Home Page For Blake LeBaron

Agent-Based Financial Markets

See several of my latest working papers for information on the markets that I'm working on. My older survey is available in the Handbook of Computational Economics, vol 2 edited by Leigh Tesfatsion and Kenneth L. Judd, North-Holland, 2006. Currently, a new survey is in the works. Should be available summer 2014.

The Institute for New Economic Thinking (INET) has allowed me to fund a small team of programmers who are currently working to build up some benchmark models for use in both teaching and research. This project is now complete, and will be available soon. We have built a set of about 6 different early agent-based models, and they are accompanied with online notes.

Ph.D. Students

For an overview of Brandeis/IBS Ph.D. students on the market in 2014/2015 click here .