Since 1996, the Workshops on Economics with Heterogeneous Interactive Agents (WEHIA) has provided a venue for scholars of different disciplines- economics, psychology, sociology, computer science, engineering, physics- to examine how aggregate properties of economic and financial systems arise from the actions and interactions of heterogeneous agents within the framework of complexity theory (Gallegati and Kirman, 2019). In June 2019, the 24th Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA) was held at City, University of London, UK. This special issue, focused on “Novel approaches to understand, forecast and mitigate financial risks" includes the main contributions presented at the workshop which were focused specifically on novel approaches to understand the dynamics and governance of financial crises, the refinement of pricing models and the construction of financial portfolios.
New measures for a new normal in finance and risk management
Iori G.
2022-01-01
Abstract
Since 1996, the Workshops on Economics with Heterogeneous Interactive Agents (WEHIA) has provided a venue for scholars of different disciplines- economics, psychology, sociology, computer science, engineering, physics- to examine how aggregate properties of economic and financial systems arise from the actions and interactions of heterogeneous agents within the framework of complexity theory (Gallegati and Kirman, 2019). In June 2019, the 24th Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA) was held at City, University of London, UK. This special issue, focused on “Novel approaches to understand, forecast and mitigate financial risks" includes the main contributions presented at the workshop which were focused specifically on novel approaches to understand the dynamics and governance of financial crises, the refinement of pricing models and the construction of financial portfolios.
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