Computational Global Macro:Game Theory, Machine Learning, and Causal Inference

Joseph Simonian
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Joseph Simonian: Autonomous Investment Technologies, USA

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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.

Keywords: Machine Learning; Game Theory; Causality; Investing; Portfolio Management; Global Macro; Geopolitics; Macroeconomics; Finance; Reinforcement Learning (search for similar items in EconPapers)
JEL-codes: C7 E44 G11 (search for similar items in EconPapers)
Date: 2025
ISBN: 9789811293955
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