Nassim discusses “how ‘evidence’ about the risk of terrorism as shown in the NYT and by BS vending journos makes no sense statistically” and “explains the difference between classes using principles of Extreme Value Theory EVT without any math.”
Nassim at the Jaipur Literature Festival, in conversation with Emma Sky, Ha-Joon Chang, Sadaf Saaz and Patrick French.
Nassim recently spoke at the Jaipur Literature Festival.
Nassim gave this lecture on tail risk measurement heuristics at the One Bank Flagship Seminar.
Nassim outlines the key issues for risk management at the 2016 RiskMinds International Conference in Amsterdam.
Nassim and Gerd Gigerenzer on the dichotomy of behavioural economics.
Nassim made this presentation at the RiskMinds International Conference on December 7, 2016.
In a short video on the CNBC website, Nassim explains that he is voting for neither Trump nor Clinton in the upcoming election, for ethical reasons, but that he doesn’t expect Trump to do anything apocalyptic.
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.