Systemic Risk Centre

We generalise a stochastic version of the workhorse SIR (Susceptible-Infectious- Removed) epidemiological model to account for spatial dynamics...

The current crisis, at the time of writing, has had a profound impact on the financial world, introducing the need for creative approaches to...

This paper surveys the state of the art in research in racetrack and lottery markets. Market efficiency and the pricing of various wagers is studied...

The most widely used programming languages for economic research are Julia, Matlab, Python and R. This column uses three criteria to compare the...