The Signal and the Noise

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The Signal and the Noise Page 60

by Nate Silver


  fear, vs. greed, 38

  Federal Elections Commission, 69

  Federal Open Markets Committee, 190–91

  Federal Reserve, 37, 188

  Federal Reserve Bank of Boston, 198

  Federal Reserve Bank of New York, 465

  Federal Reserve Bank of Philadelphia, 179

  feedback:

  in climate system, 133

  in economic forecasts, 188, 195

  negative, 38, 39

  positive, 38, 39, 368

  on weather forecasting, 134–35, 386

  FEMA, 141

  Fenway Park, 79

  Fesenko, Kyrylo, 238

  Fine, Reuben, 272

  First Amendment, 380

  fiscal policy, 42, 186n

  Fischer, Bobby, 286–88, 287, 443

  fish, in poker, 312, 316, 317–19

  Fisher, Ronald Aylmer, 251–52, 254, 256–57, 259, 260

  Fitch Ratings, 19, 24

  FiveThirtyEight, 9, 48, 59, 61, 62, 62, 65, 67, 69, 314, 320, 468, 497

  Intrade vs., 334, 335, 336–37

  Five Tools, 95–96

  Fleming, Alexander, 119

  Flip That House, 32

  Flip This House, 32

  Floehr, Eric, 131, 132, 133–34, 474

  flood prediction, 177–79, 178

  floods, 145, 177–79, 178

  flop, in poker, 299, 303, 303, 304, 305, 306, 310

  Florida, 108

  flu, 204–5

  A/Victoria, 205–6, 208

  bird, 209, 216, 229

  H1N1, see H1N1

  H3N2, 216

  news about, 230

  1957 outbreak of, 229

  1968 outbreak of, 229

  Spanish, 205, 211, 214, 224, 229

  vaccine for, 206–8, 483–84

  fluid dynamics, 118

  football, 80n, 92–93, 185–86, 336

  Ford, Gerald, 206, 208, 229

  Ford, Henry, 212

  forecasting:

  in baseball, 72–73, 76–77, 82–84, 93, 99–103; see also PECOTA; scouts

  in chess, 271, 289

  by computer, 289

  of earthquakes, see earthquake forecasting

  as planning and decision making under uncertainty, 5, 267

  predictions vs., 5, 149

  progress and, 5

  updating of, 73

  forecasting, global warming, 380–82

  complexity in, 382

  consensus in, 382–84

  uncertainty in, 382

  ForecastWatch.com, 132

  foreshocks, 144, 154, 155–57, 476

  Fort Dix, 204, 206, 208, 223–25, 229

  Fort Riley, 205

  fortune-telling, 5

  Fourier, Joseph, 375

  foxes, 53–54, 54, 55, 73

  consensus process emulated by, 67

  improvements in predictions by, 57, 68

  as television pundits, 56

  Fox News, 51n, 55, 56

  France, 120

  Franklin, Benjamin, 262

  Freakonomics (Levitt and Dubner), 9

  Freakonomics blog, 136–37, 334

  FRED, 225–26

  Freddie Mac, 33

  free agents, 82, 90, 94, 99

  free markets, 1, 128, 332, 369, 370, 451, 496–97

  free will, 112

  see also determinism

  French Wars of Religion, 4

  frequentism, 252–53, 254, 259, 260

  Freud, Sigmund, 53

  Friedel, Frederic, 278–79, 282–83

  Fritz, 278, 282n

  Frontline, 370n

  Fukushima nuclear reactor, 11, 168

  Full Tilt Poker, 309

  fundamental analysis, 341, 348, 354

  fundamentals-based models, in elections forecasting, 68

  futarchy, 201

  Future Shock (Toffler), 12, 13

  Galfond, Phil, 309

  Galileo, 4, 254

  Gallup polls, 364–65, 497

  gambling, 232–61, 238

  on baseball, 286

  Bayesian philosophy’s esteem for, 255–56, 362

  over-under line, 239–40, 257, 286

  point spread, 239

  Game Change, 59

  Game of the Century, 286–88, 287

  game theory, 284–85, 311, 419

  Gates, Bill, 264

  Gates, H. L. “Skip,” 417n

  GDP, 482

  forecasting of, 180, 181–83, 182, 186n, 190, 194, 198, 199, 200–201, 202–3

  growth in, vs. job growth, 189

  Gehringer, Charlie, 84, 85

  German Peasants’ War, 4

  Germany, 2, 115, 120, 210

  Germany, East, 52

  Giambi, Jason, 99

  GIGO (garbage in, garbage out), 289

  GISS temperature record, 393–95

  Giuliani, Giampaolo, 143, 144–45, 146, 476

  Gladwell, Malcolm, 53

  global cooling, 399–400

  global financial crisis, 11, 16, 20, 30–36, 39–43, 118–19, 329

  failure to predict, 181, 327

  global population, growth of, 212

  global warming, 13

  causality and, 372–73

  Climategate and, 408

  contrarianism and, 380

  Copenhagen conference on, 378–80

  IPCC report on, see International Panel on Climate Change (IPCC)

