Uses a continuous time process to price an election; we end up with an option-stule pricing. The martigale approach optimizes the Brier score.
The corresponding paper is here: How to Predict an Election (pdf)
Tag Archives: Election Forecasting
Math, White Helmets, Election Forecasting, GW Bush, Kapish, John Gray, Kenneth Roth, Salafasism | Twitter
@nntaleb 3) Had anyone asked me if I met with a RUssian official, my answer would have been flatly “NO”. Permalink 3:37 PM – 2 Mar 2017
@nntaleb 2) He sat 3 seats down, partook of conversation but I didn’t focus on who he was. You only know when pple remind you of it (he just died) Permalink 3:22 PM – 2 Mar 2017
@nntaleb Meeting w/Russian Ambassadors w/o being aware: Just discovered I had dinner w/the late UN Russian amb in NY, Oct 24 w/o realizing. No plot. Permalink 3:20 PM – 2 Mar 2017
@mdvex This centralisation thing works wellhttps://www.wsj.com/articles/amazon-finds-the-cause-of-its-aws-outage-a-typo-1488490506 Permalink 2:07 PM – 2 Mar 2017
@nntaleb Just added a chapter. For comments, thanks!https://medium.com/incerto/facta-non-verba-how-to-own-your-enemies-ea79a34c9c49#.rh7scb14m Permalink 1:03 PM – 2 Mar 2017
@NECSI What is #fragility? via @nntaleb, who will teach our May program on Strategic Data Analytics w/ @yaneerbaryamhttps://www.youtube.com/watch?v=UgS2feyXmWw Permalink 12:56 PM – 2 Mar 2017
@nntaleb It took me a while to realize you can’t convince economists; but we can work on the dismantlement of the DC economic machinery.https://twitter.com/robertwjordway/status/837366154771513348 Permalink 10:56 AM – 2 Mar 2017
@nntaleb .@ottorosseforp @PZalloua To the contrary. Means STATISTICALLY “there is NO definition of Phoenician THAT matches tribes w/J1”. Kapish? Permalink 7:44 AM – 2 Mar 2017
@nntaleb Phenician expansion in Med, 1 mill BC did not export J1 gene, so there is evidence population was not Semitic. @ottorosseforp @PZalloua Permalink 6:36 AM – 2 Mar 2017
@nntaleb J1 correlates with Semitic genes, does not equate with them. But absence indicates non-Semitic population @PZalloua Permalink 5:45 AM – 2 Mar 2017
@nntaleb 1) Way to see our theory that Phoenicians, Assyrians & N Caananites were not Semites: J2, J2a (light Green) v/s J1 (dark Gr) @PZalloua pic.twitter.com/t9w3IYRByg Permalink 5:44 AM – 2 Mar 2017
@nntaleb …and b****t is using a generic statement from some wisdom handbook that can apply indiscriminately to anything you don’t like.https://twitter.com/jcrowrva/status/837287115524288512 Permalink 5:06 AM – 2 Mar 2017
@nntaleb Are there other societies where the person on top is not a risk-taker? How about devoid of rituals? https://medium.com/incerto/surgeons-should-notlook-like-surgeons-23b0e2cf6d52#.sw3giv10a ” target=”_blank”>http://pic.twitter.com/ejzH6u6wdA”> pic.twitter.com/ejzH6u6wdA Permalink 4:32 AM – 2 Mar 2017
@nntaleb Skin in the game, almost finished pic.twitter.com/6sEm1JDeWg Permalink 6:13 PM – 1 Mar 2017
@nntaleb Mathematics and baldness.https://twitter.com/daniellerommel/status/837072594222227456 Permalink 3:29 PM – 1 Mar 2017
@nntaleb Fake news tricks: NYT distorts my words, making it look as if I (not them) made an association w/”shame”. @realDonaldTrump is right. pic.twitter.com/NlQc94Q4zC Permalink 7:20 AM – 1 Mar 2017
@nntaleb Adult Math olympiads @MoMath1 pic.twitter.com/Wymyi54AgV Permalink 6:41 PM – 28 Feb 2017
@nntaleb The clip summarizes my problem with scientism/GMO charlatanshttps://twitter.com/R3plicant1/status/836624440813223941 Permalink 10:43 AM – 28 Feb 2017
