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孟特芳丹的回忆穿过绿色导管催开花朵的力，催动我绿色的年华
9/5/2008 预测的危机鉴于最近的事实，决定把这篇顶上来 [07.05.31]Uncertainty:The perils of prediction Uncertainty 不确定性 The perils of prediction 预测的危机 May 31st 2007 From The Economist print edition  “IT’S tough to make predictions, especially about the future,” said that great baseball-playing philosopher, Yogi Berra. And yet we continue to try, churning out forecasts on everything from the price of oil to the next civil war. Nassim Nicholas Taleb, a professor of the sciences of uncertainty (who gave us “known unknowns”), has no time for the “charlatans” who think they can map the future. Forget the important things: we can’t even get it right when estimating the cost of a building—witness the massively over-budget Sydney Opera House or the new Wembley Stadium. 棒球运动员尤吉·贝拉（Yogi Berra）有句哲言：“预测是件很难的事情，尤其是预测未来。”然而我们仍在尝试，从石油价格到下次内战，大量任意的预测到处充斥着。不确定因素科学（sciences of uncertatinty）教授纳西姆·尼古拉斯·塔勒布（Nassim Nicholas Taleb，提出了“已知的未知数”）懒待应付这些自认可以绘制未来的“内行”。他们忘记了一些重要的事情：我们甚至不能准确预算一栋建筑的花费——悉尼歌剧院或是新温布莱体育场的大量超支就是这方面的例子。 The problem is that almost all forecasters work within the parameters of the Gaussian bell curve, which ignores large deviations and thus fails to take account of “Black Swans”. Mr Taleb defines a Black Swan as an event that is unexpected, has an extreme impact and is made to seem predictable by explanations concocted afterwards. It can be both positive and negative. Examples include the September 11th 2001 attacks and the rise of the internet. Smaller shocks, such as novels and pop acts whose popularity explodes thanks to word of mouth, can also be Black Swans. 问 题在于几乎所有的预测都作用在高斯钟形曲线参数下，忽视了大的偏差数，导致了“黑天鹅”的被遗忘。塔布勒将“黑天鹅”定义为影响巨大的意外事件，却在事后 制定解释时被认为是可预测的，比如911事件和互联网的兴起。规模较小的冲击，像是小说和偶像的流行（归功于人们的口碑相传），也可视为“黑天鹅”。 Humans are bad at factoring in the possibility of randomness and uncertainty. We forget about unpredictability when it is our turn to predict, and overestimate our own knowledge. When researchers asked a group of students to choose a range for the number of lovers Catherine the Great had had, wide enough to ensure that they had a 98% chance of being right, a staggering 45% of them got it wrong. 人类并不擅于分析随机性和不确定性的可能。当我们做出预测时，总会忘记不可预测性，高估自己的知识能力。有调查让一群学生从一组答案中选出凯瑟琳大帝到底有几个情人。答案范围很广以确保他们有98%的机会能做出正确选择，然而令人吃惊的是其中45%的选择都是错误的。 Why didn’t they guarantee being correct by picking a range of none to ten thousand? After all, there were no prizes for keeping the range tight. The answer is that humans have an uncontrollable urge to be precise, for better or (all too often) worse. That is a fine quality in a watch-repair man or a brain surgeon, but counter-productive when dealing with uncertainty. 为什么他们不为了确保正确而选择从零到一万的范围呢？毕竟，将范围缩小也毫无益处。答案在于人类总是不可抑制地倾向于精确，或好或坏（后者更加频繁）。作为一个钟表匠或是一个脑外科医师，这无疑是好的特质，然而对于应付不确定性时，情况却正好相反。 Mr Taleb cut his philosophical teeth in the basement of his family home in Lebanon during the long civil war there (another Black Swan), devouring books as mortars flew overhead. By the time he began work as a financial-market “quant” in the 1980s, he had already become convinced that the academic mainstream was looking at probability the wrong way. He remains a maverick, promoting the work of obscure thinkers and attacking Nobel laureates. All he is trying to do, he says, is make the world see how much there is that can’t be seen. 