RECENT INVITED TALKS, LECTURES, VISITS, APPOINTMENTS: Sheri Markose
April 2017 Awarded 7th Eubank Fellow Prize at 7th Eubank Conference of the Rice University , Houston , USA
3-14 Sept 2016 Invited Speaker at Financial Risk and Network Theory Workshop Centre for Risk Studies and FNA, Judge Business School, Cambridge
Sheri presents new work (with Inacio Manjama and Qi Zhang) on why granular global macro-net
models are needed :
Unsustainable Global Macroeconomic Trends : New Granular Macro-net Models for Macroeconomics and Macro Prudential Policy
July 6-7 2015, Invited Lectures At Stochastic Finance Summer School, Athens Business School.
26-27 January 2015 Invited Speaker at ESRC New Financial Reality : Measuring and Managing Systemic Risk Workshop, University of Kent Business School.
| 16 January 2015
Contributed to the Bank of England Granular Data Workshop; Invited to Bank of England and US Office of Financial Research Collaboration for Standards For Granual Data
5 Dec 2014 Invited Speaker
Joint UNamur-UCL Winter School and Workshop on Networks in Economics and Finance
13 October 2014 Invited Speaker 50th Anniversary of the UK Government Economic Service Mini-conference on Agent based Models for Economics Chaired by James Richardson (HMT and Council of ESRC)
June 30-11July 2014 Visiting Reserve Bank of India Financial Stability Unit for Project as Senior Consultant on Financial Network Modelling for Systemic Risk Management
3 June 3 2014 Invited by Ugo Pagano (and Sam Bowles) to give a talk on New Foundations of Social Cognition and Protean Strategic Behaviour : Coordination, Anti-Coordination and Innovation, Economics Department, University of Sienna.
May 6-7, 2014 Panellist for European Science Foundation , Strasbourg , France.
April 11-12 ,2014 Discussant For Session on Legal Entity Identifier, Loughborough Conference on Data Standards, Information and Financial Stability.
May 19 2014 Invited Speaker at high-level workshop on “New Tools and Methods for Policy Making“, which will take place at the OECD headquarters in Paris on Monday 19 May 2014. The workshop is co-organised by the United Nations Economic Commission for Latin America and the Caribbean (ECLAC) and the OECD initiative on New Approaches to Economic Challenges (NAEC).
21 March 2014 , Invited Talk “Why Do We Need New Models of the Economy” at the Towards a Sustainable Financial System, Systemic Risk Centre, London School of Economics
|24 – 25 February 2014
ESRC Conference on Diversity in Macroeconomics: New Perspectives from Agent-based Computational, Complexity and Behavioural Economics (Conference Chair with Co- Chairs Sujit Kapadia (Bank of England), Paul de Grauwe (LSE), Cars Hommes (University of Amsterdam), Paul Sanderson (ESRC)
Conference report http://webwip.essex.ac.uk/economics/news_and_seminars/ESRC.aspx
-December 11 2013, Invited by Laurent Clerc, Director Financial Stability , Banque de France, Morning Session Talk on Multi-layer Networks for Systemic Risk Modelling ; Afternoon Session :Discussion on the MAGD Report onMacroeconomic Impact Assessment of OTC Derivatives Regulatory Reforms
-September 9-10 , 2013 , Invited Speaker and Visitor to OECD, Paris . Talk : Systemic Risk Analysis in Finance : New Approaches and Tools; Discussants Laurent Clerc Director Financial Stability , Banque de France, Paris.
–June 12-13, 2013 Plenary Speaker at Launch Workshop of Centre for networks and collective behaviour | University of Bath Download the programme.
– May 16-17, 2013 , Invited Speaker on Policy Analysis: Modelling Systemic Risk , XV Annual Seminar of the Banco Central do Brasil , Rio de Janeiro.
