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The Black Swan- A Book Review by Sutton

THE BLACK SWAN:     


THE IMPACT OF THE HIGHLY   
IMPROBABLE

By

 Nassim Nicholas Taleb

Reviewed by

   Geoffrey W. Sutton

Currently, we are experiencing a Black Swan event. Covid-19, a coronavirus, is raging from nation to nation knowing people down with flu symptoms and sending others to hospitals or to their grave. All of a sudden, when the virus began to spread, world financial markets plunged wiping out trillions of dollars worth of savings and financial assets.

Black Swan events are those unpredictable events that are so unique that they cannot be predicted using traditional statistical modeling. Black Swan events are statistical outliers that most scientists would remove from a dataset to avoid skewed distributions. But you do not need to understand statistics to know, that scientists and business leaders can miss events that are so rare.

Nassim Nicholas Taleb published The Black Swan in 2007 and my academic review was published the next year. The book was as relevant then as it is today and likely will be again. It's hard to prepare for a Black Swan, but we can prepare for some low frequency destructive events.

You might wonder where the name, Black Swan, comes from. It so happens that Europeans thought all swans were white until they encountered a black swan. Black swans were not known to exist until they were seen.

About the Book - The Black Swan

Best selling author, Nassim Taleb, explains the three characteristics of a black swan:

1. It is an outlier that is beyond our expectations;
2. it carries an extreme impact, and because of human nature,
3. people construct a post hoc explanation suggesting it was predictable (pp. xvii-xviii).

In an entertaining and highly articulate prose, punctuated with satire and lucid illustrations, Taleb drills home the problem of faulty reasoning about quantitative data through 19 chapters divided into four parts. He thoughtfully includes a glossary followed by extensive notes (19 pages), a bibliography (28 pages), and an index.

Taleb asserts that part one is mostly about psychology. The potpourri of nine chapters begins
with a personal story illustrating the problems of anticipating future events, including predictions
about human behavior, from almost any time in the history of his native Lebanon.

Three key points about the opacity of history are worth repeating.

1. People act as if they understand what is going on at any given point in time, but the world seems more complicated than presented.
2. Empirical reality is different from the retrospective illusion of clearly organized patterns presented in history books.
3. Leaders appear to overvalue information, especially when they categorize information.

Chapter three provides examples in easy-to-understand language of problems that can be understood in terms of normal distributions (e.g., health and psychological characteristics) and those that are not amenable to such an analysis (e.g., wealth, accidents, probabilities of war, and genocide).

In a few chapters, Taleb illustrates the problem of predicting events based on a fundamental inability to consider all the relevant data. In addition to the aforementioned problems, people believe that existing trends will continue (chapter four) and have a confirmation bias that interferes with the search for the unknown (chapter five).  Other chapters illustrate the faulty ways people develop personal theories of causation in contrast to experimental methods.

Taleb presents part two as a combination of psychology and business. He builds on previous examples to illustrate the problem of prediction. The problems inherent in probability models affect daily life whether considering the odds of cancer treatment or predicting a stock price. We have trouble when we do not know what data to include in a model, include excessive amounts of irrelevant data, or use models suited to current patterns when extreme values represent the truth about reality rather than data to be ignored. He concludes this part with suggestions on how to distinguish between predictions that may lead to positive or low harm outcomes (e.g., publishing a book) versus those areas of life-outcomes where there are considerable downside risks (e.g., homeland security, health risks). He also offers suggestions on how to increase the probability of finding rare opportunities by taking advantage of offers to meet well-connected people who appear able to make things happen, avoiding a focus on that which is precise and local, and being wary of forecasts about the future (read government reports).

Part three includes more of a technical analysis of the problems with the bell curve and constructing
models of probability. Those who recall their statistics courses will appreciate the familiar warnings about variations in statistics in different samples, problems of stability, and inappropriate interpretations of correlations between events. Taleb provides numerous examples of patterns of human behavior that are better explained by fractional exponential increases rather than linear trends. He further notes that the patterns of these phenomena often do not appear within a short period of time.

Part four is but one short chapter. He concludes as he began with a personal view of handling the unknowns of life. Noting that he is hyperconservative about matters that can have significant negative consequences like health and investing in contrast to low harm experiences.

A few quotes I like from Taleb's book posted by other readers on Goodreads.

“It has been more profitable for us to bind together in the wrong direction than to be alone in the right one. Those who have followed the assertive idiot rather than the introspective wise person have passed us some of their genes. This is apparent from a social pathology: psychopaths rally followers.”
― Nassim Nicholas Taleb, The Black Swan: The Impact of the Highly Improbable

“When you develop your opinions on the basis of weak evidence, you will have difficulty interpreting subsequent information that contradicts these opinions, even if this new information is obviously more accurate.”
― Nassim Nicholas Taleb, The Black Swan: The Impact of the Highly Improbable

“It is my great hope someday, to see science and decision makers rediscover what the ancients have always known. Namely that our highest currency is respect.”
― Nassim Nicholas Taleb, The Black Swan: The Impact of the Highly Improbable

“We tend to use knowledge as therapy.”
― Nassim Nicholas Taleb, The Black Swan: The Impact of the Highly Improbable

“The inability to predict outliers implies the inability to predict the course of history”
― Nassim Nicholas Taleb, The Black Swan: The Impact of the Highly Improbable

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