Rosewall ha scritto:Paoolino, ma alla luce della tua familiarità coi modelli statistici: 'sto Taleb è uno serio o è un mezzo cialtrone? Perchè leggendolo trovo molte delle sue considerazioni sensate ma mi chiedo (anzi: ti chiedo) se l'autore ci arrivi applicando rigorosi modelli statistici o se piuttosto non sia un lavoro a tesi dove la scienza statistica viene usata - diciamo così - con un pò troppa disinvoltura.
In ogni caso, sono letture che intrattengono piacevolmente, ma ecco volevo capire se prenderla come divulgazione, sia pure semplicistica, oppure come una divagazione sostanzialmente pseudo-scientifica, sia pure ricca di saggezza (so che ci sono in giro già diversi pareri contrastanti al riguardo, ma per lo più hanno preso una piega talmente polemica da risultare quasi inutili).
Riformulo meglio: ci sono suoi lavori scientifici che supportano le conclusioni che espone nei suoi libri?
Io ho letto solo Giocati dal Caso e Il Cigno Nero, gli articoli scientifici non ho mai avuto tempo di leggerli ma, francamente, non vedo perché la sua divulgazione debba essere piazzata nel calderone della pseudo-scienza.
E' molto più pseudo-scientifico l'approccio contro cui Taleb si batte: quello di sottostimare gli eventi rari o rarissimi facendo finta che non esistano. Chi fa questo utilizza la statistica con disinvoltura.
Comunque, dal suo sito:
PUBLICATIONS
BOOKS (>100 editions, 37 languages)
INCERTO, A Philosophical Essay on Uncertainty (no sequence).
Skin in the Game: The Logic and Thrills of Risk Taking, in preparation
Antifragile: Things That Gain From Disorder, Random House & Penguin (November 2012)
The Black Swan: The Impact of the Highly Improbable, Random House & Penguin (2007-2010 2nd. Ed.), Force et fragilité, reflexions philosophiques et empiriques. Paris: Les Belles Lettres (2010) -adapted from the postcript to the 2nd ed. of The Black Swan
The Bed of Procrustes: Philosophical and Practical Aphorisms, Random House & Penguin (2010)
Fooled by Randomness, Random House & Penguin (2001-2005 2nd Ed.)
The TECHNICAL INCERTO: Lectures on Risk and Probability. Mathematical expression of the ideas of the Incerto with demonstrations, proofs, and derivations.
Silent Risk , The Technical Incerto: Lectures on Risk and Probability, Vol 1, (freely available 2016),
A Mathematical Formulation of Fragility, The Technical Incerto: Lectures on Risk and Probability, Vol 2, (freely available 2016) , with Raphael Douady .
Other Technical and Nonliterary Books:
Dynamic Hedging: Managing Vanilla and Exotic Options, J. Wiley (1997)
SELECT TECHNICAL AND SPECIALIZED ARTICLES [FIELD] (Note that all academic publications need to be backup to points made philosophically in the Incerto)
2016 N N Taleb, "(Anti)fragility and convex responses in Medicine" [MEDICINE] Springer Handbook of Complexity in Medicine
2016 N N Taleb, "Fragility and Environment", in 12th Royal Colloqium, King of Sweden
2016 Cirillo, P. and N N Taleb, "The Decline of Violent Conflicts: What Do The Data Really Say?" Nobel Foundation, Proceedings of the Nobel Symposium [STATISTICS, POL SCIENCE]
2016 N N Taleb, "The meta-distribution of standard p-values" [MATHEMATICAL STATISTICS]
2016 Cirillo, P. and N N Taleb, "On the tail risk of violent conflict and its underestimation" Physica A: Statistical Mechanics and Applications [STATISTICS, EXTREME DEVIATIONS]
2016 Taleb N.N., and P. Cirillo, "On the shadow moments of apparently infinite-mean phenomena" [STATISTICAL METHODOLOGY, EXTREME DEVIATIONS]
2016 Cirillo, P. and N N Taleb, "Expected Shortfall Estimation for Apparently Infinite-Mean Models of Operational Risk", Quantitative Finance [RISK, EXTREME DEVIATIONS]
2015 Taleb, N.N, Model error and dimensionality discussion paper [PROBABILITY]
