Research and analysis

Computer trading: large scale financial systems simulation

Report looking at the prospects for large-scale simulation of financial systems.


Prospects for large scale financial systems simulation (DR14)

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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.

Published 8 September 2011