Simonian J. Computational Global Macro. Game Theory,ML,and Causal Inference 2025

Textbook in PDF format

Computational Global Macro offers investors a new paradigm for the analysis of geopolitical risk. By drawing on game theory, reinforcement learning, and causal inference, the book provides investors with a novel framework for analyzing the political and economic interactions between global actors. In doing so it presents a Counterpoint to the often informal and speculative approach to geopolitical analysis that is prevalent in the research produced by investment firms. The book will thus serve as a valuable reference for investment professionals, students, and academics seeking to apply sophisticated quantitative tools to the development of their macro views