13 October 2014 Invited Speaker 50th Anniversary of the UK Government Economic Service Mini-conference on Agent based Models for Economics
June 30-11July 2014 Visiting Reserve Bank of India Financial Stability Unit for Project on Financial Network Modelling for Systemic Risk Management
March 21, 2014 Invited Speaker London School of Economics, Systemic Risk Centre, Why we need new models of the economy, Conference on
Towards a Sustainable Financial System. See more at: http://www.systemicrisk.ac.uk/events/towards-sustainable-financial-system
February 24-25, 2014 Program Co-Chair and Organiser of ESRC Conference Diversity In Macro-Economics: New perspectives from agent-based computational, complexity and behavioural economics
December 11, 2013, Invited by Laurent Clerc, Director Financial Stability , Banque de France, Morning Session Talk on Multi-layer Networks for Systemic Risk Modelling ; Afternoon Session :Discussion on the MAGD Report onMacroeconomic Impact Assessment of OTC Derivatives Regulatory Reforms
September 9-10 , 2013 , Invited Speaker and Visitor to OECD, Paris . Talk : Systemic Risk Analysis in Finance : New Approaches and Tools; Discussants Laurent Clerc Director Financial Stability , Banque de France, Paris.
June 12-14, 2013, Keynote Speaker at Inauguration of Centre for Networks and Collective Behaviour (CNCB) in the Department of Mathematical Sciences at University of Bath. The Theme of the Inaugural Lectures is “Uncertainty in Interaction Networks”.
May 16-17, 2013 , Invited Speaker on Policy Analysis: Modelling Systemic Risk , XV Annual Seminar of the Banco Central do Brasil , Rio de Janeiro.
March – August 2013 Academic Consultant to the OTC Derivatives Coordination Group of the BCBS/BIS project on Macroeconomic Impact Assessment of OTC Derivatives Regulatory Reforms prepared for the September 2013 Summit Meeting of the G20 (ACRONYM MAGD Report)
January 17-18, 2013, The Future of Regulatory Data and Analytics ,Centre of Central Banking Studies Conference at the Bank of England . Invited to speak on “Systemic Risk Analytics for large financial networks”
October 1-2 , 2012, Invitation for discussions at ESRC-Oxford Martin School International Scientific Symposium on Macroeconomics,
Oxford at the Oxford Martin School, Old Indian Institute, 34 Broad Street, Oxford, OX1 3BD.
September 17-29, 2012 Digital Mapping of Indian Financial. System Project, Financial Stability Division, Reserve Bank of India (Part of 3 year project 2011-2014)
June 2012 Invited to deliver Lectures on Financial Network Models for Systemic Risk Management at the 2012 Summer School at the Kiel Institute for the World Economy
Oct 5-6, 2011 Invited to be a panellist at the Global Economic Symposium 2011, on the session on “Coping with Systemic Risk “. Sheri has been encouraged to give radically new ideas that have
the promise of being paradigm shifts, and also give feedback on the challenge and suggestions on potential solutions. GES 2011 is being held on at Kiel, Germany.
|GES 2011 – Interview with Sheri Markose – YouTube|
July6-8, 2011 , Plenary Speaker at International Conference on Mathematical Finance and Economics (ICMFE) Istanbul Technical University (ITU), Turkey.
April 25- 5 May 2011 : Visited Reserve Bank of India , Mumbai, Began work in Collaboration with the RBI Financial Stability Division to use financial network models to map the interconnections between financial firms in India for purposes of systemic risk monitoring.
