The monograph investigates the misapplication of conventional statistical techniques to fat
tailed distributions and looks for remedies, when possible. Switching from thin tailed to fat …

Новая книга всемирно известного мыслителя, автора «Черного лебедя» Нассима
Николаса Талеба открывает серию The Technical Incerto Collection и посвящена тем …

We are happy to respond to Clayton's letter, in spite of its confusions, as it will give us the
opportunity to address more fundamental misunderstandings of the role of quantitative …

Time series forecasting is a fundamental problem in machine learning with relevance to
many applications including supply chain management, finance, healthcare, etc. As an …

15.2 The dual Distribution 288 15.3 Back to Y: the shadow mean (or population mean) 290
15.4 Comparison to Other Methods 293 15.5 Applications 294 16 on the tail risk of violent …