Research and analysis
Computer trading: large scale financial systems simulation
Report looking at the prospects for large-scale simulation of financial systems.
Ref: BIS/11/1233 PDF, 310KB, 22 pages
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This report investigates the potential role that large-scale simulation models of financial systems might play in anticipating and mitigating market crashes. It considers the application of simulation models to financial systems and assesses the prospects for continued progress in this line of research.
This review was commissioned as part of the Foresight project on the future of computer trading.