Huh, Nassima Taleba seveda poznate. Matematik, dve desetletji je bil menedžer svojega (uspešnega) hedge sklada, zdaj pa je profesor matematike na New York University, ki je (podobno kot J. M. Keynes) ob trgovanju na borzah posvetil svoje življenje preučevanju verjetnosti, filozofiji in umetnosti. Zaslovel je leta 2001 z veleuspešnico “Fooled by Randomness“, ki – na kratko rečeno – govori o tem, kako nas srečen izid naših odločitev preslepi, da verjamemo, da smo uspeli zaradi znanja, ne pa da smo samo imeli srečo, ki pa je povsem naključna. Leta 2007, v najboljšem možnem času, je izdal knjigo “The Black Swan“, ki gradi na prejšnji in na zelo plastičen način opiše, kako nas odsotnost nekih skrajno neverjetnih dogodkov ali pojavov (črnih labodov) preslepi, da verjamemo, da jih sploh ni. In tako nas presenetijo razni “12-sigma” dogodki, dogodki, ki smo jim pripisali praktično ničelno verjetnost. Zelo dober portret je o njemu leta 2002 napisal Malcolm Gladwell v New Yorkerju (kasneje izdan v knjigi What the Dog Saw).

No, Taleb si je v zadnjem desetletju precej privoščil trgovce z Wall Streeta. V Črnem labodu pa si je privoščil tudi ekonomiste. Taleb izhaja iz tega, da ljudje nismo zelo dobri v probabilističnem obnašanju in da smo zaradi tega nepredvidljivi. Zato tudi nobena sociološka veda ne more biti eksaktna znanost. Tudi ekonomija ne. Razen, če seveda uporabimo droben trik in predpostavimo, da se posamezniki obnašajo racionalno, zato se v povprečju ne morejo zmotiti. In prav ta predpostavka racionalnosti je ključ k predvidljivosti oziroma matematični traktabilnosti.

In na tem sta veliki Paul Samuelson in kasneje Robert Lucas izvedla neoklasično revolucijo – zapis obnašanja posameznih agentov (in posledično celotnega gospodarstva) v matematične enačbe. Samuelsonov pristop z matematično maksimizacijo oziroma optimizacijo je po Talebovem mnenju iz intelektualne in refleksivne vede, kar je ekonomija nekoč bila, naredil “drugorazredni inženirski problem za tiste, ki se pretvarjajo, da so na oddelku za fiziko“. Iz intelektualcev pa “empirično slepe idiotske učence“. Taleb:

However, if you believe in free will you can’t truly believe in social sci­ence and economic projection. You cannot predict how people will act. Except, of course, if there is a trick, and that trick is the cord on which neoclassical economics is suspended. You simply assume that individuals will be rational in the future and thus act predictably. There is a strong link between rationality, predictability, and mathematical tractability …

In orthodox economics, rationality became a straitjacket … This led to mathematical techniques such as “maximization,” or “optimization,” on which Paul Samuelson built much of his work … This optimization set back social science by reducing it from the intellectual and reflective discipline that it was becoming to an attempt at an “exact science.” By “exact science,” I mean a second-rate engineering problem for those who want to pretend that they are in the physics department— so-called physics envy. In other words, an intellectual fraud …

The tragedy is that Paul Samuelson, a quick mind, is said to be one of the most intelligent scholars of his generation. This was clearly a case of very badly invested intelli­gence. Characteristically, Samuelson intimidated those who questioned his techniques with the statement “Those who can, do science, others do methodology.” If you knew math, you could “do science” … Alas, it turns out that it was Samuelson and most of his followers who did not know much math, or did not know how to use what math they knew, how to apply it to reality. They only knew enough math to be blinded by it.

Tragically, before the proliferation of empirically blind idiot savants, interesting work had been begun by true thinkers, the likes of J. M. Keynes, Friedrich Hayek, and the great Benoît Mandelbrot, all of whom were displaced because they moved economics away from the precision of second-rate physics. Very sad.

Vir: Nassim Taleb, “The Black Swan“

In tako se zgodi, da ekonomski oddelki najboljših univerz na svetu vsako leto bruhajo stotine fahidiotov, ki si domišljajo, da lahko s solidno naučenim šraufanjem matematičnih modelčkov razumejo obnašanje gospodarstva. Ki pa so večinoma povsem neuporabni v realnem svetu. Ker nimajo intuicije za četrt pekarskega mojstra na koncu naše ulice. Prav intuicija je tista ključna lastnost, ki omogoča “razumeti”, kdaj izbrati nek pristop (praktičen ali teoretski / modelski) k reševanju praktičnega, vsakodnevnega problema. Dar, ki ga, kot je rekel že Keynes, poseduje zelo malo ekonomistov:

Economics is a science of thinking in terms of models joined to the art of choosing models which are relevant to the contemporary world. It is compelled to be this, because, unlike the typical natural science, the material to which it is applied is, in too many respects, not homogeneous through time…Good economists are scarce because the gift for using “vigilant observation” to choose good models, although it does not require a highly specialised intellectual technique, appears to be a very rare one.

Pljuvam v svojo skledo, toda prav presežek matematike v ekonomiji nas je prisilil, da smo izgubili intuicijo in stik z realnostjo:

Too large a proportion of recent “mathematical” economics are mere concoctions, as imprecise as the initial assumptions they rest on, which allow the author to lose sight of the complexities and interdependencies of the real world in a maze of pretentious and unhelpful symbols.

Vir: John M. Keynes, The General Theory of Employment, Interest and Money