《失灵的模型》封面

失灵的模型

Models behaving badly

Emanuel Derman · 初版 2011 年

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6位读者提及
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Hacker News 上怎么说

  • http://www.amazon.com/Models-Behaving-Badly-Confusing-Illusi... “模型……(本质上)更像是一种隐喻,试图在你想理解的事物与你真正理解的事物之间寻找类比,无论是通过启发式……

    http://www.amazon.com/Models-Behaving-Badly-Confusing-Illusi... "A model...[is] really much more of a metaphor, an attempt to find an analogy between something you want to understand and something to really do understand, either heuristically…

  • 另一个引用过那句话的人是埃马纽埃尔·德曼(Emanuel Derman)。他是个很有意思的人物(理论物理学博士,前高盛合伙人)。他是《金融模型为什么会崩溃》(Models.Behaving.Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life)[1] 的作者,还写过一篇关于隐喻、模型和理论的极棒的论文。我对他的论文写过一篇书评 [2],以下是部分要点:……

    Other people that used that quote is Emanuel Derman. He's an interesting character (PHD in theoretical physics, Ex-Goldman Sachs Partner). He is the author of Models.Behaving.Badly: Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life [1] and wrote a great paper on Metaphors, Models & Theories. I did a review of his paper [2], but some highlights:…

  • ……在 lesswrong.com 上可以读到的概率、哲学……)——《直觉泵和其他思考工具》——《人类简史》——爱德华·威尔逊《致年轻科学家的信》——塞德里克·维拉尼《定理的诞生》——埃马纽埃尔·德曼《金融模型为什么会崩溃》——塞内卡《斯多葛主义书简》——《数学:它的内容,方法和意义》共3卷(亚历山大洛夫等著)——尼克·波斯特洛姆《超级智能》——罗伯特·赖特《道德动物》

    …probability,philosophy...) that can be read on lesswrong.com) -Intuition Pumps and other Thinking Tools -Sapiens -Edward.O Wilson Letters to a young scientist -Cédric Villani Birth of a Theorem -Emanuel Derman Models Behaving Badly -Letters From A Stoic by Seneca -Mathematics it's contents methods 3 Volumes (Aleksandrov et al.) -Nick Bostrom Superinteligence -The Moral Animal by Robert Wright

  • ……现象,而理论负责解释它们。我们从模型开始,最终好奇心会引导我们走向理论。参考 [1],一位转行做 quant(量化分析师)的物理学家的精彩读物。[1] https://www.amazon.com/Models-Behaving-Badly-Confusing-Illus...

    …phenomena while theories explain them. we start with models, and then our curiosity eventually leads to a theory. refer [1] for a great read from a physicist turned quant. [1] https://www.amazon.com/Models-Behaving-Badly-Confusing-Illus...

  • ……* 伊恩·艾尔斯《超级数字天才:为什么按数字思考是聪明的新方式》 * 戴维·萨尔斯伯格《女士品茶:统计学如何变革了二十世纪的科学》 * 埃马纽埃尔·德曼《金融模型为什么会崩溃》 * 本诺瓦·曼德尔布罗、理查德·L·哈德森《多舛的交易:金融动荡的分形视角》 * 纳西姆·塔勒布《随机漫步的傻瓜》

    …* Ian Ayres Super Crunchers Why Thinking-by-Numbers Is the New Way to Be Smart * David Salsburg The Lady Tasting Tea How Statistics Revolutionized Science in the Twentieth Century * Emanuel Deman, Models Behaving Badly * Benoit Mandelbrot, Richard L. Hudson The Misbehavior of Markets A Fractal View of Financial Turbulence * Nassim Taleb, Fooled by Randomness

  • ……时间,给科学家们做出的最完美的模型都造成了浩劫。“对于任何将自己的专业知识从一个领域生搬硬套到另一个领域的人,我都抱有很大的怀疑态度,”《金融模型为什么会崩溃》(Models.Behaving.Badly)一书的作者、哥伦比亚大学金融工程教授德曼说。“他们说股票就像原子,或者像基因。但股票既不是原子也不是基因。虽然表面上有相似之处,但它们终究截然不同。”

    …time, wreaking havoc on even the best models made by scientists. “I’ve developed a lot of skepticism about anyone bringing their expertise from one field to another,” said Derman, author of the book “Models.Behaving.Badly” and a Columbia University professor of financial engineering. “They say stocks are like atoms, or like genes. But stocks are not atoms or genes. There is a resemblance, but ultimately they are very different.”

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