libanais#Notable_alumni via Unsettling to… | Facebook.

NASSIM TALEB: Here’s Why Governments Always Miss Their Own Budget Deficit Targets – Business Insider

The pdf is actually called Econfragilize (The book isn’t actually out until late November, but Taleb posted this appendix, entitled WHERE MOST ECONOMIC MODELS FRAGILIZE AND BLOW PEOPLE UP, on his website today.) The problem is that the economic data forecasts the government uses to plan its budget around – like where unemployment will be […]