Today there is a New York Times article on my work on agent-based models and related points. The paper the article refers to is linked to here. And there is related discussion, dealing with stress testing issues and agent-based modeling, in the Office of Financial Research 2012 Annual Report pages 46 to 58.
January 11, 2013
Rick Bookstaber
My Work on Agent-based Models
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January 11, 2013
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Finance