Computational global macro : game theory, machine learning, and causal inference /
Simonian, Joseph.
Computational global macro : game theory, machine learning, and causal inference / Joseph Simonian. - Singapore : World Scientific, c2025. - 1 online resource (xvii, 167 p.)
Includes bibliographical references and index.
Theories of human rationality and international relations -- Conflict -- Cooperation -- Games with complex interaction -- Causal inference in models of strategic interaction -- Portfolio construction.
"Computational Global Macro offers investors a new paradigm for the analysis of geopolitical risk. By drawing on game theory, reinforcement learning, and causal inference, the book provides investors with a novel framework for analyzing the political and economic interactions between global actors. In doing so it presents a counterpoint to the often informal and speculative approach to geopolitical analysis that is prevalent in the research produced by investment firms. The book will thus serve as a valuable reference for investment professionals, students, and academics seeking to apply sophisticated quantitative tools to the development of their macro views"--
Mode of access: World Wide Web.
System requirements: Adobe Acrobat Reader.
9789811293962 9811293961
2024032843
Financial risk management--Data processing.
Investments, Foreign--Decision making--Data processing.
Geopolitics--Economic aspects.
Game theory.
Machine learning.
Electronic books.
HD61
658.155
Computational global macro : game theory, machine learning, and causal inference / Joseph Simonian. - Singapore : World Scientific, c2025. - 1 online resource (xvii, 167 p.)
Includes bibliographical references and index.
Theories of human rationality and international relations -- Conflict -- Cooperation -- Games with complex interaction -- Causal inference in models of strategic interaction -- Portfolio construction.
"Computational Global Macro offers investors a new paradigm for the analysis of geopolitical risk. By drawing on game theory, reinforcement learning, and causal inference, the book provides investors with a novel framework for analyzing the political and economic interactions between global actors. In doing so it presents a counterpoint to the often informal and speculative approach to geopolitical analysis that is prevalent in the research produced by investment firms. The book will thus serve as a valuable reference for investment professionals, students, and academics seeking to apply sophisticated quantitative tools to the development of their macro views"--
Mode of access: World Wide Web.
System requirements: Adobe Acrobat Reader.
9789811293962 9811293961
2024032843
Financial risk management--Data processing.
Investments, Foreign--Decision making--Data processing.
Geopolitics--Economic aspects.
Game theory.
Machine learning.
Electronic books.
HD61
658.155