March 2011 – Dec 30 2011 Appointed Consultant to International Monetary Fund on a project on using financial network models to analyse the role of large complex financial intermediaries in derivatives markets
February 2011–2014 Appointed Senior Consultant to Reserve Bank of India at the Financial Stability Division over a three year period to develop and build an ICT based financial network platform for the Indian Financial System for purposes of monitoring the build up of systemic risk
October 1-2 2010 :’ Can It Happen Again ?’ Invited Speaker at University of Macerata, Italy http://www.unimc.it/can_it
23-24 August 2010: Invited Speaker at Reserve Bank of India, Mumbai, Financial Stability Board ; Special Tutorial was given on Policy Design for Financial Stability and on Financial Network Modelling
26-30 July 2010 : Keynote Speaker at British Council Sponsored Climate4 Media Workshops on Green Road Transport and Intelligent Infrastructure hosted in 4 Chinese Cities (Shanghai/Nanjing, Guangzhou/Schenzen, Chongqing and Bejing ) Sheri’s talk draws on her work on UK Foresight Project on digital models for congestion charging and intelligent infrastructure http://www.acefinmod.com/greentranspo.html
May 26-28 2010: Invited Talk at the International Monetary Fund, Washington DC, Workshop on “Operationalizing Systemic Risk Monitoring“. Sheri’s IMF talk included updates on her “Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks” paper. These included the CDS network based on FDIC 2010 data that incorporates the CCP ICE. The network is found to be no more stable in the face of failure of big broker dealers than the pre ICE case resulting in tax payer bail out being necessary again; also it was indicated that ICE is undercapitalized; the IMF market data based banking stability index contains no more information than say the VIX index and is mostly coincidental with the crisis rather than capable of yielding early warning signal; the need to urgently repeal any incentives (in Basel II and III) for credit risk transfer via the use of credit derivatives or other rating based credit risk guarantees that reduce capital requirements on bank assets from 8% to 1.6 % via risk weighted was reiterated again as there is no evidence that the CDS market can deliver the credit risk mitigationsought for it under the Basel framework IMF Conference Proceedings http://www.imf.org/external/np/seminars/eng/2010/MCM/index.htm Slides Sheri Markose (University of Essex)
May 21-22 2010: Invited Lecture Series at Economics Department Ruhr-Universität Bochum (Invited by Professor Michael Roos) on Financial Markets as Complex Adaptive Systems: Agent Based Computational Economic (ACE) Modelling of Financial Micro-Structure, Financial Networks and Policy Design. Sheri will deliver 4 Lectures over 2 days to PhD students and staff on new complexity perspective for economic analysis and policy design that she pioneered at the CCFEA. Outline for lectures and lecture notes to can be found at http://www.acefinmod.com/ace1.html Media: http://rgs-econ.org/home/media-reports/2010-05-25/
April 7-9 2010 Keynote Speaker at MAF 2010 –International Conference for Mathematical and Statistical Methods for Actuarial Sciences and Finance, Villa Rufolo – Ravello, Italy, web site: http://maf2010.unisa.it Other MAF 2010 Keynote Speakers are Narayanswamy Balakrishnan (McMaster University, Canada); Giampiero Gallo (University of Florence, Italy); Sheldon M. Ross (University of California, Berkeley) U.S.A.
October 5 2009: Invited Talk “Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks”, Presented at the European Central Bank, Frankfurt,Workshop Recent Advances in Modeling Systemic Risk Using Network Analysis.
– July 6- 10 2009 Invited Lectures at the GREQAM (Aix en Provence) SUMMER SCHOOL : Financial Micro- Structure and Contagion.
– Economics Departmental Seminars (University of York June 2009 , University of Leicester 7 Oct 2009 , Brunel University 5 Nov 2009)
Sept. 18th & 19th 2009 Invited to Guide Special Session on ‘Financial Crimes Arising from Shadow Banking and Sub-prime Crisis’ at European Developments in Criminal Corporate Liability Workshop , Clifford Chance Offices Canary Wharf , London.
– 29 June – 2nd July 2009, “Perverse Effects, Regulatory Arbitrage and the Lucas Critique: A Complex System Approach to Policy Design”, Talk given at the Scottish Institute for Advanced Studies, Glasgow at the Workshop on Limits to Rationality in Financial Markets: Policy Implications
–24-25 Mar. 2009 Invited Speaker at ZEW Centre for European Economic Research Sponsored Workshop “Agent based models in economic policy advice”, Mannheim, Germany.
