Sheri Marina Markose is a computational economist. She is a professor of Economics at the University of Essex, where she holds a personal chair since 2006.Profile at Department of Economics, Univ. of Essex. She is the founding director (2002-2009) of the Centre for Computational Finance and Economic Agents (CCFEA) at Essex. At CCFEA, with the support of the then Vice Chancellor, Ivor Crewe,CCFEA 10 Years Anniversary Workshop she pioneered multi-disciplinary research as well as PhD and Masters programs, which include Agent-based computational economics, financial market modelling with extreme eventsThe Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing Journal of Derivatives Spring 2011, Vol. 18,No. 3:pp.35-60. and markets as complex adaptive systems.
Publications Markose,S.M, 2017 (vol. 4, no. 3; #5 ), Complex Type 4 Structure Changing Dynamics Of Digital Agents: Nash Equilibria Of A Game With Arms Race in Innovations, Journal of Dynamics and Games Markose,S.M, Simone Giansante and Ali Rais Shaghaghi, 2017, A systemic risk assessment of OTC derivatives reforms and skin‑in‑the‑game for CCPs,Banque de France Financial Stability Review Markose,S.M, 2016, The Gödelian Foundations of Self-Reference, the Liar and Incompleteness: Arms Race in Complex Strategic Innovation Markose,S.M, 2013, Systemic Risk Analytics: A Data Driven Multi-Agent Financial Network (MAFN) Approach Journal of Banking Regulation 14(3) Markose,S.M, 2012, Systemic Risk from Global Financial Derivatives : A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax Markose, S.M, and A. Alentorn, (2011) "The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing" ,The Journal of Derivatives. Markose, S.M, 2005, Computability and Evolutionary Complexity:Markets As Complex Adaptive Systems,Economic Journal Markose, S.M and Y. J. Loke, April 2003, Network Effects On Cash-Card Substitution In Transactions and Low Interest Rate Regimes, Economic Journal.
References
External links Sheri Markose's web page at University of Essex Markose's Agent-based Computational Economics research website Interview with Sheri Markose at Global Economic Symposium 2011 Why we need new models of the economy(London School of Economics) Sheri Markose Invited Talk Given at Judge Business School, Cambridge 13-14 Sept 2016