Archived News

EC Grant Funded Project (2007-2010 Dec) :
 
Multi-Agent Model of Credit Risk Transfer in Banks and Financial Contagion

26-28 May 2010, Invited Talk at the International Monetary Fund Workshop on "Operationalizing Systemic Risk Monitoring".

5 October 2009, Invited Talk at the European Central Bank Workshop Recent Advances in Modeling Systemic Risk Using Network Analysis.  Talks are based on research paper below:

683 February 10 Sheri Markose, Simone Giansante, Mateusz Gatkowski and Ali Rais Shaghaghi Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks (pdf version) [Abstract]

 ECB press release and workshop summary published on the ECB website. Please refer to the following links:
http://www.ecb.europa.eu/press/pr/date/2010/html/pr100107.en.html

http://www.ecb.europa.eu/pub/pdf/other/modellingsystemicrisk012010en.pdf?d216f976f3587224bcc087cc8149ed49
Further discussion in press see, below p. 7,
http://www.financialnetworkanalysis.com/wp-content/uploads/2010/01/SecOps-011810.pdf

Next Generation Electronic Trading Simulators (NGETS):
Joint work with Azeem Malik and Simone Giansante on a real time simulator for the London Stock Exchange Electronic Trading System (SETS) for the Electronic Limit Order Book Market. The SETS simulator project follows the lead of the Penn-Lehman Automated Trading (PLAT) platform for the LSE SETS.  The SETS E-TradPlat can test bed algo strategies and also analyse market impact and order placement  
[PPT] Folie 1

 Sheri and her group assisted Michael Mosley, BBC Science Presenter, in a trading experiment :
http://www.youtube.com/watch?v=K6MomAUDVT4

 Conference co-host at  Essex  Jan 11- 12 2007
Design and Public Policy: Markets for Congestion and Carbon Trading
http://www.essex.ac.uk/eccc/
Symposium For Economic Journal 2005
Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems
Published  June 2005, Vol. 115  , F159-F192.
Edited book with Shyam Sunder (Yale) :'Humans, Automaton and Markets: On Computational Microstructure Design' Forthcoming 2009/10,
Cambridge University Press.
Guest Editor with Jasmina Arifovic (Simon Fraser) and Shyam Sunder (Yale) :
Journal of Economic Dynamics and Control Special Issue June 2007
Advances in Experimental and Agent-based Modelling: Asset Markets, Economic Networks, Computational Mechanism Design and Evolutionary Game Dynamics

Markose, S.M, Phil Blythe (Director, Transport and Operations Research Newcastle) and Peter Allen (Director,Complex Systems Management Centre, Cranfield School of Management) :  ‘ Intelligent Charging: Smart Market Protocols for Road Transport’,   2005 Office and Science and Technology Foresight Directorate: Intelligent Infrastructure Project
Final Report :

http://www.bis.gov.uk/assets/bispartners/foresight/docs/intelligent-infrastructure-systems/smart-protocols-intelligent-charging.pdf

Intelligent Charging: Smart Market Protocols for Road Transport
Applying agent-based modelling to investigate a possible congestion solving technology.
 CCFEA Lead
Researchers launch smart software to simulate the impact of congestion charging

Smart Market for Congestion - Robustness Analysis - PPT Presentation -  -  Simulator to study the auction design for a congestion charge model. -  2006 ;  Full paper

Program Co-Chair :  WEHIA 2005
http://www.essex.ac.uk/wehia05/

Guest Editor : Developments in Experimental and Agent-based Computational Economics (ACE): Overview  Sheri M. Markose  ,Vol. 1: 2,  Journal of Economic Interaction and Coordination