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.