  predictions of, 373–76, 393, 397–99, 401–6, 402, 507

  self-interest and, 380

  skepticism of, 377, 380, 383, 384–85

  use of term, 376, 377n

  Goldman Sachs, 24n, 184–85, 199, 364

  gonorrhea, 222

  Goodhart’s law, 188

  Google, 264, 290–92

  creative culture at, 291

  Google searches, 200, 290–91

  Gorbachev, Mikhail, 50, 51, 52, 160

  Gore, Al, 11, 67, 68, 381–82, 381, 385, 403, 514, 469

  government spending, 42, 186n

  GPS, 174–75, 219

  Graham, Benjamin, 364

  Grand Forks, N. Dak., 177–79

  Grant, Ulysses S., 122

  Great Depression, 48, 347, 349, 453, 464

  Great Moderation, 190, 191

  Great Plains, 177–78

  Great Recession, 11, 16, 19, 20, 87

  failure to predict, 179–81, 200–201

  leading indicators and, 187

  Great Sumatra Earthquake, 161, 171, 436, 478

  greed, vs. fear, 38

  Green, Kesten, 382, 388, 402

  Green, Matthew, 139–40

  greenhouse effect, 370–71, 377, 388, 392, 406, 408, 410, 506

  use of term, 376

  greenhouse gases, 379, 395

  see also specific gases

  Greenspan, Alan, 349

  green technology, 378

  Grefenstette, John, 226–27, 228

  Gregoire, Christine, 410

  Greinke, Zack, 101

  grizzly bears, 267

  gross domestic product, see GDP

  Grossman, Sanford, 363

  group forecasts, 66

  see also consensus

  groupthink, 384

  Guillain-Barré syndrome, 208

  Gulf of Mexico, 109, 387, 392

  Gulf War, 52

  Gutenberg, Beno, 151, 168

  Gutenberg, Johannes, 1–3, 4, 447

  Gutenberg-Richter law, 151–53, 168, 169, 171, 172, 174, 437–38

  Guzman, Joel, 89

  H1N1, 205–9, 210–12, 224–25, 228, 229

  death rate from, 211–12, 211, 215–16

  see also bird flu; swine flu

  H3N2, 216

  Haiti, 147n, 153, 155–56, 156, 224, 436

  HAL 9000, 264, 283, 290n

  Halley, Edmund, 447

  Halley’s Comet, 447

  Halliwell, Geri, 383n

  Hamilton, Josh, 496

  hand reading, in poker, 298

  Hansen, James, 370, 373,
393, 395–96, 397, 402

  Hanson, Robin, 201–2

  Happer, William, 377

  Harper, Bryce, 93

  Harrison, Benjamin, 334

  Hatzius, Jan, 184–85, 186, 188, 194, 195–96, 203, 464

  Hawaii, 416, 419

  health-care bill, 379

  Heartland Institute, 382n, 409

  heat island effect, 506

  hedge funds, 356, 364, 463

  Hedgehog and the Fox, The (Berlin), 53

  hedgehogs, 53, 54, 54, 64, 443, 450, 452

  audacious predictions and, 66

  consensus views and, 66–67

  as not learning from mistakes, 57, 64

  as television pundits, 55

  too much information and, 57, 58–59, 68

  hedging, 202

  Hein, Piet, 232n

  Heisenberg, Werner, 113, 188, 472

  herd immunity, 223

  herding behavior, 356, 357–58, 367, 368, 384

  Hernandez, Felix, 80

  heuristics, 313

  availability, 424

  for chess, 267, 269, 272, 273, 284, 286

  in investing, 367

  misapplications of, 389

  Occam’s razor, 389

  Heyward, Jason, 85–86

  Hibbs, Douglas, 67–68, 469

  Hippocratic oath, 230

  Hiroshima, Japan, 432

  Hispanics, 468

  Hitchens, Christopher, 251

  Hitchhikers Guide to the Galaxy, The (Adams), 26

  hitters, hitting, 88, 90, 91, 95–96

  HIV, 221–23, 222, 225, 228, 488

  Hoke, Jim, 123, 125

  Hokkaido, Japan, 160

  Holy Roman Empire, 5

  homeownership rates, 31

  home sales, total volume of, 34

  homosexuality, definition of, 487

  honesty, in forecasting, 129, 130

  Hong Kong, 210

  Horner, Bob, 82, 83

  hot summers, 395–96, 396

  Hough, Susan, 146–47, 148, 152, 154, 157, 172, 174

  House of Representatives, U.S., 61–62, 62, 69, 100n, 410–11, 468, 497

  Oversight Committee of, 19, 22, 42

  see also Congress, U.S.; Senate, U.S.

