9 de mar. de 2012

Não vale criticar os modelos.


The Black Swan (Nassim Nicholas Taleb)
- Highlight Loc. 3349-55  | Added on Friday, November 04, 2011, 08:03 PM

You invoke the outlier. Something happened that was outside the system, outside the scope of your science. Given that it was not predictable, you are not to blame. It was a Black Swan and you are not supposed to predict Black Swans. Black Swans, NNT tells us, are fundamentally unpredictable (but then I think that NNT would ask you, Why rely on predictions?). Such events are “exogenous,” coming from outside your science. Or maybe it was an event of very, very low probability, a thousand-year flood, and we were unlucky to be exposed to it. But next time, it will not happen. This focus on the narrow game and linking one’s performance to a given script is how the nerds explain the failures of mathematical methods in society. The model was right, it worked well, but the game turned out to be a different one than anticipated.