Professor Sheri Markose
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Email
scher@essex.ac.uk -
Telephone
+44 (0) 1206 872742
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Location
3.312, Colchester Campus
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Academic support hours
Monday 16:00 -18:00
Profile
Biography
Sheri Markose has a PhD in Economics from the London School of Economics and has been a Professor of Economics at Essex University since 2006. Her research interests, in applied economics, are in financial market modelling under extreme non-Gaussian events, computational mechanism design which uses agent based computational economic (ACE) models to 'wind tunnel' test proposed market protocols, electronic payments and cashlessness, interbank settlement systems, financial contagion and systemic risk. Her longstanding research interest and contributions to the Godelian formal mathematics of incompleteness and non-computability has enabled her to develop a theory of markets as complex adaptive systems and Nash equilibrium of an adversarial digital game in which strategic innovation and surprises occur. In 2024, Sheri has been appointed to the Central Bank Digital Currency Academic Advisory Group of the Bank of England and the HM Treasury. Sheri was Director of the Institute of Studies in Finance from 2000 and then became the founder Director since 2002 of the Centre for Computational Finance and Economic Agents (CCFEA) where she has pioneered postgraduate research and teaching in FinTech and Digital Economy, financial networks, systemic risk, agent-based computational economics (ACE) and markets as complex adaptive system. Sheri helped design the curricula for the MSc Fintech, MSc Algorithmic Trading and MSc Computational Finance and teaches the core compulsory Lab-based module for these Tech MScs, EC911 Computational Market Microstructure for FinTech and Digital Economy. From 2006-2010, Sheri directed research at Essex as part of the EC FP6 Euro 4 million RTN on the Computational Optimization Methods in Statistics, Econometrics and Finance (COMISEF) project which led to the development of multi-agent financial network models for systemic risk modelling. Her first agent based model for policy design came about as the lead researcher on the Foresight Office of Science and Technology 2006 IIS project on designing Smart Market Protocols for Road Transport Congestion. From February 2011-2015, Sheri has been appointed as senior consultant to the Reserve Bank of India Financial Stability Division to help establish ICT based financial network oriented modelling platforms for financial stability analysis. She was an academic advisor (Feb- Aug 2013) for BIS/BCBS OTC Derivatives Reform Report. In the 2017 Banque de France Financial Stability Review, Sheri and co-authors have provided an updated assessment of systemic risk from global derivatives markets following the 2009 G20 OTC derivatives reforms. Sheri was awarded the 2017 Eubank Prize by the Rice University, USA, “For integrative synthesis and data driven leadership toward understanding systemic risk in global financial markets.” Sheri has been a member of the European Science Foundation Review Panel in the area of socio-economic risks since 2014. Her 2017 publication in the American Institute of Mathematical Sciences Journal of Dynamics and Games on How Can Digital Agents Innovate?, highlighting the role of the Gödel sentence that enables a code to self-report that it is under attack to produce Type 4 dynamics in the Wolfram-Chomsky schema. This has been called ‘exciting’ by Noam Chomsky. In 2017, Sheri was invited to become an Associate Editor of Frontiers in Robotics and AI: Computational Intelligence https://www.frontiersin.org/journals/robotics-and-ai/sections/computational-intelligence#editorial-board Sheri has been invited to give keynote talks On the Digital Foundations of Intelligence at 2019 Bio Inspired ICT (BICT) Conference at Carnegie Mellon University and again in 2019 Dec at the C3 Complexity Symposium of Sydney University. https://en.wikipedia.org/wiki/Sheri_Markose http://www.acefinmod.com/index.html
Research and professional activities
Research interests
Financial Networks, Contagion and Systemic Risk Modelling
Modelling Extreme Market Events using Generalized Extreme Value Distribution (Option Pricing, Extreme Value at Risk and Forecasting Volatility)
Computational Simulators for Market and Policy Design with Special Interest in Controlling Negative Externalities (Levrage, Congestion, Carbon)
Cashlessness from E- Payments and Control of Inflation
Strategic Innovation, Red Queen Arms Race and Markets as Complex Adaptive Systems
Godel Incompleteness and Cognitive Incompleteness
Current research
Systemic risk from financial derivatives
Development of large scale data base driven financial network models for financial stability
Logical and Neurophysiological Foundations of Strategic Behaviour
Conferences and presentations
R-number for Early Warning of Financial Contagion : Identification and Measurement of Systemic Risk
Invited presentation, Macroprudential Policy Formulations – Implementing Financial Stability Mandate, International Conference for College of Central Banking Supervisors, Mumbai, 18/8/2022
The Bank of England Prudential Regulation Research Consortium [OFFG]
Invited presentation, Sheri Markose represents Essex University Economics & EBS at monthly Seminars of The Bank of England Prudential Regulation Research Consortium [OFFG], 22/3/2022
Frontiers Webinar Topic “Narrow and General Intelligence: Embodied, Self-Referential Social Cognition and Novelty Production in Humans, AI and Robots”.