  housing bubble, 22–23, 24–26, 28–29, 30–34, 36, 38–39, 42, 43, 45, 68, 186

  credit bubble and, 196

  real-time identification of, 22–23, 33, 347, 369

  housing prices, 19, 43, 44, 186n, 187

  Hsu, Feng-hsiung, 268

  Huckabay, Gary, 78, 82, 85, 88, 89

  Hudson, Tim, 99

  Hugo, Hurricane, 138

  human judgment, see biases; heuristics

  Hume, David, 242, 332

  humility, 97–98

  Hungary, 52

  Hurricane Betsy, 140

  Hurricane Hugo, 138

  Hurricane Irene, 139

  Hurricane Katrina, 55, 108–10, 138–41, 388, 472, 473

  Hurricane Rita, 139

  hurricanes, 113, 471–72, 476

  forecasting of, 126–27, 127, 145–46, 387–88

  Hydrometeorological Prediction Center, 123

  hypothesis testing, 230, 243–49, 256–57, 266–67, 376, 452

  IBM, 9, 10, 12, 110, 266, 268, 269, 270, 281, 283–84

  ice age, 398

  ideas, evolution of, 1

  imagination, 266, 288, 289

  failures of, 288, 423

  improbabability, unfamiliarity vs., 419–20

  Inc., 187

  incentives, 184, 250, 313, 333, 356, 357, 501

  Inconvenient Truth, An, 385

  index funds, 344, 370

  India, 210n

  Indiana Pacers, 236n, 489

  indicators:

