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4 Ways to Measure Fat Tails with Python - Example Code and Analysis

4 Ways to Measure Fat Tails with Python - Example Code and Analysis

Shaw Talebi via YouTube Direct link

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4 Ways to Measure Fat Tails with Python - Example Code and Analysis

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  1. 1 Intro -
  2. 2 Fat Tails -
  3. 3 4 Ways to Quantify Fat Tails -
  4. 4 Heuristic 1: Power Law Tail Index -
  5. 5 Heuristic 2: Kurtosis -
  6. 6 Heuristic 3: Log-normal's σ -
  7. 7 Heuristic 4: Taleb's κ -
  8. 8 Example Code: Quantifying Fat Tails in Social Media -
  9. 9 What's next? -

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