Invited presentation, Moderated by Sheri Markose as Associate Editor of Frontiers Computational Intelligence AI and Robots, Youtube url https://www.youtube.com/watch?v=G-ToK2Mdd_w, 5/11/2021
, The Digital Foundations of Genomic Intelligence For Self-Other Interaction and Novelty Production
Invited presentation, Karl Friston Neurobiology Labs Workshop, UCL, Karl Friston Neurobiology Labs Workshop, London, UK, 19/10/2021
Central Bank Fiat Money and Competing Cryptocurrencies as Payment Media and Speculative Asset: At What Cost to the Real Economy ?
IFABS (The International Finance and Banking Society ) 2021, IFABS 2021 Oxford University Said Business School, 14/9/2021
Keynote Speaker Dec 2019 C3 Complexity Symposium Sydney University, Digital Foundations of Intelligence: How We Became Smart and Protean
Invited presentation, Keynote presentation, Keynote Speaker 2019 C3 Complexity Symposium Sydney University, 2019 C3 Complexity Symposium, Centre for Complex Systems, Sydney, Australia, 3/12/2019
Keynote Speaker March 2019 Bio Inspired ICT Conference Carnegie Mellon University: Digital Foundations of Intelligence- How we became Smart and Protean
Invited presentation, Keynote presentation, BICT 2019 Bio-Inspired Information Communication Technology, Carnegie Mellon University, Pittsburgh, United States, 12/3/2019
Intercountry Macro-Net Models: Cross Border and Within Country Imbalances For Systemic Risk and Sustainable Growth
Invited presentation, Invited Speaker Indian Institute of Management International conference on "Network Science in Economics and Finance", Ahmedabad, India, 12/12/2018
Financial Inclusion In India: Supply Side Incentives, Demand Side Barriers, Social Security and Credit Policy Effectiveness
Invited presentation, Invited Speaker XIII International Conference on Public Policy and Management – Inclusion and Exclusion: Policy and Practice, India Habitat Centre, New Delhi (23-25 August 2018), XIII International Conference on Public Policy and Management – Organized by Indian Institute of Management , Bangalore, India Habitat Centre, New Delhi (23-25 August 2018), Ahmedabad, India, 24/8/2018
Supporting the stability of the sector post-Brexit - the future for the capital regime, stress testing and operational resilience
Invited presentation, Westminster Forum: Building a resilient UK Financial Sector With Sam Woods and Vicky Saporta, Westminster Forum, London, United Kingdom, 4/7/2018
Keynote Speaker 24 April 2017, 7th Eubank Conference on Real World Markets: High Frequency Trading; Mitigating its Impact on Trading and Investing.
Invited presentation, Keynote presentation, Keynote Speaker, Computational Market Microstructure And Price Trends in the London Electronic Order Book: Order Submissions and Cancellations, Houston, United States, 24/4/2017
January2013 Speaker at Bank of England Workshop onRegulatory Data and Systemic Risk Analytics.PDF
United Kingdom, 2013
Markose, S.M, 2012, Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax International Monetary Fund Working Paper No. 12/282, November 2012. http://www.imf.org/external/pubs/cat/wp1_sp.aspx?s_year=2012&e_year=2012&brtype=defaultShort summary of talk is now available in the IMF Workshop Proceedings.
2012
Markose, S.M, 2012 November, June 2013Plenary Speaker on Systemic Risk at Banque de Brazil Annual Conference.
Brazil, 2012
Invitation to be panellist on Coping With Systemic Risk at the 2011 Global Economic Symposium at Kiel World Institute, Oct 5-6 2011.