  lagging, 187–88

  leading, 186–88, 196–97

  Indonesia, 209

  Industrial Revolution, 2, 5–6, 112, 212

  infectious disease, 16, 204–31

  SIR model of, 220–21, 221, 223, 225, 389

  see also specific diseases

  inflation, 11, 186n, 191, 198, 202

  information, 1, 451

  analyzing, 232

  asymmetrical, 35

  collecting, 232

  exclusive, 98, 99–101

  explosion of, 3–4, 6, 7, 12, 13, 17, 45

  forecasting and, 5

  quality of, 2, 13, 17

  information age, 7, 45, 358

  information overload, 12

  information processing, 449

  information technology, 411

  revolution in, 1–4

  information theory, 265

  InfoSpace, 353, 360

  initial condition uncertainty, 390–92

  insider trading, 341–42

  intelligent extraterrestrial species, 488

  interest rates, 186n, 190, 202

  International Panel on Climate Change (IPCC), 382, 383–84, 393

  1990 predictions of, 373–76, 389, 393, 397–99, 397, 399, 401, 507

  “uncertainty” in, 389

  Internet, 13, 223, 250, 514

  poker on, 296–97, 310

  quality of information on, 3

  Intrade, 333, 334, 335, 336–37, 358, 367, 497

  invisible hand, 332

  Ioannidis, John P. A., 11, 249, 250, 253

  Iowa caucus, 60, 217, 252, 333, 334

  Iran, 152–53

  Iranian Revolution, 428

  Iraq, 420

  Ireland, 210

  Irene, Hurricane, 139

  Irish Confederate Wars, 4

  irrational exuberance, 346–52

  Irrational Exuberance (Shiller), 22, 347–48, 354

  irrationality, 356–57

  IRS, 481

  Israel, 210, 440–42

  Italy, 476

  Ivey, Phil, 308–9

  Jackson, Phil, 233

  James, Bill, 77, 81–82, 84, 89, 102–5, 338, 471

  Janabi, Rafid Ahmed Alwan al-, 443

  Japan, 144, 145n, 190, 379, 394, 423, 476

  Pearl Harbor attacked by, 10, 412–13, 414, 415–17, 419–20, 423, 426, 444, 510

  real estate bubble in, 11, 31–32, 32, 45, 52

  2011 earthquake in, 154, 155, 168–71, 172

  Jesuits, 112

  Jeter, Derek, 446

  job growth, GDP growth vs., 189

  Johnson, Magic, 237

  Jones, Chipper, 85

  Jordan, Tom, 174

  Journal of Geophysics Research, 395

  Journal of Zoology, 148

  JSVAX (Janus Contrarian T), 339–40

  judgment, see biases; heuristics

  Jupiter, 242–43

  Justice Department, U.S., 319, 320

  Kahneman, Daniel, 64, 366, 424

  kamikaze, meaning of word, 145n

  kamikaze pilots, 423

  Kanagawa Institute of Technology, 476

  Kansas City, Mo., 136–37

  Kansas City Athletics, 94

  Kapanke, Dan, 70–72

  Karpov, Anatoly, 280, 281

  Kashyap, Anil, 26, 464

  Kasparov, Garry, 266, 267–85, 443, 493–94

  Deep Blue’s final games against, 282–83

  Deep Blue’s first game against, 268, 270–79, 271, 274, 275, 276, 278

  Deep Blue’s second game against, 279–82, 280

  moves ahead seen by, 279

  Katrina, Hurricane, 55, 108–10, 138–41, 388, 472, 473

  Keilis-Borok, Vladimir, 159–60, 161, 167, 477

  Kelling, George L., 439

  Kemp, Matt, 89

  Kennedy, John F., 50

  Kenya, 422

  Kerry, John, 55

  Keynes, John Maynard, 65, 360

  Killebrew, Harmon, 94

  Kind, Ron, 70

  Kinsler, Ian, 89

  Knight, Frank H., 29

  knowledge, accumulation of, 2–3

  Kokko, Hanna, 219

  Kotchman, Casey, 76

  Koufax, Sandy, 94

&nb
sp; KPMG, 78, 84, 296

  Kroll, Jules, 23–24

  Kroll Bond Ratings, 23–24

  Kroll Inc., 23

  Krugman, Paul, 7, 22, 40–41, 184

  Kuwait City, 374

  lagging indicators, 187–88

  La Gloria, Mexico, 216

  Lajoie, Nap, 102

  Laliberté, Guy, 318

  Lamont, Owen, 361

  Lancet, The, 206

  language, 230

  Laplace, Pierre-Simon, 112–14, 242–43, 248–49, 251, 255

  Laplace’s Demon, 112–14, 127

  L’Aquila, Italy, 142–44, 148, 154–55, 157, 173, 476

  Larsen, Bent, 268

  Las Vegas, Nev., 10

  housing in, 19

  Laurila, David, 76–77

  Law, Keith, 75

  Leading Economic Index, 187, 480

  leading indicators, 186–88, 196–97

  learning ability, 98

  Lehman Brothers, 19, 34–35, 36, 37–38, 42, 48

  Lenin, Vladimir, 428

  Lester, Jon, 89

  leverage, 29, 33–37, 43, 196

  “Leveraged Losses: Why Mortgage Defaults Matter” (Hatzius), 184

  Levi, Michael, 435–36

  Lewis, David, 204–5, 206

  Lewis, Michael, 77, 93–94, 105, 355

  liberalism, 509

  LifeMinders, Inc., 353

  lightning, 125–26

  Lima, 158, 174

  limit hold ’em, 311, 322, 322, 324n

  Lin, Jeremy, 119

  linear regression, 498

  linearity, see nonlinear systems

  Lipsitch, Marc, 223, 229

  Lisbon earthquake, 145

  literature, progress of, 4

  Livingston Survey, 183

  Lockerbie bombing, 427

  Loft, Richard, 111, 112, 114–15, 118

  logarithmic scales, 142n, 144, 146, 151, 263, 429–30, 430

  logistic regression analysis, 489

  Loma Prieta earthquake, 160

  London, 222

  Long Boom, 189–90

  Long Leading Index, U.S., 196

  Lorenz, Edward, 118, 119, 129, 472

  Los Angeles, Calif., 368, 432, 476

  Los Angeles Dodgers, 94, 98

  Los Angeles Lakers, 233–37, 243, 246, 258, 489

  Los Angeles Times, 160, 234

  lottery tickets, 186, 324

  Louisiana, 109

  “Love Will Tear Us Apart,” 283

  Lowess regression, 478

  Lucas, Robert, 188, 200

  luck, 79

  skill vs., 321–23, 322, 338–39

  Lugar, Richard, 434

  lung cancer, 254–55, 258

  Luther, Martin, 4

  Lynn, Fred, 79

  Macal, Chip, 229

  McCain, John, 48–49, 59, 358, 468

  McDaniel, Raymond, 25

  McGovern, George, 67

  McLaughlin, John, 47

  McLaughlin Group, The, 47–50, 49, 56, 103, 129, 314

  McNess, Stephen K., 198

  McVeigh, Timothy, 425

  malaria, 214

  Malkiel, Burton, 340n

  mammogram, 245–46, 246

  Mandelbrot, Benoit, 284

  Manic Momentum strategy, 344–45, 345, 368

  Mann, Michael, 408–9

  manufacturing sector, 189

  Maradona, Diego, 281

 

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