Monthly Archives: May 2014

A bit technical, but the paper on measure of concentration under fat tails…

A bit technical, but the paper on measure of concentration under fat tails –just finished — also mentions Pinker’s mistakes in “The Better Angel”, but dismissing Pinker’s thesis and conclusions from microscopic sample for fat tails doesn’t require more than one single sentence. We had to add two theorems so people don’t counter us with the use of unrigorous arguments and “opinions” a la Pinker & journalistic social scientists.
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2434363

On the Biases and Variability in the Estimation of Concentration Using Bracketed Quantile…In fat-tailed domains, sample measures of top centile contributions to the total concentration are biased, unstable estimators extremely sensitive to sample …

via A bit technical, but the paper on measure of… – Nassim Nicholas Taleb.

The most rewarding moment in an author’s career….

The most rewarding moment in an author’s career. Finally, I am no longer the author of several books. I am now the author of a single book in 4 volumes: INCERTO, plus technical companions. Why does it matter? I don’t know, but it is a big, very big deal to see your work as a single large coherent and self contained unit, to which you keep adding pieces to, ultimately, leave very few stones unturned.

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http://www.amazon.com/Antifragile-Things-That-Disorder-Incerto/dp/0812979680/ref=cm_cr_pr_product_top

Antifragile: Things That Gain from Disorder (Incerto)

Nassim Nicholas Taleb, the bestselling author of The Black Swan and one of the foremost thinkers of our time, reveals how to thrive in an uncertain world. Just as human bones get stronger when subjected to stress and tension, and rumors or riots intensify when someone tries to repress them……

via The most rewarding moment in an author’s career…. – Nassim Nicholas Taleb.