Kiel, Germany, 2011
Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks, University of Essex, Economics Department DP 683, Feb 2010. Also in European Central Bank Workshop Publications on Recent Advances in Modeling Systemic Risk Using Network Analysis.
Colchester, United Kingdom, 2010
Teaching and supervision
Current teaching responsibilities
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Economics of Financial Markets (EC907)
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Computational Market Microstructure for FinTech and the Digital Economy (EC911)
Previous supervision
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 20/3/2024
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 4/1/2024
Degree type: Occasional Postgraduate Study
Awarded date: 4/3/2022
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 5/11/2019
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 30/5/2019
Degree subject: Computational Finance
Degree type: Doctor of Philosophy
Awarded date: 11/7/2018
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 1/7/2016
Degree subject: Computational Economics
Degree type: Doctor of Philosophy
Awarded date: 29/6/2016
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 18/5/2016
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 14/10/2014
Degree subject: Computational Finance
Degree type: Doctor of Philosophy
Awarded date: 1/7/2014
Degree subject: Economics
Degree type: Doctor of Philosophy
Awarded date: 3/2/2014
Degree subject: Computational Finance
Degree type: Doctor of Philosophy
Awarded date: 9/5/2012
Degree type: Master of Science
Awarded date: 6/7/2010
Degree type: Master of Science
Awarded date: 7/10/2009
Degree type: Master of Science
Awarded date: 7/10/2009
Publications
Journal articles (36)
Markose, SM. and Soyyiğit, S., (2024). EU27 regional trade networks for medical products in fight against Covid-19 pandemic: Quantifying vulnerability and self sufficiency in critical inputs. PLOS ONE. 19 (2), e0297748-e0297748
Markose, S., Giansante, S., Eterovic, NA. and Gatkowski, M., (2023). Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Annals of Operations Research. 330 (1-2), 691-729
Markose, S., Giansante, S., Eterovic, NA. and Gatkowski, M., (2023). Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Annals of Operations Research. 330 (1-2), 841-841
Giansante, S., Manfredi, S. and Markose, S., (2023). Fair immunization and network topology of complex financial ecosystems. Physica A: Statistical Mechanics and its Applications. 612, 128456-128456
Markose, S., Arun, T. and Ozili, P., (2022). Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out. The European Journal of Finance. Online (1), 1-26
Markose, SM., (2022). Complexification of eukaryote phenotype: Adaptive immuno-cognitive systems as unique Gödelian blockchain distributed ledger.. Biosystems. 220, 104718-104718
Fatouh, M., Markose, S. and Giansante, S., (2021). The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?. Journal of Economic Behavior and Organization. 183, 928-953
Markose, SM., (2021). Genomic Intelligence as Über Bio-Cybersecurity: The Gödel Sentence in Immuno-Cognitive Systems.. Entropy. 23 (4), 405-405
Bholat, D., Lastra, RM., Markose, SM., Miglionico, A. and Sen, K., (2018). Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality. Journal of Banking Regulation. 19 (1), 33-54
Markose, SM., (2017). Complex type 4 structure changing dynamics of digital agents: Nash equilibria of a game with arms race in innovations. Journal of Dynamics and Games. 4 (3), 255-284
Markose, SM., Giansante, S. and Rais Shaghaghi, A., (2017). A systemic risk assessment of OTC derivatives reforms and skin-in-the-game for CCPs. Financial Stability Review. 21, 111-126
Markose, S., Giansante, S. and Rais Shaghaghi, A., (2017). Central clearing: reaping the benefits, controlling the risks. Financial Stability Review (21), 111-126
Heath, A., Kelly, G., Manning, M., Markose, S. and Shaghaghi, AR., (2016). CCPs and network stability in OTC derivatives markets. Journal of Financial Stability. 27 (C), 217-233
Markose, SM., (2013). Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach. Journal of Banking Regulation. 14 (3-4), 285-305
Sinha, S., Thess, M. and Markose, S., (2013). How Unstable Are Complex Financial Systems? Analyzing an Inter-bank Network of Credit Relations. New Economic Windows. 13, 59-76
Markose, SM., (2012). Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax. IMF Working Papers. 12 (282), 1-1
