Sunday, April 26, 2015

How Can I Go About Understanding the Math in Nassim Taleb's Technical Papers?

A great answer to this great question @ Quora:

Taleb uses fairly advanced math, especially Analysis, Probability and Statistics. So the first step would be to crack up a book on university-level analysis theory and building on that. Exercise are not dispensable, since that’s when you will internalize the concepts that you are presented. Merely reading about them is not enough, you have to handle them to really get a grasp on what they mean.

I would like to tell you that you can make do without studying things like linear algebra, which seem at first a bit distant from analysis, but unfortunately, they are absolutely crucial in understanding probability theory, so you’ll have to do that as well. Mathematics is a discipline in which you become knowledgeable by making yours a lot of intermediary concepts. It’s a fascinating journey, but there are no shortcuts. Good luck.

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