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Tag Archives: Error

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

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. PS: Actually we show how we lose predictability by adding dimensions, with a trade-off, so it can lead to precise policies and decisions […]