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Tag Archives: entropy

Entropy, Monsanto, Mutual Information, “European”, Localism, Correlation, Leaving NY, IQ, Pinker, DUNNING-K | Twitter

FINALLY PUBLISHEDHow much data do you need? An operational, pre-asymptotic metric for f… https://t.co/FkS96MZjAv — Nassim Nicholas Taleb (@nntaleb) March 28, 2019 @paulportesi Seriously I f****** love waking up to this. Entropy methods better than correlation in nonlinearities. F****** brilliant. https://twitter.com/nntaleb/status/1111966227503689728 ¬† Permalink 5:54 AM – 30 Mar 2019 @nntaleb PROBABILITY DU JOUR Just to […]

A formalization of the barbell strategy

https://twitter.com/nntaleb/status/602476618108436482 A formalization of the barbell strategy: “Tail risk constraint and maximum entropy” (Final Version) http://www.fooledbyrandomness.com/barbell.pdf

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