Errors, robustness, and the fourth quadrant
Integrity signals
Registry
Cites
Statistics
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
Stress tests can be ineffective owing to risk hiding in the tail below the stress test.
“One of the authors has shown where these can be as ineffective owing to risk hiding in the tail below the stress test. See Taleb (2009) on why the level K of the stress test is arbitrary and cannot be appropriately revealed by the past realizations of the random variable.”
From Mathematical Definition, Mapping, and Detection of (Anti)Fragility (2012) · cites this paper as Taleb (2009)
Cites
“Risk, Ambiguity, and the Savage Axioms.”
Ellsberg, D. (1961) · The Quarterly Journal of Economics · doi:10.2307/1884324 · Cited by 7,891 · see citing works
May, R. M., Levin, S. A., & Sugihara, G. (2008) · Nature · doi:10.1038/451893a · Cited by 797 · see citing works
Flagged first, then by citations
Cited by
Sorted by citations
Mathematical Definition, Mapping, and Detection of (Anti)Fragility
Taleb, N. N., & Douady, R. (2012) · arXiv · doi:10.48550/arxiv.1208.1189
“(c) The heuristic improves and detects flaws in all other commonly used measures of risk, such as CVaR, and ‘expected shortfall’; stress-testing and similar methods have been proven to be completely ineffective (Taleb 2009).”
MethodSelf-citation
- Authors
- Taleb, N. N.
- Affiliations
- New York University (US)
- Corresponding author
- Taleb, Nassim Nicholas
- Venue
- International Journal of Forecasting
- Publisher
- Elsevier BV
- Published
- 2009-10
- Volume
- 25
- Issue
- 4
- Pages
- 744-759
- ISSN
- 0169-2070 (ISSN-L)
- OpenAlex
- W2168728793
- Cited by
- 96
- References
- 2
- Citations by year
- 2025: 1 · 2024: 2 · 2023: 2 · 2022: 4 · 2021: 8 · 2020: 4 · 2019: 9 · 2018: 4 · 2017: 11 · 2016: 7 · 2015: 6 · 2014: 5 · 2013: 5 · 2012: 10
- FWCI
- 12.66
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- International Journal of Forecasting (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
- Social Sciences › Decision Sciences › General Decision Sciences › Decision-Making and Behavioral Economics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Risk and Portfolio Optimization
- Keywords
- forecast error, tail events, heavy-tailed distributions, L2 norm, forecast uncertainty, higher-order moments, robustness, computability, complex systems
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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