2015 Taleb, N.N., and Raphael Douady, "On the Super-Additivity and Estimation Biases of Quantile Contributions", Physica A: Statistical Mechanics and Applications [STATISTICS, PROBABILITY]
2015 Geman, Don, Hélyette Geman, and N.N. Taleb,"Tail Risk Constraints and Maximum Entropy", Entropy [PROBABILITY, RISK]
2015 Taleb, N.N. and Sandis (f. 2014), in Oxford University Press Handbook on Professional Economic Ethics: Views from the Economics Profession and Beyond, George DeMartino and Deirdre McCloskey, Editors [PHILOSOPHY/ETHICS]
2015 Taleb, N.N., "Biases and errors of the Gini Coefficient for Fat Tailed Variables", not yet submitted discussion paper [MATHEMATICS, WEALTH DISTRIBUTION]
2015 Milanovic, B., and Taleb, N.N., "How the superrich may be indifferent to income growth in their countries" not yet submitted discussion paper [ECONOMICS, WEALTH DISTRIBUTION]
2015 Taleb, N.N., "Unique Option Pricing Measure with Neither Dynamic Hedging nor Complete Markets", European Financial Management [(MATHEMATICAL) FINANCE, DERIVATIVES THEORY]
2015 Sandis C. and N.N. Taleb, (eds.) J Boaks & .M. Levine, Leadership and Ethics ( Bloomsbury, 2015)[PHILOSOPHY, ETHICS]
2015 Norman, J., Bar-Yam, Y., Taleb, N.N. , Issues in Science and Technology [RISK, ECOLOGY]
2014 Taleb, N.N., Read, R., Douady, R, Norman, J., Bar-Yam, Y., The Precautionaty Principle [RISK, ECOLOGY] under revision
2014 Taleb, N.N. and Greg Treverton, The Calm Before the Storm: Why Volatility Signals Stability and Vice Versa, Foreign Affairs [INTERNATIONAL RELATIONS]
2014 Taleb, N. N., in Tapiero, Bensoussan and Guégan, Future Perspectives in Risk Models and Finance, Springer [RISK]
2014 Sandis C. and N.N. Taleb, The silver rule for acting under uncertainty, Philosophers' Magazine [PHILOSOPHY, ETHICS]
2014 Taleb, N.N. and Rupert Read, Religion, Heuristics, and Intergenerational Risk Management, Econ Journal Watch [RISK, PHILOSOPHY]
2014 Taleb, N.N., and Gregory F. Treverton, Markers of Country Fragility: a methodology to detect the fragility of a political unit, RAND National Security Research Division PR-1154-USG March 2014 [RISK, SECURITY, POLITICAL SCIENCE]
2014 Taleb, N.N., Elements of Quantitative Finance: Four Points Beginner Risk Managers Should Learn from Jeff Holman's Mistakes in the Discussion of Antifragile, Quantitative Finance [QUANT FINANCE]
2014 Taleb, N.N., and Tetlock, P., On the Difference between Binary Prediction and True Exposure With Implications For Forecasting Tournaments and Decision Making Research [DECISION THEORY]
2014 Taleb, N. N. , and C. Sandis, "The Skin In The Game Heuristic for Protection Against Tail Events", Review of Behavioral Economics (Inaugural Issue)[ETHICS/PROBABILITY/RISK MANAGEMENT]
2013 Taleb, N.N. , 2013, "No, Small Probabilities are not "Attractive to Sell" Financial Analysts Journal [RISK MANAGEMENT]
2013 Taleb, N.N. and Douady, R.,2013, Mathematical Definition and Mapping of (Anti)Fragility, Quantitative Finance, [RISK MANAGEMENT]
2012 Taleb, N.N., Elie Canetti, Elena Loukoianova, Tidiane Kinda, and Christian Schmieder (2012) A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing , IMF [ECONOMICS, RISK]
2012 Taleb, N.N., and Martin, G. (f. ), "On Some Consequences of the Spurious Tail", [still] under revision, Journal of Alternative Investments [FINANCE]
2012 Taleb, N.N. and Martin, G. ( 2012), How to Avoid Another Crisis, f. SIAS Review of International Affairs [POLITICAL SCIENCE/PUBLIC POLICY]
2012 Taleb, N.N. and Martin, G. ,The Illusion of Thin Tails Under Aggregation, Journal of Investment Management [STATISTICS/FINANCE]
2012 Taleb, N.N. and Martin, G., Internationella Studier, Utrikespolitiska Institutet/The Swedish Institute of International Affairs [POLITICAL SCIENCE/PUBLIC POLICY]
