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
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
via: Facebook
https://twitter.com/nntaleb/status/602097174441132032
Answering questions about http://arxiv.org/abs/1505.04722 : Peak-over-Threshold is to Block Maxima what Lebesgue integral is to RiemannOn the tail risk of violent conflict and its underestimation
On the tail risk of violent conflict and its underestimation. A statistical picture of violence: no, the frequency of violent conflicts and their risk did not decline. The “long peace” is not seen in the data. With Pasquale Cirillo.
Source: On the tail risk of violent conflict and its… – Nassim Nicholas Taleb
Is the Pope Atheist?
www.fooledbyrandomness.com/isthepopeatheist.pdf
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(Please do not divert the conversation away from the topic at hand, namely revelation of preferences. Thank you.)