Research and analysis

Computer trading: large scale financial systems simulation

Report looking at the prospects for large-scale simulation of financial systems.

• From: Government Office for Science
• Published: 8 September 2011

Documents

Prospects for large scale financial systems simulation (DR14)

Ref: BIS/11/1233

PDF, 310 KB, 22 pages

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Details

This report investigates the potential role that large-scale simulation models of financial systems might play in anticipating and mitigating market crashes. It considers the application of simulation models to financial systems and assesses the prospects for continued progress in this line of research.

This review was commissioned as part of the Foresight project on the future of computer trading.

Published 8 September 2011