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Understanding is poor substitute for convexity (2012)

93 pointsby reese_johnover 4 years ago

9 comments

H8crilAover 4 years ago
A good case in point is small biotech companies focused on research.<p>Technically traded on the capital markets as common stocks (and if there are enough adults in the room - without debt), but in reality the securities of such companies behave exactly like very convex options - whatever drugs the company is currently working on will either work or not. If it clicks, great, you get FDA approval and the stock is suddenly worth 5x or maybe even 50x more on the basis of patent royalties or outright drug sales. If not, the failed research operation is either recapitalized by patient investors or decomposed by liquidators, while the &quot;real world resources&quot; (researchers and equipment) find a new thing to do.
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sooheonover 4 years ago
Taleb makes great points here. The only counterargument I am aware of is Nick Bostrom&#x27;s &quot;Vulnerable World&quot; hypothesis[1]. Taleb assumes that negative outcomes may simply be abandoned at zero cost, and therefore reducing research costs (options contract prices) is the sole necessary step for increasing optionality. The VWH claims that certain technological advances, once they&#x27;re out of Pandora&#x27;s box, are impossible to abandon or ignore.<p>[1]: <a href="https:&#x2F;&#x2F;onlinelibrary.wiley.com&#x2F;doi&#x2F;full&#x2F;10.1111&#x2F;1758-5899.12718" rel="nofollow">https:&#x2F;&#x2F;onlinelibrary.wiley.com&#x2F;doi&#x2F;full&#x2F;10.1111&#x2F;1758-5899.1...</a>
gerdesjover 4 years ago
&quot;What allows us to map a research funding and investment methodology is a collection of mathematical properties that we have known heuristically since at least the 1700s and explicitly since around 1900 (with the results of Johan Jensen and Louis Bachelier).&quot;<p>Beautifully put yet so counter-intuitive.
aaron695over 4 years ago
Is this the earliest know document written by GPT-3?<p>Because Taleb writes to not be understood (which would bring scrutiny) It&#x27;s hard to know exactly what it&#x27;s saying but take 2. for instance. It doesn&#x27;t explain how to make this actionable.<p>If I understand it correctly, Paul Graham famously wrote about this a few months earlier in English - <a href="http:&#x2F;&#x2F;www.paulgraham.com&#x2F;swan.html" rel="nofollow">http:&#x2F;&#x2F;www.paulgraham.com&#x2F;swan.html</a> (Ironically using Taleb&#x27;s &#x27;Swan&#x27;). It&#x27;s not great at answers either, but at least it&#x27;s understandable.<p>How do you action 3. ? It&#x27;s just a clever way to say you might have to pivot, I think?<p>Things have costs. Being open to pivoting has a cost. Of course no cost pivoting is a no-brainer, like the numberless graphs. But in the real world with costs what do you do?
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ncmncmover 4 years ago
The first few paragraphs seem ignorant, almost designed to drive away the impatient; but the following paragraphs demonstrate they lead to deep results.<p>A key result for current society is that the system by which grants are apportioned by science foundations is absolutely counterproductive. The only mark in their favor is that they do issue grants, in smallish amounts to a large number of recipients. Demanding up front the expected outcome is the most harmful feature; they should instead favor the expectation of surprising results from new and poorly-understood phenomena.<p>The failure of grants committees to foster development of mRNA vaccines is telling. That a for-profit company proved able to develop the technology does not mean that for-profit companies are good at research. Rather, it means that the bar for improving on the current system is very low.
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killjoywashereover 4 years ago
Apropos this result demonstrating better predictions of orbital mechanics from observation than with Kepler&#x27;s laws.<p><a href="https:&#x2F;&#x2F;phys.org&#x2F;news&#x2F;2021-02-machine-theory-nature-science.html" rel="nofollow">https:&#x2F;&#x2F;phys.org&#x2F;news&#x2F;2021-02-machine-theory-nature-science....</a>
not2bover 4 years ago
This reads like someone who doesn&#x27;t understand how evolution works. Even with a badly behaved utility function, gains can be made with a random process because less fit offspring die off, and more fit offspring survive and reproduce. Convexity is not required.
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B1FF_PSUVMover 4 years ago
&gt; has lied hidden<p>The best I can get out of Google Translation is &quot;mentitus est occultatum&quot;<p>?
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qwantim1over 4 years ago
The argument made is seemingly harmless, but historically has been proven incompatible with morality.<p>For example, one could argue those that are poor or uneducated are that way because of nature, their IQ, their race or ethnicity, but we know this to be false and immoral.