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Tag: entropy

Correlation is not Additive with Some Consequences for Subsamples

On May 10, 2019 By Admin In Videos, Writing

How the correlation of subsections will be lower than the total (in absolute value). With implications for “empirical” research.

Link to PDF – https://www.dropbox.com/s…

How Much Data Do You Need? A Pre-asymptotic Metric for Fat-tailedness

On May 9, 2019 By Admin In Twitter, Writing

FINALLY PUBLISHED
How much data do you need? An operational, pre-asymptotic metric for f… https://t.co/FkS96MZjAv

— Nassim Nicholas Taleb (@nntaleb) March 28, 2019

Free copy of the paper – https://arxiv.org/pdf/1802.05495.pdf

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