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Turing Finance | October 23, 2016

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Computational Economics

This category contains all articles relating to Computational Economics

Hacking the Random Walk Hypothesis

September 15, 2015 | | 36 Comments

Hackers would make great traders. At a meta level, hackers and traders do the same thing: they find and exploit the weaknesses of a system. The difference is that hackers hack computers, networks, and even people for various ... Read More

Monte Carlo K-Means Clustering of Countries

February 9, 2015 | | 19 Comments

In the first part of this three-part series, What Drives Real GDP Growth?, I identified four themes which drive real GDP growth. These themes are based on 19 socioeconomic indicators whose average Spearman and Pearson correlations to real GDP growth were statistically ... Read More

What Drives Real GDP Growth?

January 15, 2015 | | 6 Comments

Econometrics is the application of statistical and computational techniques to the study of economic data. It differs from classical economics in that it is based on empirical findings rather than theories. One benefit of this approach is that ... Read More

Agent-based Computational Economic Models

January 13, 2014 | | 3 Comments

Economists subscribe to many often contradictory schools of thought. This results in businesses and governments adopting economic policies whose consequences are neither agreed upon nor understood. Furthermore, because the economy is actually a complex adaptive system most traditional economic ... Read More

BRICs Economic Forecasting using Neural Networks

September 18, 2013 | | 5 Comments

This weekend I finished an interesting research assignment in which I used five computational techniques to train artificial neural networks to forecast the 2011 GDP growth rates for Brazil, Russia, India, China, and South Africa (BRICS nations). The ... Read More

Perfect Imperfection, Agent Based Models

August 16, 2013 | | 11 Comments

When I was 17 years old the Boy Scouts of America invited nine international delegates and I to present at a conference and partake in a 7-day 100 kilometer hike through the Rocky Mountains on the Philmont Scout Ranch. In the week prior ... Read More