@nntaleb A quant/engineering approach. @CutTheKnotMath pic.twitter.com/hRPjkQXgq6 Permalink 7:11 AM – 28 Feb 2017
@nntaleb We should have special treatments/cures for neo-cons.https://twitter.com/Confusezeus/status/836584933552504832 Permalink 7:02 AM – 28 Feb 2017
@nntaleb The more you go into the tails, the less people & things should look like they way they should look likehttps://medium.com/incerto/surgeons-should-notlook-like-surgeons-23b0e2cf6d52#.tyea44sb1 Permalink 6:37 AM – 28 Feb 2017
@nntaleb MSM = propaganda; Insult to 9/11 victims.They are wittingly/un promoting White Helmets in spite of evidence it is AlQaeda cover w/Saudi PR.https://twitter.com/michaeldweiss/status/836060012220928001 Permalink 10:11 AM – 27 Feb 2017
@nntaleb Mini-Probability Mooc (6 min) Continuous Time Election Forecasting https://youtu.be/wA_3RwEIqzI via @YouTube Permalink 10:00 AM – 27 Feb 2017
@nntaleb Levantine roots, Part 2 (plus some grammar) @PZalloua pic.twitter.com/8MlhoF1sU9 Permalink 9:02 AM – 27 Feb 2017
@nntaleb Levantine roots, Part 1. @PZalloua pic.twitter.com/IvkkvtO472 Permalink 9:01 AM – 27 Feb 2017
@nntaleb For those into Orthodox lent, this is the Greek calendar. @ektrit @sustain05 @nanexllc pic.twitter.com/R3REBPaDFb Permalink 8:53 AM – 27 Feb 2017
@nntaleb We also want answers from GW Bush on WMD. And the “victory”. And the “stabilization” of Iraq/Afghanistan. And the costs of the war (s).https://twitter.com/davewiner/status/836219418015301632 Permalink 6:49 AM – 27 Feb 2017
@nntaleb Nero was slandered w/he performed as “actor” which was the worst possible thing a Roman could do. @robby_red @fidempor @SnappyIsSoHappy Permalink 6:01 AM – 27 Feb 2017
@nntaleb Justinian had to get a special permission to marry Theodora because she was actress & daughter of actress @fidempor @SnappyIsSoHappy Permalink 5:49 AM – 27 Feb 2017
@CristiVlad25 @nntaleb I made an animated review of Fooled by Randomness. hope you like it :)https://www.youtube.com/watch?v=Rwy0LNAbPHs Permalink 4:50 AM – 27 Feb 2017
@nntaleb Kapish is not from italian capisci but from the Kalabrez Kapish. Kapish? @BJ_Lancaster @bat8bat8 @SantiagoPombo Permalink 4:49 AM – 27 Feb 2017
@nntaleb Imbecile, a generalization is ALL not MOST or “usually”. Kapish?@SantiagoPombo Permalink 4:04 AM – 27 Feb 2017
@nntaleb Actors are usually not very bright people; they don’t know how to act like actors. Permalink 5:48 PM – 26 Feb 2017
@nntaleb Simple rule: When you see “conditional” in science, exclude all subsets that fail to meet the condition. @badral @DrHasanAlam @hayfarani Permalink 5:05 PM – 26 Feb 2017
@nntaleb Can’t believe doctors can be argumentative & fail to see the diff between conditional & unconditional probability @DrHasanAlam @hayfarani Permalink 4:50 PM – 26 Feb 2017
@nntaleb A picture is worth a thousand integrals. @CutTheKnotMath pic.twitter.com/57RrjajhHi Permalink 2:30 PM – 26 Feb 2017
@talraviv Does Medium have a Mega-Recommend button? This by @nntaleb put words to a nagging feeling I’ve had since collegehttps://medium.com/incerto/surgeons-should-notlook-like-surgeons-23b0e2cf6d52?source=twitterShare-a56d3125abb5-1488141667 Permalink 12:42 PM – 26 Feb 2017
@nntaleb Thanks @CutTheKnotMath for training the clarity of mathematical thinking. It is like weightlifting for the mind. pic.twitter.com/6ZQBtJ3Twn Permalink 11:57 AM – 26 Feb 2017