2012 Taleb, N.N., The Future Has Thicker Tails than the Past: Model Error as Branching Counterfactuals, B. Mandelbrot Memorial [PHILOSOPHY/STATISTICS]
2012 Taleb, N.N., and Goldstein, D. (2012),The Problem is Beyond Psychology: The Real World is More Random than Regression Analyses, International Journal of Forecasting [DECISION THEORY]
2011 Taleb, N.N., and Blyth, M. , The Black Swan of Cairo, Foreign Affairs, 90,3 [POLITICAL SCIENCE]
2011 Douady, R. and Taleb, N. N., Statistical Undecidability, never submitted [MATHEMATICS]
2011 Taleb, N.N. Why Did the Crisis of 2008 Happen?, invited [then withdrawn by author, New Political Economy] [Also presented to the Obama Commission] [POLITICAL SCIENCE]
2010 Taleb, N. and Tapiero, C. The Risk Externalities of Too Big to Fail, Physica A: Statistical Physics and Applications
2010 Haug, E. G. and Taleb, N. N. Option Traders use Heuristics, Never the Formula known as Black-Scholes-Merton Equation, Journal of Economic Behavior and Organizations [ECONOMICS]
2010 Taleb, N. N. (2010) Common Errors in the Interpretation of the Ideas of The Black Swan and Associated Papers, Critical Review, Vol 21, No 4 [withdrawn by author during editing] [POLITICAL PHILOSOPHY]
2010 Mandelbrot, B. and Taleb, N. N. “Random Jump, not Random Walk", in The Known, the Unknown, and the Unknowable, Richard Herring Ed., Princeton University Press [STATISTICS]
2010 “Beliefs, Decisions, and Probability” , Blackwell Companion to the Philosophy of Action (with Avital Pilpel) [PHILOSOPHY]
2009 Taleb, N. N. Errors, Robustness, and the Fourth Quadrant, International Journal of Forecasting, 25 [DECISION THEORY/STATISTICS]
Taleb, N. N., Goldstein, D. G., and Spitznagel, M. "The Six Mistakes Executives Make in Risk Management", Harvard Business Review , October [MANAGEMENT]
2009 Makridakis, S. and Taleb, N., "Decision making and planning under low levels of predictability", International Journal of Forecasting, 25 [DECISION THEORY/STATISTICS]
2008 Taleb, N. N. (2008) Infinite Variance and the Problems of Practice, Complexity, 14(2). [MATHEMATICAL FINANCE]
2007 Goldstein, D. G. and Taleb, N. N. (2007) We Don't Quite Know What We Are Talking About When We Talk About Volatility, Journal of Portfolio Management, Summer 2007.[FINANCE]
2007 Taleb, N. N. "Black Swan and Domains of Statistics", The American Statistician, August 2007, Vol. 61, No. 3 [STATISTICS]
2007 Taleb, N. N. and Pilpel, A. Epistemology and Risk Management, Risk and Regulation, 13, Summer 2007 [RISK/PHILOSOPHY]
2005 Derman, E. and Taleb, N. N. The Illusion of Dynamic Replication, Quantitative Finance, vol. 5, 4 [MATHEMATICAL FINANCE]
2005 Taleb, N.N. I problemi epistemologici del risk management in: Daniele Pace (a cura di) Economia del rischio. Antologia di scritti su rischio e decisione economica, Giuffrè, Milano [RISK/PHILOSOPHY]
2004 Taleb, N. N. “Bleed or Blowup: What Does Empirical Psychology Tell Us About the Preference For Negative Skewness? ”, Journal of Behavioral Finance, 5[ FINANCE]
2004 Taleb, N.N. “Randomness and the Arts”, Literary Criticism/Critique Littéraire [COMPARATIVE LITERATURE]
“The Risk of Severe Infrequent Events” (with George Martin), The Banker, Sept 2007 [FINANCE]
"Fat Tails, Asymmetric Knowledge, and Decision Making, Essay in the Epistemology of Power Laws", Wilmott, 2005 [MATH FINANCE]
Foreword, Lectures on Stochastic Volatility, J. G. Gatheral (Wiley, 2006) [MATH FINANCE]
“These Extreme Exceptions of Commodity Derivatives”, in Commodity Derivatives, Helyette Geman (Wiley, 2004) [ FINANCE]
“On Skewness in Investment Choices”, Greenwich Roundtable Quarterly, Volume 2, 2004 [ FINANCE]
"Mandelbrot Makes Sense", Wilmott, 2005 [MATH FINANCE]