TextbookComputational Global Macro: Game Theory, Machine Learning, and Causal Inference
Author(s): Joseph Simonian

Course Description:
This course offers students a new paradigm for the analysis of geopolitical risk. By drawing on game theory, machine learning, and causal inference, the coursebook 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.