Mar 2024
Working Paper

The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model
Marco Bardoscia , Adrián Carro , Marc Hinterschweiger , Mauro Napoletano , Lilit Popoyan , Andrea Roventini , Arzu Uluc

Feb 2024
Blog

How agent-based models powered by HPC are enabling large scale economic simulations
Ilan Gleiser , J. Doyne Farmer , Jagoda Kaszowska-Mojsa , Sam Bydlon

Feb 2024
Journal

Black-box Bayesian inference for agent-based models
in Journal of Economic Dynamics and Control
Joel Dyer , Patrick Cannon , J. Doyne Farmer , Sebastian Schmon

Feb 2024
Journal

Planning progress: Incorporating innovation and structural change into models of economic planning
in Competition & Change
Nils Rochowicz

Feb 2024
Journal

Economic modelling fit for the demands of energy decision makers
in Nature Energy
Peter Barbrook-Johnson , Jean-Francois Mercure , Simon Sharpe , Cristina Penasco , Cameron Hepburn , Laura Diaz Anadon , J. Doyne Farmer , Timothy M. Lenton

Jan 2024
Journal

Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market
in Journal of Financial Stability
Adrián Carro , Patricia Stupariu

Jan 2024
Journal

Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market
in Journal of Economic Dynamics and Control
Susanna Saroyan

Jan 2024
Journal

Interventionally consistent surrogates for agent-based simulators
in NeurIPS 2024
Joel Dyer , Nicholas Bishop , Yorgos Felekis , Fabio Massimo Zennaro , Anisoara Calinescu , Theodoros Damoulas , Michael Wooldridge

Jan 2024
Journal

Population synthesis as scenario generation for simulation-based planning under uncertainty
in Proceedings of the 23rd International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2024)
Joel Dyer , Arnau Quera-Bofarull , Nicholas Bishop , J. Doyne Farmer , Anisoara Calinescu , Michael Wooldridge

Dec 2023
Working Paper

Discounting the distant future: What do historical bond prices imply about the long term discount rate?
J. Doyne Farmer , John Geanakoplos , Matteo Richiardi , Miquel Montero , Josep Perelló , Jaume Masoliver

Dec 2023
Working Paper

Assessing the relative costs of high-CCS and low-CCS pathways to 1.5 degrees
Andrea Bacilieri , Richard Black , Rupert Way

Nov 2023
INET Working Paper

No. 2023-28 - Employment dynamics in a rapid decarbonization of the power sector
Joris Bucker , R. Maria del Rio-Chanona , Anton Pichler , Matthew C. Ives , J. Doyne Farmer

Nov 2023
Journal

Gradient-assisted calibration for financial agent-based models
in Proceedings of the Fourth ACM International Conference on AI in Finance (ICAIF '23)
Joel Dyer , Arnau Quera-Bofarull , Ayush Chopra , J. Doyne Farmer , Anisoara Calinescu , Michael Wooldridge

Nov 2023
Journal

How are climate policies assessed in emerging economies? A study of ex-ante policy appraisal in Brazil, China, and India
in Climate Policy
Jin Qin , Cormac Lynch , Peter Barbrook-Johnson , Pablo Salas , Guanyu Yang , Michel Ferreira Cardia Haddad , Roberto Pasqualino , Jean-Francois Mercure

Nov 2023
INET Working Paper

No. 2023-23 - Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium
Matteo Gasparini

Nov 2023
Journal

The unequal effects of the health–economy trade-off during the COVID-19 pandemic
in Nature Human Behaviour
Marco Pangallo , Alberto Aleta , R. Maria del Rio-Chanona , Anton Pichler , David Martin-Corral , Matteo Chinazzi , François Lafond , Marco Ajelli , Esteban Moro , Yamir Moreno , Alessandro Vespignani , J. Doyne Farmer

Oct 2023
Journal

Building an alliance to map global supply networks
in Science
Anton Pichler , Christian Diem , Alexandra Brintrup , François Lafond , Glenn Magerman , Gert Buiten , Thomas Choi , Vasco M. Carvalho , J. Doyne Farmer , Stefan Thurner

Oct 2023
INET Working Paper

No. 2023-21 - Modelling labour market transitions: the case of productivity shifts in Brazil
Anna Berryman , Joris Bucker , Fernanda Senra de Moura , Peter Barbrook-Johnson , Marek Hanusch , Penny Mealy , R Maria del Rio-Chanona , J. Doyne Farmer

Oct 2023
Policy Briefing

A fast clean energy transition would save trillions
Rupert Way , J. Doyne Farmer

Oct 2023
Journal

Black-box inference for differentiable simulators
in Journal of Open Source Software
Arnau Quera-Bofarull , Joel Dyer , Anisoara Calinescu , J. Doyne Farmer , Michael Wooldridge

Oct 2023
Journal

Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle
in Journal of Economic Dynamics and Control
Adrián Carro

Oct 2023
INET Working Paper

No. 2023-19 - Reconstructing supply networks
Luca Mungo , Alexandra Brintrup , Diego Garlaschelli , François Lafond

Sept 2023
INET Working Paper

No. 2023-18 - Temporal criticality
Jose Moran , Matthijs Romeijnders , Pierre Le Doussal , Frank P. Pijpers , Utz Weitzel , Debabrata Panja , Jean-Philippe Bouchaud

Sept 2023
INET Working Paper

No. 2023-16 - Liquidity Spirals
Garbrand Wiersema , Esti Kemp , J. Doyne Farmer

Sept 2023
Article

Is it time to reboot welfare economics? Overview
Diane Coyle , Mark Fabian , Eric Beinhocker , Tim Besley , Margaret Stevens

Aug 2023
Paper

Social contagion and asset prices: Reddit's self-organised bull runs
Valentina Semenova , Julian Winkler

Aug 2023
INET Working Paper

No. 2023-13 - Temporal criticality in socio-technical systems
Jose Moran , Frank P Pijpers , Utz Weitzel , Jean-Philippe Bouchaud , Debabrata Panja

Jul 2023
Journal

Technology and jobs: A systematic literature review
in Technological Forecasting and Social Change
Kerstin Hötte , Melline Somers , Angelos Theodorakopoulos

Jul 2023
Journal

“All scenarios are wrong, but some are useful”—Toward a framework for assessing and using current climate risk scenarios within financial decisions
in Frontiers in Climate
Moritz Baer , Matteo Gasparini , Ryan Lancaster , Nicola Ranger

Jul 2023
Working Paper

EURAXI: A Benchmark for Euro Credit Spreads
Susanna Saroyan , Rama Cont

Jul 2023
INET Working Paper

No. 2023-02 - Revealing production networks from firm growth dynamics
Jose Moran , Luca Mungo

Jun 2023
Journal

Best-response dynamics, playing sequences, and convergence to equilibrium in random games
in International Journal of Game Theory
Torsten Heinrich , Yoojin Yang , Luca Mungo , Marco Pangallo , Alex Scott , Bassel Tarbush , Samuel Wiese

Publications