extreme value theory Archives

Statistical Consequences of Fat Tails on X

3rd Edition of Statistical Consequences of Fat Tails

Statistical Consequences of Fat Tails 3rd Edition on Amazon – amazon.com/dp/B0CD8X5YC5

Friends, @AUB_Lebanon @MSFEA_AUB (Engineering) will be starting a comprehensive class on statistics of THICK TAILS. I will co-teach w/2 colleagues.

While we believe that there are courses on Fat tails here & there (mostly Stable dist & EVT), I could not find such a class taught…
— Nassim Nicholas Taleb (@nntaleb) January 31, 2025

Tail Risk of Contagious Diseases
Pasquale Cirillo∗ and Nassim Nicholas Taleb†
∗Applied Probability Group, Delft University of Technology
†Tandon School of Engineering, New York University
Forthcoming, Nature Physics
PDF Download Link: academia.edu/42307438/…

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A recent work with @nntaleb just appeared in “ICCS 2018: Unifying Themes in Complex Systems IX”.https://t.co/a4FU760FGX pic.twitter.com/TDvEekhtrs

— Pasquale Cirillo (@DrCirillo) August 1, 2018

Link: On the Shadow Moments of Apparently Infinite-Mean Phenomena

Tag: extreme value theory

[X] Nassim Nicholas Taleb Releases Full-Color Hardcover of Statistical Consequences of Fat Tails

[X] Nassim Nicholas Taleb Announces Updated Paperback Edition of Statistical Consequences of Fat Tails on Amazon

Nassim Nicholas Taleb Releases 3rd Edition of Statistical Consequences of Fat Tails

[X] Nassim Nicholas Taleb to Co-Teach Thick Tail Statistics at the American University of Beirut

Tail Risk of Contagious Diseases

Nassim and Pasquale’s work appears in ICCS 2018: Unifying Themes in Complex Systems IX