– 23-24 March 2009, Invited Speaker at Workshop “The complexity of financial crisis in a long-period perspective: facts, theory and models”, University of Sienna.
-21 Mar. 2009, Invited Speaker at ESRC Money, Macro and Finance Workshop at Brunel University.
– 8-11 Feb 2009, Turin Italy, Invited Speaker to Bank of Italy Workshop on “Agent-Based Modeling for Banking and Finance” (ABM-BaF) – Villa Gualino Torino.
––5 Feb 2009 Speaker at Essex Chamber of Commerce and Human Rights Centre University of Essex Sponsored Credit Crunch Seminar, at Moot Hall, Colchester.
– 1-19 Sept. 2008, CCFEA/i4MT Summer School Program 2008 , (High Frequency Finance (HFF) and Electronic Trader Training (ETT) ), London, organizer and presenter
22 May 2008 Speaker at Transmission of Credit Risk and Bank Stability Conference at Cass Business School, London.
– 14 May 2008 Keynote Speaker at the East Yorkshire and Humber Climate Change Conference (EYHCC), Hull, UK.
– October 2007, Invited Speaker at Agent-Based Modeling: Application to Energy Policy UKERC Workshop, 15 & 16 October 2007, St. Hughes College, Oxford.
– Summer 2007, Invited on the Royal Society of Arts (RSA) Steering Committee on Green Transport Policy (in the context of Personal Carbon Trading)
–June 2007 Invited speaker at the GREQAM Conference New Microstructure of Financial Markets. The title of the talk was “Market Micro Structure Simulators and the London SETS Electronic Limit Order Book”. Please visithttp://greqam.univ-mrs.fr/conference/conf_greqam_past.php
– 2 Feb 2007– Judge Business School Cambridge University Finance Seminar on Market Herding – Presented paper on :Dynamic Learning and Guru Effects in Networks.
–11-12 Jan 2007 Program co-chair (with Peter Allen, Cranfield Management School and Phil Blythe, TORG, Newcastle University)- International Conference on DESIGN AND PUBLIC POLICY: MARKETS FOR CONGESTION AND CARBON TRADING, hosted by CCFEA at the University of Essex (Sponsors include DEFRA and Foresight)
– 28 Sept. 2006 – Invited Speaker at ESRC Workshop on Financial Regulation and Payments Systems : Designing Large Value Payments: An Agent –based Approach with Endogenous Learning
– 4 July 2006 Sheri Markose addressed the Gödel Centenary Colloquium at Computing in Europe (CiE) Conference in Swansea where she gave a paper on Gödelian Foundations of Non-Computability and Heterogeneity In Economic Forecasting and Strategic Innovation
– 29 June – 1 July 2006 , Black Wednesday and collapse of ERM currency peg : An agent based model of endogenous risk from policy :Invited Special Lecture at International Conference: Applications of Physics in Financial Analysis 5 (APFA 5) Torino, Italy.
– 26 January 2006 : Invited to present the results of ‘ Intelligent Charging: Smart Market Protocols for Road Transport’, at Office and Science and Technology Foresight Directorate: Intelligent Infrastructure Project Launch.
– 17 October 2005 : Keynote speaker at Mexican National University (UNAM) at Conference on Complexity In Social Simulations. This is part of the Center For Interdisciplinary Research in Science and Humanities and the Institute of Physics UNAM conference for the International Physics year.
– 28 Sept 2005 : Invited talk at Prime Minister Strategy Unit (PMSU) : Title: Agent Based Computational Economics: Some Applications to Market and Policy Design
– April 2005-Dec 2005 : Invited Researcher for Foresight Intelligent Infrastructure Systems (IIS) ; Topic: An Agent Based Model for Smart Markets in Congestion ; Foresight IIS is supported by the Directorate of the Office of Science and Technology (OST); CCFEA is collaborating with TORG at Newcastle (Director Phil Blythe) and Complex Systems Management Centre Cranfield School of Management (Director: Peter Allen) ; 14 December 2005 Formal Presentation of IIS Project Results to Ministers and Foresight stakeholders who include Directors of Funding Councils
– December 2006 Guest Editor (with Shyam Sunder and Jasmina Arifovic) , Special Issue on Experimental and Agent Based Computational Economics, Journal of Economic Dynamics and Control . This is now a Wikipedia entry.
