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dc.contributor.authorTaleb, Nassim Nicholas-
dc.contributor.authorBar-Yam, Yaneer-
dc.contributor.authorCirillo, Pasquale-
dc.date.accessioned2022-07-27T07:33:34Z-
dc.date.available2022-07-27T07:33:34Z-
dc.date.issued2022-01-20-
dc.identifier.issn0169-2070de_CH
dc.identifier.issn1872-8200de_CH
dc.identifier.urihttps://digitalcollection.zhaw.ch/handle/11475/25331-
dc.description.abstractWe discuss common errors and fallacies when using naive "evidence based" empiricism and point forecasts for fat-tailed variables, as well as the insufficiency of using naive first-order scientific methods for tail risk management. We use the COVID-19 pandemic as the background for the discussion and as an example of a phenomenon characterized by a multiplicative nature, and what mitigating policies must result from the statistical properties and associated risks. In doing so, we also respond to the points raised by Ioannidis et al. (2020).de_CH
dc.language.isoende_CH
dc.publisherElsevierde_CH
dc.relation.ispartofInternational Journal of Forecastingde_CH
dc.rightsLicence according to publishing contractde_CH
dc.subjectCOVID-19de_CH
dc.subjectDebatede_CH
dc.subjectEvidence-based sciencede_CH
dc.subjectForecastingde_CH
dc.subjectTail riskde_CH
dc.subjectRisk fallacyde_CH
dc.subject.ddc510: Mathematikde_CH
dc.titleOn single point forecasts for fat-tailed variablesde_CH
dc.typeBeitrag in wissenschaftlicher Zeitschriftde_CH
dcterms.typeTextde_CH
zhaw.departementSchool of Management and Lawde_CH
zhaw.organisationalunitInstitut für Wirtschaftsinformatik (IWI)de_CH
dc.identifier.doi10.1016/j.ijforecast.2020.08.008de_CH
dc.identifier.pmid33100449de_CH
zhaw.funding.euNode_CH
zhaw.issue2de_CH
zhaw.originated.zhawYesde_CH
zhaw.pages.end422de_CH
zhaw.pages.start413de_CH
zhaw.publication.statuspublishedVersionde_CH
zhaw.volume38de_CH
zhaw.publication.reviewPeer review (Publikation)de_CH
zhaw.webfeedW: Spitzenpublikationde_CH
zhaw.author.additionalNode_CH
zhaw.display.portraitYesde_CH
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Taleb, N. N., Bar-Yam, Y., & Cirillo, P. (2022). On single point forecasts for fat-tailed variables. International Journal of Forecasting, 38(2), 413–422. https://doi.org/10.1016/j.ijforecast.2020.08.008
Taleb, N.N., Bar-Yam, Y. and Cirillo, P. (2022) ‘On single point forecasts for fat-tailed variables’, International Journal of Forecasting, 38(2), pp. 413–422. Available at: https://doi.org/10.1016/j.ijforecast.2020.08.008.
N. N. Taleb, Y. Bar-Yam, and P. Cirillo, “On single point forecasts for fat-tailed variables,” International Journal of Forecasting, vol. 38, no. 2, pp. 413–422, Jan. 2022, doi: 10.1016/j.ijforecast.2020.08.008.
TALEB, Nassim Nicholas, Yaneer BAR-YAM und Pasquale CIRILLO, 2022. On single point forecasts for fat-tailed variables. International Journal of Forecasting. 20 Januar 2022. Bd. 38, Nr. 2, S. 413–422. DOI 10.1016/j.ijforecast.2020.08.008
Taleb, Nassim Nicholas, Yaneer Bar-Yam, and Pasquale Cirillo. 2022. “On Single Point Forecasts for Fat-Tailed Variables.” International Journal of Forecasting 38 (2): 413–22. https://doi.org/10.1016/j.ijforecast.2020.08.008.
Taleb, Nassim Nicholas, et al. “On Single Point Forecasts for Fat-Tailed Variables.” International Journal of Forecasting, vol. 38, no. 2, Jan. 2022, pp. 413–22, https://doi.org/10.1016/j.ijforecast.2020.08.008.


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