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The Logic of Risk

The Logic of Risk

Auteur(s): Pasquale Cirillo
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 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 Mathématique Science
Épisodes
  • LOR18: Introducing (simple) moments

    LOR18: Introducing (simple) moments
    May 29 2025
    In this episode we introduce moments, the bedrock of studying random variables and risk.
    We begin with a concise overview, then zero in on simple (raw) moments, the foundation upon which central and standardized moments are built. You’ll learn how to compute an expected value (the first moment) and how to extend the same principles to higher-order simple moments.
    Are you ready to take the risk?

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    19 min
  • LOR17: Extremes and Outliers

    LOR17: Extremes and Outliers
    May 3 2025
    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?

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    12 min
  • LOR16: The quantile function, the survival function and the PDF

    LOR16: The quantile function, the survival function and the PDF
    Apr 19 2025
    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 min

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