Black Swan

Nassim

出版时间

2010-05-01

ISBN

9780679604181

评分

★★★★★
书籍介绍

A black swan is a highly improbable event with three principal characteristics: It is unpredictable; it carries a massive impact; and, after the fact, we concoct an explanation that makes it appear less random, and more predictable, than it was. The astonishing success of Google was a black swan; so was 9/11. For Nassim Nicholas Taleb, black swans underlie almost everything about our world, from the rise of religions to events in our own personal lives. Why do we not acknowledge the phenomenon of black swans until after they occur

目录
Prologue
PART ONE:UMBERTO ECO'ANTILIBRARY,OR HOW WE VALIDATION
PART TOW:WE JUST CAN'T PREDICT
PART THREE:THOSE GRAY SWANS OF EXTREMISTAN
PART FOUR:THE END

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用户评论
塔里布世界中的黑天鹅广义上包含两类,一类是由幂律分布控制,不符合正态分布因此导致肥尾事件频发而让大数定理下本以为会收敛且不可能发生的事件经常发生的事件,如87年闪崩,财富不均匀分布,畅销书销量或引用文章次数马太效应明显等等,又可称灰天鹅;另一类标准黑天鹅事件的诱发因素处于隧穿效应(即我们在决策中所关注的变量)之外,比如尽管赌场通过概率设计与下注上限让大数定律进来控制了有限损失,但无法避免在概率设计之外的标准黑天鹅事件,诸如没有给从小领虎长大的驯兽师加保险结果驯兽师被咬死导致高额赔偿,或与合同工纠纷导致合同工愤而纵火,或意外未缴税导致国税局重罚等。因此塔里布认为,无论灰天鹅还是黑天鹅,确定发生概率是极难的,因此应对不确定性的核心问题不是确定概率,而是思考对结果的应对(如罕见的地震或大市崩盘等)
..........别看,从他把uncle拿出来举例的时候,我实在不想浪费时间了。不知道学历史的怎么想。理论太简单太概括不值得写书,如果真的相信,你也没解释好。对不起了professor么
Modeling, forecasting, uncertainty analysis, all in vain... Basically no techniques can quantify uncertainty in Extremistan, yet we are still performing fraud by making the assumptions... To me it's become a moral issue...
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