在 漫长的内战（又一只“黑天鹅”）时期，塔布勒在黎巴嫩家中的地下室里长出智齿。迫击炮弹在头顶乱飞，他兀自大啃书本。二十世纪八十年代，当他开始成为金融 界的“计量金融师”（quant）时，就确信学术主流对于概率的研究走向了错误的道路。他一直是个特立独行者，推崇思想晦涩的学说家，抨击诺贝尔奖获得 者。他所做的一切，他说道，是为了让世界了解有多少事物是看不见的。 Why, he asks, do we take absence of proof to be proof of absence? Why do we base the study of chance on the world of games? Casinos, after all, have rules that preclude the truly shocking. And why do we attach such importance to statistics when they tell us so little about what is to come? A single set of data can lead you down two very different paths. More maddeningly still, when faced with a Black Swan we often grossly underestimate or overestimate its significance. Take technology. The founder of IBM predicted that the world would need no more than a handful of computers, and nobody saw that the laser would be used to mend retinas. 为 什么，他问道，我们要把没有证明变成证明没有？为什么我们要将几率研究建立在游戏世界中呢？毕竟，博彩总有其规则以防止真正意义上的冲击。为什么数据统计 只能告知很少将要发生的事情，我们却要如此重视它呢？单组数据可能引导我们走向两条截然不同的道路。更令人担忧的是，在面对“黑天鹅”时，我们总是错误地 高估或是低估它的影响。以科技为例。IBM创立者曾预测道全世界最多只需要一小撮数量的计算机。激光会被用来修复视网膜，这也是之前没人会想到的。 Nor do we learn the right lessons from such eruptions. Mr Taleb argues convincingly that the spectacular collapse in 1998 of Long-Term Capital Management was caused by the inability of the hedge fund’s managers to see a world that lay outside their flawed models. And yet those models are still widely used today. This is ridiculous but not surprising. Business is stuffed full of bluffers, he argues, and successful companies and financial institutions owe as much to chance as to skill. 从 这些突发事件中，我们也没有学到正确的教训。塔布勒令人信服地论述道，1998年美国长期资本管理公司的大规模破产源于冲基金经理人们没有看到其错误模式 外的世界。然而，这些模式至今仍被沿用。很荒唐却也不希奇。商场充满了虚夸，他说道，成功的企业或是金融机构，机遇的功劳并不比技巧少。 That is a little unfair. Many blockbuster products have their roots in bright ideas, rigorous research and canny marketing, rather than luck. And corporate “scenario planners” are better than they used to be at thinking about Black Swan-type events. Still, this is a small quibble about a deeply intelligent, provocative book. Deftly weaving meditation with hard-edged analysis, Mr Taleb succeeds in bringing sceptical empiricism to the masses. 这有一点不公平。很多拳头产品都归根于好的创意，严谨的调查和精确的市场分析，而并非运气。并且，企业“预案制定者”在考虑“黑天鹅”型事件时也 比之前要好很多。然而，对于一本深邃理智，富有挑战意味的书来说，这些只是细枝末节。于深沉思考中熟练地穿插敏锐的分析，塔布勒成功地将经验主义怀疑论带 给大众。 Do not expect clear answers. He suspects that crises will be fewer in number but more severe in future. And he suggests concentrating on the consequences of Black Swans, which can be known, rather than on the probability that they will occur, which can’t (think of earthquakes). But he never makes professional predictions because it is better to be “broadly right rather than precisely wrong”. 不要期待明白的答案。他预测道未来的危机数量会减少，然而情况会严重。他建议要关注“黑天鹅”带来的影响而非他们发生的几率，毕竟前者可以知道，后者却不能。然而，他从不做出专业的预测，因为“大致正确总比完全错误”要好。 注：黑天鹅——在十八世纪以前，人们只知道天鹅是白色的。因为没见黑天鹅，所以也无法预测其存在。然而自从黑天鹅在澳洲被发现之后，人们对此印象也就此改变。 7/1/2008 梦醒时分工作 ★★★☆ 事情总是东一拨西一拨的，比较耗时费神，但都能顺利解决。 长期效应：你在逐渐回归真实，开始回到正常的状态。过去一年多里，你感觉象做了一场梦，前半段是美梦，后半段是噩梦，而此刻，你开始梦醒了。
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