Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

Trend · papers per month

count% of corpus
0.3%0.5%0.8%0.2% · Sep 201619922001200920182026
3 results for “Nassim Taleb”
Big is Fragile: An Attempt at Theorizing Scaleecon.GN

Big investments are fragile and prone to poor outcomes due to uncertainty.

problem The fragility of large capital investments leading to poor returns.
method Characterizing fragility as easily harmed by randomness and analyzing various sources of uncertainty.
result Big capital investments have a disproportionate exposure to uncertainties that can lead to negative returns.
fragilityuncertaintycapital investmentsnegative net present valueNassim Taleb
2016-03-04abs ↗pdf ↗
Stochastic Tail Exponent For Asymmetric Power Lawsq-fin.ST

Study examines power laws with stochastic tail exponent and its effects on moments and mean.

problem Uncertainty in tail exponent affects moments and mean of power law distributions.
method Analyzes stochastic tail exponent and its impact on moments and mean of power law distributions.
result Stochasticity of tail exponent induces bias in estimating moments and mean, especially in data uncertainty.
power lawsstochastic tail exponentmomentsmeanuncertainty
2016-09-08abs ↗pdf ↗