@nntaleb You want to send your kids to college so they come back intellectually stronger, not pre-bureaucrats. #Antifragilehttps://twitter.com/primalpoly/status/835870988696875010 Permalink 11:08 AM – 26 Feb 2017
@nntaleb Wittgenstein’s ruler (in Fooled by Randomness): Under some conditions the table will be measuring the ruler than the other way around.https://twitter.com/ArmandDAngour/status/835880838713786370 Permalink 9:13 AM – 26 Feb 2017
@nntaleb .@DrHasanAlam @colorfulfool he is clueless doesn’t get your question in particular or controlled variable in general Permalink 1:44 PM – 25 Feb 2017
@nntaleb You visibly aren’t grasping the point.Substance may correlate w/style, but CONDITIONAL on same record removes correl @DrHasanAlam @hayfarani Permalink 10:46 AM – 25 Feb 2017
@nntaleb You didn’t understand the text. Read again & look up “conditional” (everything else equ). Then think. Then tweet. @DrHasanAlam @hayfarani Permalink 10:32 AM – 25 Feb 2017
@nntaleb A Saturday without mathematics is like Mediterranean food without garlic. @CutTheKnotMath pic.twitter.com/8Rpl2EyHfN Permalink 9:33 AM – 25 Feb 2017
@nntaleb The paper on responses in biology, volatility in feeding. https://dl.dropboxusercontent.com/u/50282823/medicine.pdf https://twitter.com/MilenaRodban/status/835496327899398144 Permalink 7:33 AM – 25 Feb 2017
@nntaleb Given their track record, I would recommend hiring academic economists and do the OPPOSITE of what they advise. For they aren’t even random.https://twitter.com/nytimesbusiness/status/835225349378215936 Permalink 1:28 PM – 24 Feb 2017
@nntaleb I just published “Surgeons Should NotLook Like Surgeons”https://medium.com/p/surgeons-should-notlook-like-surgeons-23b0e2cf6d52 Permalink 6:52 AM – 24 Feb 2017
@nntaleb Interesting discussion around the speculation of link between lifespan hearbeats/breathing and Jensen’s inequality. https://www.facebook.com/nntaleb/posts/10154633815058375 ” target=”_blank”>http://pic.twitter.com/TOq0rNdfji”> pic.twitter.com/TOq0rNdfji Permalink 5:01 AM – 24 Feb 2017
@nntaleb From: 1986 New Declassified CIA Memo Presents Blueprint for Syrian Regime Collapse https://www.libertarianinstitute.org/2017/02/cia-memo-scenarios-of-syrian-regime-collapse/ via @libertarianinst Permalink 3:43 AM – 24 Feb 2017
@nntaleb I made a deal with John Gray where I would stop writing nontechnical books and just promote his as they read as if I wrote them myself.https://twitter.com/kpo1978/status/834911263901745152 Permalink 4:24 PM – 23 Feb 2017
@nntaleb We can visualize the solution obtained via calculus (optimization). @CutTheKnotMath pic.twitter.com/DABxf8JaJP Permalink 3:49 PM – 23 Feb 2017
@nntaleb Me neitherhttps://twitter.com/TheRealNeilS/status/834805903924854784 Permalink 8:54 AM – 23 Feb 2017
@nntaleb Mr @ianbremmer please take students and visa-immigrants (former students whi stayed) from sample and show us results. Permalink 8:29 AM – 23 Feb 2017
@normonics The Minority Rule. cc @nntalebhttps://twitter.com/mariawirth1/status/834718262369853440 Permalink 6:36 AM – 23 Feb 2017
@nntaleb Friends, thanks for the votes. Here is the passage from Skin In the Game. Business Plans shd not look like Business Plans pic.twitter.com/c105qZNbOY Permalink 6:29 AM – 23 Feb 2017
@nntaleb Statistical BS: compare cohort to cohort. “Muslims” in US (Iranians & Leb Shiites, Indo-Pakistanis) don’t compare to Sunni Muslims outside.https://twitter.com/ianbremmer/status/834756931705266176 Permalink 5:48 AM – 23 Feb 2017
