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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 https://twitter.com/nntaleb/status/636866379937923072 Tonight’s lecture at Bloomberg Quant Seminar: my slides on error and dimensionality https://dl.dropboxusercontent.com/u/50282823/Error%20and%20Dimensionality.pptx.pdf

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. https://dl.dropboxusercontent.com/u/50282823/Propagation.pdf PS: Actually we show how we lose predictability by adding dimensions, with a trade-off, so it can lead to precise policies and decisions […]