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Radical Complexity

This is an informal and sketchy review of six topical, somewhat unrelated subjects in quantitative finance: rough volatility models; random covariance matrix theory; copulas; crowded trades; high-frequency trading & market stability; and "radical complexity" & scenario based (macro)economics. Some open questions and research directions are briefly discussed.

4 nodes3 linksoverview previewRadical Complexity
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Radical Complexity4 visible / 4 total nodes / 3 links
AuthorshipTopic signalTopic signalWRadical Complexitypreprint / 2021AJean-Philippe BouchaudResearcherTcond-mat.stat-mech6570 worksTq-fin.GN312 works
PaperSignal 103 links

Radical Complexity

preprint / 2021

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