– Autumn 2006 Guest Editor of Modelling With Economic Agents 10 Years On Proceedings of the WEHIA 2005: In new Journal of Economic Interaction and Coordination (JEIC).
– June 13-15 2005 Organizer and Program Co-Chair (with Shyam Sunder, Yale, and Neil Johnson , Oxford) WEHIA 2005 hosted by CCFEA at University of Essex. http://www.essex.ac.uk/wehia05/
– Scientific Committee of the IEEE, Conference For Evolutionary Computation 2005, Edinburgh
– March 20-24 2005 Invited Lecture at National University of Galway Workshop on Computable Economics Computability, Computational Complexity and Dynamical Systems Theory in Economics and Finance http://www.nuigalway.ie/cisc/cobera2005/index.html
– March 17 2005 – Invited Keynote speaker at Digital Forum : Tipping in Payment Networks: Can Cash Hold Its Own ?
-February 1 2005 – Invited speaker at Bank of England CCBS Expert Forum on Payment Systems ,London, 31 January – 2 February, 2005,
-December 7 2004 – Bank of England Workshop on IPSS Interbank Payments Systems Simulator (developed with Amadeo Alentorn (CCFEA) and Ying Yang and Steven Millard BOE)
– November 5 2004 Invited Talk On Implied Tail Indexes From GEV Risk Neutral Density Functions at the Kiel CAU Workshop on Computational Finance organized by Thomas Lux http://www.bwl.uni-kiel.de/phd/seminars-schneider.php
– 2004 – Member of IEEE Computational Finance and Economics Technical Committee http://ieee-cis.org/cf/
– September 9-10 2004 Member of Scientific Committee of First Bonzenfreies Colloquium on Market Dynamics and Quantitative Economics http://www.mfn.unipmn.it/~colloqui/
– 27- 30 July 2004 – Visit to Yale Management School (Invited by Shyam Sunder.)
– March 12 2004 Inauguration of CCFEA and Organization of Workshop on CCFEA Workshop: Computational Models of Market Microstructure and Real Time Trading
– March 3 & 4 2004 Invited Talk on Trends in Cashlessness at The Cash Processing Conference in Paris. This high-level event of Central Bankers and academics is organised by the European Financial Management and Marketing Association (EFMA).
-Member of Scientific/Program Committee of 9th. WEHIA 2004 (Workshop for Economic Heterogeneous Interacting Agents) in Kyoto, Japan
– November 13-15 2003: Invited Special Lecture at International Conference: Applications of Physics in Financial Analysis 4 (APFA4) Warsaw.
–June-Sept 2002 Invited Research Fellow at the Research Division at the Bank of Finland, Helsinki, on Project on the Spread of Cashlessness : April 2002, June-September 2002. Two public lectures were delivered at the Bank of Finland in July 2002 on this topic
-Feb 19 2002 University of York, Economics Department Seminar
-November 2001, Invited to Present at John Hicks Seminar Series In Monetary Economics, Brasenose College, Oxford.
-September 2000, ESRC Annual Money, Macro, Finance Conference : Presentation .
– July 2000 : Invited Lectures on Computability in Economics, Main topic : The Liar Strategy and Surprises: So What Is the Lucas Critique ? A New Perspective from Computation Theory, Economics Department , University of Trento, Italy.
-19- 22 July 1998: Invited speaker to Economics Department, “The Liar Strategy and Surprises: So What Is the Lucas Critique ? A New Perspective from Computation Theory”, Carnegie Mellon University (USA) (invited by Steve Spear).