Taleb: Silent Risk Section 3.2 Problems and Inverse Problems
In the real world we generally have only the data and no information about what generated the data. We can go far astray if we make the wrong assumptions.
Nassim Nicholas Taleb: Silent Risk Review (I)
I have read most everything Nassim Nicholas Taleb has published. He is working on a new, more technical exposition to go along with his latest “Antifragile”. The draft of the book is called “Silent Risk” and is available on Taleb’s...
RSelenium on a Mac
My introduction to the fascinating world of web scraping using RSelenium on a Mac. Please note I have since updated this article.
Ch-Ch-Ch-Ch-Changes: Detecting Multiple Changes
In my previous post I looked at the problem of detecting a change in a randomly generated time series. At some point in the time series, the mean and/or the standard deviation used to generate the series makes a step-change. In this post I want to look at a more...