This Is the End


Markets, Risk and Human Interaction

October 16, 2014

My Recent Work on Agent-based Modeling

As is obvious by looking at the time span between recent posts, I have not been active in blogging. I am planning to get back into things. As a start, to help catch up on what I have been doing, here are a couple of papers and a presentation I recently made on the area of my focus, using agent-based modeling to help assess financial vulnerabilities.

The model is presented here.

For a concise presentation on the model and its application you can look at a talk I did in August at the Newton Institute for Mathematical Sciences at Cambridge University. (Despite what is suggested by the venue, I did the presentation mathlessly).

Related to the model is work I have been doing to develop a map of sorts for the key agents in the financial system and the ways in which they link to one another. The fist step is what I call the funding map.