 |
||||||
|
Nassim Nicholas Taleb
NASSIM NICHOLAS TALEB is an essayist, belletrist, & researcher only interested in one single topic, chance (particularly extreme & rare events, the "Black Swans" i.e. outliers); but it falls at the intersection of philosophy/epistemology (skepticism; knowledge about the dynamics of history; inferential claims), philosophy/ethics (stoicism facing random events; theories of nonhedonic happiness), mathematical sciences (probability theory, statistical physics), social science/finance (opacity & incomplete information in economics), and cognitive science (the mental biases making us "fooled" by randomness). He mainly derives his intuitions from a 2-decade long and intense practice of derivatives trading ("nondull" activities with plenty of randomness). Taleb is currently Distinguished Professor of Risk Engineering at New York University’s Polytechnic Institute and a visiting professor at London Business School, where he runs experiments on the cognitive errors in the estimation of black swans. Before starting a career as a belletrist-researcher in 2005, Taleb held senior trading and "quant" positions in derivatives with trading houses in New York and London. His degrees include an MBA from the Wharton School and a Ph.D. from the University of Paris. He is the author of Dynamic Hedging , Fooled by Randomness, and The Black Swan. He considers himself an Edge Activist—a member of the "literary and empirical community of scientists-philosophers". Links: THE FOURTH QUADRANT: A MAP OF THE LIMITS OF STATISTICS[9.15.08] Beyond Edge: Nassim Nicholas Taleb's Home Page
|
