Taleb’s anti-presentation on fragility heuristics

After a longer time (and not counting his short, messy Youtube videos), there is a tiny bit of new Taleb material presented at his seminar at Bank of England.

Trust it to a bank to mess up a simple thing like a video stream: you have to jump 1h:18 into the video & they didn’t shoot the slides. This doesn’t make one feel very confident in them handling complex matters šŸ™‚

 

The slides can be seen separately here:

https://dl.dropboxusercontent.com/u/50282823/BoE2016.pptx-show.pdf

The presentation has some of Taleb’sĀ standard fare, but the introduction is very good (the perils of sampling & statistics on fat tailed distributions). The talk is supposed to be about the paper:Ā A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing, but unfortunately, he barely gets to it.

Similarly to his concept of anti-library (“books you haven’t yet read are more important that those you did”) this turned out to be an anti-presentation (the good/new stuff was mostly left out…).

Either I’m getting old or he does (or both), but he seemed friendlier and less arrogant than his usual self (Taleb is somebody who I love dearly, and love to hate even more! I think he’d approve this sort of sentiment).

 

 

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