The Logic of Risk

著者： Pasquale Cirillo
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  • サマリー

  • A podcast about risk, probability, philosophy and data science.

    Become a supporter of this podcast: https://www.spreaker.com/podcast/the-logic-of-risk--6469023/support.
    Pasquale Cirillo
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あらすじ・解説

A podcast about risk, probability, philosophy and data science.

Become a supporter of this podcast: https://www.spreaker.com/podcast/the-logic-of-risk--6469023/support.
Pasquale Cirillo
数学 科学
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エピソード
  • LOR17: Extremes and Outliers

    LOR17: Extremes and Outliers
    2025/05/03
    In this episode, we dive into the critical difference between extremes and outliers. As we will soon discover, understanding this distinction is vital for accurate modeling, especially when assessing (tail) risk.
    We'll explore how both concepts relate to the range of possible values--the support--of a random variable and show you how to avoid common modeling pitfalls.
    Are you ready to take the risk?

    Become a supporter of this podcast: https://www.spreaker.com/podcast/the-logic-of-risk--6469023/support.
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    12 分
  • LOR16: The quantile function, the survival function and the PDF

    LOR16: The quantile function, the survival function and the PDF
    2025/04/19
    In this episode, building on the cumulative distribution function F (CDF) introduced in Episode 15, we define the quantile function Q, the survival function S, and the probability density function f (PDF).
    We then explore how each of these tools helps describe the behavior of a random variable.
    Along the way, we also introduce Value-at-Risk (VaR), which becomes quite straightforward once you understand quantiles.
    Are you ready to take the risk?

    Become a supporter of this podcast: https://www.spreaker.com/podcast/the-logic-of-risk--6469023/support.
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    14 分
  • LOR15: The cumulative distribution function of a random variable

    LOR15: The cumulative distribution function of a random variable
    2025/04/12
    In this episode, we continue laying the foundations of our mathematical treatment of risk. In particular, we introduce the cumulative distribution function, or CDF, as a tool for describing the probabilistic behavior of a random variable. We illustrate this with a simple example and discuss the basic characteristics of this interesting non-decreasing function, which will soon help us address very practical matters.
    Are you ready to take the risk and follow Galileo's suggestion?

    Become a supporter of this podcast: https://www.spreaker.com/podcast/the-logic-of-risk--6469023/support.
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    14 分

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