Tuesday, 20 August 2013

Black Swan Theory - The Impact of the highly improbable (Part 1)

What comes to your mind when you see this topic? The Black Swan movie! :) Well it was a psychological thriller. It does explain about a hidden contradictory personality and makes a quite interesting tale on its own. (Multiple personality Disorder) I am not planning to surf on that topic right now. What I would be taking you through is the Black Swan theory by Nassim Nicholas Taleb.



For those who have read the book “The Black Swan – The Impact of the Highly Improbable” this topic would be familiar. And for the benefit of others, I would take you through what the theory is all about and then try to apply it to something different, out of the usual and not to something in which the theory is generally applied.

Now my first question to you is “Can you imagine swans being black?” Majority might answer it as “No”. (Except the ones who have read the book earlier ;) or the ones who have understood the fact that things might exist thought it might not have been seen or observed currently).

Remember what Sir Arthur Ignatius Conan Doyle says in Sherlock Homes.

 “When you eliminate the impossible what ever remains however improbable must be Truth”

The term “black swan” derives from a Latin poetic expression. Its oldest known reference comes from the poet Juvenal's characterization of something being "rara avis in terris nigroque simillima cygno.” In English, this Latin phrase means "a rare bird in the lands, and very like a black swan." When the phrase was coined, the black swan was presumed not to exist. Juvenal's phrase was a common expression in 16th century London as a statement of impossibility. The London expression derives from the Old World presumption that all swans must be white because all historical records of swans reported that they had white feathers. Thus the theory of a swan being black was considered impossible

But the presumption was disproved later when a Dutch expedition led by explorer Willem de Vlamingh on the Swan River in 1697, discovered black swans in Western Australia

It is a fact that a black swan is a member of the species “Cygnus atratus”, which remained undocumented in the West until the eighteenth century




Now this is how Nassim Nicholas Taleb starts his book “The sighting of the first black swan might have been an interesting surprise for a few ornithologists (and others extremely concerned with the colouring of birds), but that is not where the significance of the story lies. It illustrates a severe limitation to our learning from observations or experience and the fragility of our knowledge. One single observation can invalidate a general statement derived from millennia of confirmatory sightings of millions of white swans. All you need is one single (and, I am told, quite ugly) black bird.”

Here we go. So “The Black Swan Theory” or Theory of Black Swan Events is a metaphor that encapsulates the concept that the event is a surprise (to the observer) and has a major impact. After the fact, the event is rationalized by hindsight. The theory was developed by Nassim Nicholas Taleb

Now here comes a question in mind as to how to identify / classify an event as a black swan event. It has some characteristics.

First, it is a surprise (to the observer or to the related set of people on whom it has an impact though others from outside might have predicted the same the concerned person is quite oblivious)

Second, the event has some major impact (which can be immediate or it would have been the seed for some further greatly impacting events)

Third, after its first recording, the event is rationalized by hindsight, as if it could have been expected (e.g., the relevant data were available but not accounted for)

According to Taleb, the highly expected not happening is also a Black Swan – as, by symmetry, the occurrence of a highly improbable event is the equivalent of the non-occurrence of a highly probable one. A small number of Black Swans explain almost everything in our world, from the success of ideas and religions, Economic booms and recessions, Dynamics of historical events to the elements of our own personal lives.

If an event is going to create such a big impact why would anyone be blind enough not to notice?

Why there is blindness to black swan events?


Would be continued in next post :)

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