Introductory Papers to Complexity Tools

Hello everyone,

Join our Webinar next week at 6pm CEST on 28th May!

Next week we are going to discuss some more papers in Agent Based Models in Finance:

  1. Gai, Prasanna, Andrew Haldane, and Sujit Kapadia. "Complexity, concentration and contagion." Journal of Monetary Economics 58.5 (2011): 453-470.
    https://www.sciencedirect.com/science/article/pii/S0304393211000481

  2. Klimek, Peter, et al. "To bail-out or to bail-in? Answers from an agent-based model." Journal of Economic Dynamics and Control 50 (2015): 144-154.
    https://www.econ.tuwien.ac.at/lva/compeco.se/artikel/jedc_2015_to_bail_out_or_bail_in.pdf

The second session in this webinar reading group was yesterday- here is the recording; https://ysd.ineteconomics.org/project/5cc3ca73a64d3e4a7057284c/event/5cc3cbd5a64d3e4a70572864

Thank you,
Rutuja and Carolina