Computational Global Macro: Game Theory, Machine Learning, And Causal Inference

Computational Global Macro offers investors a new paradigm for the analysis of geopolitical risk. By drawing on game theory, machine 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.

Joseph Simonian is a globally renowned investor and researcher who has conducted extensive research in quantitative finance, machine learning, factor investing, and portfolio construction. He is currently the senior investment strategist at Scientific Beta. He was also the founder of Autonomous Investment Technologies and partner at MarkerTree Capital. Over the course of a 20-year career in the investment industry, Joseph has held senior portfolio management and research positions in several prominent asset management firms, including Acadian Asset Management, Natixis Investment Managers, Fidelity Investments, J P Morgan Asset Management, PIMCO, and Lehman Brothers. Joseph is a noted contributor to leading finance journals and is also a prominent speaker at investment events worldwide. He is currently the co-editor of the Journal of Financial Data Science and is also on the editorial board of The Journal of Portfolio Management. Joseph has authored over 40 publications in leading investment journals. He is the co-author of the recently published book, Quantitative Global Bond Portfolio Management and author of Geopolitical Finance which is slated for release in 2024. In addition to his portfolio research and research activities, Joseph also has extensive experience teaching in both academia and industry. He holds a PhD from the University of California, Santa Barbara; an MA from Columbia University; as well as a BA from the University of California, Los Angeles.