@nntaleb Precisely: as self-righteous imbeciles like Tatchell spreads fake numbers they become consensus @PeterTatchell @lecaester @GreenRupertRead Permalink 5:44 AM – 23 Feb 2017
@john_f_hamer “The problem of knowledge is that there are many more books on birds written by ornithologists than books on birds written by birds.”—Taleb pic.twitter.com/amj3lzhW0u Permalink 3:24 PM – 22 Feb 2017
@nntaleb Facts: 1) The press is free. 2) Media is acting as propaganda. Now explain analogies to Hitler/Fascism that don’t lead to reverse. #Idiots Permalink 1:44 PM – 22 Feb 2017
@nntaleb For those into stochastic volatility, a result (maybe for book with @DrCirillo) pic.twitter.com/cwl50EpBy6 Permalink 8:10 AM – 22 Feb 2017
@nntaleb Fucking idiot, you mean the nonviolent AlQaeda? @PeterTatchell @Darius1296 @GreenRupertRead Permalink 7:52 AM – 22 Feb 2017
@nntaleb Nobody represents more the intellectual fraud faking *doing good* as Kenneth Roth. Good news: Frauds get eventually terminally busted.https://twitter.com/KenRoth/status/833755019971293187 Permalink 6:38 AM – 22 Feb 2017
@nntaleb The good news is that the 2nd order effect is the strongest summary, locally convex or concave 97% of info. @normonics @YanKan_ Permalink 6:35 AM – 22 Feb 2017
@nntaleb A deeper view of Antifragility:primacy of n-th order effects, all these (Asymmetry, convexity) are from nonlinearity=2nd+ deriv. @YanKan_ Permalink 6:29 AM – 22 Feb 2017
@nntaleb Libs can’t get #Antifragile as they think in 1st order. Exmpls: to themmin wage income; comfort health; variation stability; Permalink 6:00 AM – 22 Feb 2017
@sanjayk_13 @rhianna @nntaleb It’s not hyperbole, the trader most likely to blow up with a spectacular loss in the real world will win Permalink 4:58 PM – 21 Feb 2017
@nntaleb Also EPA colluded with Monsanto to cover up cancer datahttps://twitter.com/garyruskin/status/834151562008096768 Permalink 1:58 PM – 21 Feb 2017
@nntaleb Schools have “trading” competitions. W/o enough risk/skin in the game, incentive is to shoot for Probability not Exp. The WORST trader wins. Permalink 1:10 PM – 21 Feb 2017
@nntaleb UN Ambassador Samantha Something & Obama’s State Dept conveyed and acted on fake news.https://twitter.com/gjoene/status/834094781655576576 Permalink 10:42 AM – 21 Feb 2017
@nntaleb Will give 2 lectures May 4 (& 5) in the NECSI program.https://twitter.com/yaneerbaryam/status/834014527880585216 Permalink 6:46 AM – 21 Feb 2017
@nntaleb I can kapish uproar ag. one suggesting pedophilia. But where is the reaction ag. salafascist preachers who condone it? TwoFaced PseudoLibs! Permalink 6:32 AM – 21 Feb 2017
@nntaleb Worse: they defend, cover up for, even embrace Salafasism.https://twitter.com/Nigel_Farage/status/834035993955155968 Permalink 5:49 AM – 21 Feb 2017
@nntaleb To teach someone a real skill, teach him how to take risk & fail. He will never learn this in school. No nonrisktaker can ever teach it. v 2 Permalink 5:43 AM – 21 Feb 2017
@nntaleb If you want to teach someone a real skill, teach him how to fail. He will never learn it in school. Permalink 6:45 PM – 20 Feb 2017
@nntaleb My friend Peter @PeterJTanous managed to cross James Bond with a Catholic priest. A thriller. https://www.amazon.com/gp/customer-reviews/RVQYOQ0ZLNAT8/ref=cm_cr_dp_d_rvw_ttl?ie=UTF8&ASIN=1504035119 Permalink 6:28 AM – 20 Feb 2017
@nntaleb Mildly mistranslated: Greeks should be “Hellenes”, Hellenistic diaspora.https://twitter.com/ccavafy/status/833487269621268482 Permalink 5:08 AM – 20 Feb 2017