Are you a PhD holder interested in spending 1 to 2 years in Switzerland working with me on a postdoc project in risk modelling, extremes, and machine learning? We could apply together for a MC Postdoc Fellowship: …sklodowska-curie-actions.ec.europa.eu/actions/postdo… Conditions apply, please read carefully.

The Logic of Risk is back (this time broadcasting from Japan). Let’s talk about moments, specifically simple (or raw) moments, which will form the basis for the new risk measures we’ll soon introduce. Are you ready to take the risk once again? spreaker.com/episode/lor18-…

Reminder that you can find the compiled (and reformatted) the official transcripts in this public doc. docs.google.com/document/u/1/d…

As seen in Prospect Park, Brooklyn. Peter Carr was a great mathematician with an expertise in finance. I had the honor of being a colleague of his at Cornell before he moved to NYU, where he became a legendary teacher and a professor, much beloved.

I debated whether to share my story on here, but I guess I will. I think there's an idea out there that millions of violent criminals are pouring across the border, carrying machetes and drugs, looking to harm Americans. Certainly, while some people fall into that category, the

If someone is telling you he understands AI, he doesn't understand AI.

I don't wanna say 'I told you so', but I told you so.

Tim Rocktäschel This is a fundamental flaw of sequential (auto-regressive) symbol prediction. The fix is simple: don't do auto-regressive symbol prediction.

New paper linking the Pickands dependence function and the Lorenz curve, with a brand new tail risk interpretation of common inequality indices. doi.org/10.3390/math13…

September 10-12, Winterthur. ZHAW School of Management and Law. THE PETER CARR CONFERENCE 2025 thepetercarrconference.org

We have a call for papers for young scholars! Check the website: thepetercarrconference.org

I did not realize that so many people who talk AI all day are missing the simple basic idea behind it.

We celebrate the 20th #RWRI edition, with full participation. Every time it brings together such a great and diverse group from all across the globe, all eager to engage, learn and share. Last week we’ve had brilliant talks by Arie (catastrophes), Yaneer Bar-Yam (complexity),

If it happened, it can happen again. If it didn't happen, it can still happen. This is a simple rule in risk management. Exceptions are very limited. - Pasquale Cirillo

Unitree Strikes Double Gold on Day One🥇🥇🏃 The First World Humanoid Robot Games Unitree takes first place in all Day-One races 1500m track race — 6:34.40 (Unweighted) (Unitree H1 humanoid robot — the same model featured in the Spring Festival Gala) 400m track race — 1:28.03

Registrations are closing.

New papers on extremal stability. Comments are welcome. papers.ssrn.com/sol3/papers.cf…

Updated version. Corrected a few typos, added details and improved explanations. papers.ssrn.com/sol3/papers.cf…