Aug 31, 2018 · 1 min read
Great list, Isaac. I second the addition of Pearl’s book by previous commenter. Causal inference hasn’t gone mainstream yet, but it certainly will.
Just one quip:
“At the core of the financial crisis, many believe, is a Nobel winning differential equation; The Black-Scholes options pricing model.” — that’s not really true. Crisis has been caused by the “hunt for yield” amid lending institutions leading them to overly lax mortgage underwriting criteria, combined with poor regulations of Fannie and Freddie risk appetites in search of profits. In that regard, i would recommend the book “The big short” by Lewis.