Entre autrs, toutes les visons paranoïaques de Nina auraient dues être vues dans des glaces. Avec Publiée le 13 octobre 2013 En plus, tout ce qui fait la supériorité du cinéma sur les autres arts est totalement absent.

I personally use bjerksund stensland as a model, but just for pricing.If you take any large corpus of text and start counting the frequencies that different words occur you will rapidly notice that a Taleb's rants against VAR and mediocristan have always seemed like borderline straw man bashing to me. I don't know if research in extreme value theory is still a hot topic, but it tries to address these problems.

I definately respect the guy's technical chops - he was mandelbrot's student.This is a very good response to Nassim Nicholas Taleb.This isn't really a... well, it is a critique in the european sense, but it is not really a rebuttal. Publiée le 16 juillet 2013 A critique of The Black Swan (berkeley.edu) 72 points by biohacker42 on Feb 9, 2009 | hide | past | web | favorite | 16 comments: thomaspaine on Feb 9, 2009. Why doesn't he give authors like bouchard and potters who have built on mandelbrot's work their due?

"These models are bad because the companies that have been bet on their accuracy go bust.They go bust because they assume that the probability of "black swans" such as housing prices throughout the country all going down at the same time is vanishingly small when it isn't.Anyways, do you know if anyone is trying to come up with something better?Here is a nice paper on risk measures, and points out some of the problems with VaR: My apologies if you're unable to grok the contents of these papers...they're both a little technical but I can't think of anything off the top of my head that's more accessible.Hi, options guy here.

It is exciting, quite mad and often really scary.

More on my website if you're interested: navanitarakeri.comA Black Swan is not just a rare event - it is defined as a rare event with _high impact_.Statistical NLP may handle rare occurrences well (are you talking about smoothing?

Impossible de répondre tellement le coté malsain domine et que aucune règle de aucun genre n’est respectée. Taleb calls this the Black Swan theory..

Peter Bradshaw applauds a film about fear, love and hatredFantastically deranged at all times, Darren Aronofsky's ballet psycho-melodrama is a glittering, crackling, outrageously pickable scab of a film.At its centre is young ballerina Nina Sayers, played by Portman has decisively moved out of the ugly duckling phase of her career with this tremendous performance as Nina, a hardworking corps member of a New York City ballet company who has low-level dieting and self-harm issues more or less under control. Même pour ceux qui détestent les ballets. Suivre son activité Si le thème de la folie à travers une danseuse schizophrène est le fil conducteur de cette histoire, on reste plutôt sur sa faim, faute à un véritable scénario... De plus, que de scènes lourdes, inutiles, de personnages caricaturaux qui frisent presque le ridicule !

by Nassim Nicholas Taleb. Down in the Weeds, Where the World Once Was Elle semble presque absente et en devient peu crédible !

Mathieu Kassovitz Le thème de la folie vècue comme une rèalitè est effrayante à voir! Il est l' un des plus grand réalisateur de notre époque. "Black swan" is a catch-all phrase for "outliers" or wildly unexpected events and processes: something such as 9/11, for instance, or the rise of Google. Lire ses 4 339 critiques

He's probably right to do so.

Yasujirô Ozu

When in fact estimating the tail-exponent (the 'alpha' of a power law process) is fraught with small-sample effects and one cannot reliably make decisions even when you do come up with an estimate of the tail-exponent. Parfait ............ Publiée le 12 février 2011

Touching Thomas also appears to be on the agenda.

Back in the day before computers couldn't run calculations, market makers could arb using these models, but due to the liquidity of the market it's much harder to now.Also, BS assumes european-style options, which is not the case on nearly all options trading.