Computational Global Macro offers investors a new paradigm for the analysis of geopolitical risk. By drawing on game theory, machine 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.
Contents:
- Preface
- About the Author
- Theories of Human Rationality and International Relations
- Conflict
- Cooperation
- Games with Complex Interaction
- Causal Inference in Models of Strategic Interaction
- Portfolio Construction
- Index
Readership: Students, researchers and investment professionals who are interested in applying sophisticated quantitative tools to their analysis of geopolitical and macro themes.
