Nassim Nicholas Taleb spent 20 years as a derivatives trader before becoming a scholar and philosophical essayist in 2006. Taleb is Distinguished Professor of Risk Engineering at New York University’s Polytechnic Institute, but he self-funds his research and operates in the manner of independent scholars. He is the author of a 4 volume philosophical essay on uncertainty, Incerto (Antifragile (2012), The Black Swan (2007–2010), Fooled by Randomness (2001) and The Bed of Procrustes (2010)) as well as a mathematical parallel version, Probability in the Real World (freely available). His collected scientific papers are here.
Taleb’s works focuses on decision making under opacity, as well as mathematical and philosophical problems with probability, in other words on “what to do in a world we don’t understand” as well as on the properties of systems that can handle disorder.