Recent Research

• A Survey of Systemic Risk Analytics
  [abstract] [Available for download here]
  
  
• Privacy-Preserving Methods for Sharing Financial Risk Exposures
  [abstract] [download pdf (0.98Mb)]
  
  
• The Origin of Behavior
  [abstract] [download pdf (569Kb)]
  

• Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective
  [abstract] [download pdf (326Kb)]
  

• Reading About the Financial Crisis: A 21-Book Review
  [abstract] [download pdf (303Kb)]
  
  
• The National Transportation Safety Board: A Model for Systemic Risk Management [abstract] [download pdf (654Kb)]
  
  
• Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors [abstract] [download pdf (1.0Mb)]
  [watch video - small (14.9Mb)] [watch video - medium (50.7Mb)]
  [watch video - large (171Mb)]
  
  
• Systemic Risk and the Refinancing Ratchet Effect
  [abstract] [download pdf (1.4Mb)]
  

• MIT Department of Electrical Engineering and Computer Science, Joint Faculty
  
• MIT Computer Science and Artificial Intelligence Laboratory, Principal Investigator
• AlphaSimplex Group, LLC, Chairman and Chief Investment Strategist
  
• Office of Financial Research, Consultant
• National Bureau of Economic Research, Research Associate
  
• NY Fed Financial Advisory Roundtable, Member
  
• FINRA Economic Advisory Committee, Member
  
• Moody's Academic Advisory and Research Committee, Member
  
• Beth Israel Deaconess Medical Center Board of Overseers, Member