Nassim says:

This tutorial presents the intuitions of the randomness of sample correlation (spurious correlation) and the methodologies in derivations.
Some later sections are somewhat technical as rederived an old equation with more precise functions (in order to apply to fat tails) and showed the distribution of the maximum of d variables with n points per variable.
This paves the way to the real scientific work on random matric theory under fat tails and failure of Marchenko-Pastur.

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A Mini-MOOC Tutorial: The Randomness of Correlation and its Hacking by Big Dataists

Posted on

October 26th, 2016

Category

MOOCs, Videos