Skip to content

Category Archives: Pdf

We are compiling a database for violent conflicts…

Friends, a call for contributions: We are compiling a database for violent conflicts & are putting our data in the public for comments. Clearly we are doing some analytics and are finding stuff at great variance with what the science writer S. Pinker did, but to be sure we are putting our data in the […]

Some interesting results on “infinite mean” power laws

A bit technical for the nontechnical. Some interesting results on “infinite mean” power laws. Unbounded they are not. I am very very surprised by the finding. http://www.fooledbyrandomness.com/infinite.pdf via A bit technical for the nontechnical. Some… – Nassim Nicholas Taleb.

Formalization of the Barbell…

Formalization of the Barbell: finally submitted paper to a journal specialized in information theory. Tail Risk Constraints and Maximum Entropy pdf

On the Super-Additivity and Estimation Biases of Quantile Contributions

On the Super-Additivity and Estimation Biases of Quantile Contributions Nassim N Taleb, Raphael Douady (Submitted on 8 May 2014 (v1), last revised 12 Nov 2014 (this version, v3)) Sample measures of top centile contributions to the total (concentration) are downward biased, unstable estimators, extremely sensitive to sample size and concave in accounting for large deviations. […]

How a Black Swan event can take place without anyone noticing…

Nassim NicholنTaleb Verified account ‏@nntaleb How a Black Swan event can take place without anyone noticing: error propagation and dimensionality. https://drive.google.com/file/d/0B8nhAlfIk3QIczZmQXExTGJ2NDQ/view?pli=1   via Nassim NicholنTaleb on Twitter: “How a Black Swan event can take place without anyone noticing: error propagation and dimensionality. https://t.co/6sjxQI8EHG”.