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"-- Publisher's website.

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.