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


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
1. Theories of Human Rationality and International Relations
2. Conflict
3. Cooperation
4. Games with Complex Interaction
5. Causal Inference in Models of Strategic Interaction
6. Portfolio Construction
Index