User profiles for N. N. Taleb
Nassim Nicholas TalebNYU Tandon School of Engineering, & Former Trader Verified email at nyu.edu Cited by 36458 |
[HTML][HTML] Tail risk of contagious diseases
P Cirillo, NN Taleb - Nature Physics, 2020 - nature.com
The COVID-19 pandemic has been a sobering reminder of the extensive damage brought
about by epidemics, phenomena that play a vivid role in our collective memory, and that have …
about by epidemics, phenomena that play a vivid role in our collective memory, and that have …
Black swans and the domains of statistics
NN Taleb - The american statistician, 2007 - Taylor & Francis
TBS) is only critical of statistics, statisticians, or users of statistics in a very narrow (but
consequential) set of circumstances. It was written by a veteran practitioner of uncertainty whose …
consequential) set of circumstances. It was written by a veteran practitioner of uncertainty whose …
Statistical consequences of fat tails: Real world preasymptotics, epistemology, and applications
NN Taleb - arXiv preprint arXiv:2001.10488, 2020 - arxiv.org
The monograph investigates the misapplication of conventional statistical techniques to fat
tailed distributions and looks for remedies, when possible. Switching from thin tailed to fat …
tailed distributions and looks for remedies, when possible. Switching from thin tailed to fat …
[BOOK][B] Antifragile: Things that gain from disorder
NN Taleb - 2014 - books.google.com
Antifragile is a standalone book in Nassim Nicholas Taleb’s landmark … Nassim Nicholas Taleb,
the bestselling author of The Black … What Taleb has identified and calls “antifragile” is that …
the bestselling author of The Black … What Taleb has identified and calls “antifragile” is that …
[BOOK][B] Dynamic hedging: managing vanilla and exotic options
NN Taleb - 1997 - books.google.com
Destined to become a market classic, Dynamic Hedging is the only practical reference in
exotic options hedgingand arbitrage for professional traders and money managers Watch the …
exotic options hedgingand arbitrage for professional traders and money managers Watch the …
[BOOK][B] Fooled by randomness: The hidden role of chance in life and in the markets
NN Taleb - 2016 - books.google.com
Nassim Nicholas Taleb's landmark Incerto series is an investigation of luck, uncertainty,
probability, opacity, human error, risk, disorder, and decision-making in a world we don't …
probability, opacity, human error, risk, disorder, and decision-making in a world we don't …
[BOOK][B] Skin in the game: Hidden asymmetries in daily life
NN Taleb - 2018 - books.google.com
# 1 NEW YORK TIMES BESTSELLER• A bold work from the author of The Black Swan that
challenges many of our long-held beliefs about risk and reward, politics and religion, finance …
challenges many of our long-held beliefs about risk and reward, politics and religion, finance …
Mathematical definition, mapping, and detection of (anti) fragility
The notions of fragility and antifragility were introduced by Taleb (2012). In short, fragility is
related to how a system suffers from the variability of its environment beyond a certain preset …
related to how a system suffers from the variability of its environment beyond a certain preset …
[BOOK][B] Antifragile: how to live in a world we don't understand
NN Taleb - 2012 - static.booktopia.com.au
We just don't want to just survive uncertainty, to just about make it. We want to survive uncertainty
and, in addition—like a certain class of aggressive Roman Stoics—have the last word. …
and, in addition—like a certain class of aggressive Roman Stoics—have the last word. …
Errors, robustness, and the fourth quadrant
NN Taleb - International Journal of Forecasting, 2009 - Elsevier
The paper presents evidence that econometric techniques based on variance–L 2 norm–are
flawed and do not replicate. The result is un-computability of the role of tail events. The …
flawed and do not replicate. The result is un-computability of the role of tail events. The …