Markose, S., Giansante, S. and Shaghaghi, AR., (2012). ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. Journal of Economic Behavior & Organization. 83 (3), 627-646
Markose, SM., Peng, Y. and Alentorn, A., (2012). Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices
Markose, S. and Alentorn, A., (2011). The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing. The Journal of Derivatives. 18 (3), 35-60
Markose, S., Alentorn, A., Koesrindartoto, D., Allen, P., Blythe, P. and Grosso, S., (2007). A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design. Journal of Economic Dynamics and Control. 31 (6), 2001-2032
Kirman, A., Markose, S., Giansante, S. and Pin, P., (2007). Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks. Journal of Economic Dynamics and Control. 31 (6), 2085-2107
Giansante, S., Kirman, A., Markose, S. and Pin, P., (2007). The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process. Lecture Notes in Economics and Mathematical Systems. 599, 223-234
Markose, S., Arifovic, J. and Sunder, S., (2007). Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics. Journal of Economic Dynamics and Control. 31 (6), 1801-1807
Markose, SM., (2006). Developments in experimental and agent-based computational economics (ACE): overview. Journal of Economic Interaction and Coordination. 1 (2), 119-127
Markose, SM., (2005). Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS). The Economic Journal. 115 (504), F159-F192
TSANG, EDWARD., MARKOSE, SHERI. and HAKAN, ER., (2005). CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE. New Mathematics and Natural Computation. 01 (03), 435-447
Tsang, E., Markose, SM. and Er, H., (2005). Chance Discovery In Stock Index Option And Futures Arbitrage. New Mathematics and Natural Computation. 1 (03), 435-447
TSANG, E., MARKOSE, S. and HAKAN, E., (2005). CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE. New Mathematics and Natural Computation. 01 (03), 435-447
Tsang, E., Markose, SM. and Er, H., (2005). Chance Discovery In Stock Index Option And Futures Arbitrage. New Mathematics and Natural Computation. 1 (03), 435-447
Markose, SM., (2004). Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation. Physica A: Statistical Mechanics and its Applications. 344 (1-2), 41-49
Markose, SM. and Loke, YJ., (2003). Network Effects On Cash‐Card Substitution in Transactions and Low Interest Rate Regimes. The Economic Journal. 113 (487), 456-476
Markose, S., (2001). Computable economics: The Arne Ryde Memorial Lectures. ECONOMIC JOURNAL. 111 (472), F468-F470
Guariglia, A. and Markose, S., (2000). Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey. Fiscal Studies. 21 (4), 469-488
Markose-Cherian, S., (1991). End-independent legal rules and the political economy of expanding market societies of Europe. European Journal of Political Economy. 7 (4), 579-601
Markose, SM., (1986). A theory of policy-induced structural change An application of the bismut stochastic maximum principle. Journal of Economic Dynamics and Control. 10 (1-2), 109-114
ROBINSON, B., DAVIES, K. and MARKOSE, S., (1984). Savings, Personal Wealth and Risk. Economic Outlook. 8 (5), 27-33
Books (1)
Markose, S., (2016). Erratum to: The Gödelian Foundations of Self-Reference,the phLiar and Incompleteness: Arms Racein Complex Strategic Innovation. Springer International Publishing. 9783319325415
Book chapters (8)
Markose, SM., (2021). Novelty production and evolvability in digital genomic agents: Logical foundations and policy design implications of complex adaptive systems. In: Complex Systems in the Social and Behavioral Sciences: Theory, Method and Application. Editors: Elliott, E. and Kiel, LD., . University of Michigan Press. 111- 156. 978-0-472-07488-4
Markose, S., (2016). The gödelian foundations of self-reference, the liar and incompleteness: Arms race in complex strategic innovation. In: Trends in Mathematical Economics: Dialogues Between Southern Europe and Latin America. Editors: Pinto, A., Accinelli Gamba, E., Yannacopoulos, A. and Hervés-Beloso, . Springer. 217- 244. 9783319325439
Markose, SM., Oluwasegun, B. and Giansante, S., (2015). Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO). In: Banking, Finance, and Accounting. IGI Global. 561- 590. 1466662689. 9781466662681
Markose, SM., Oluwasegun, B. and Giansante, S., (2012). Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO). In: Simulation in Computational Finance and Economics. Editors: Alexandrova-Kabadjova, B., Martinez-Jaramillo, S., Garcia-Almanza, AL. and Tsang, E., . IGI Global. 225- 254. 9781466620117
Alentorn, A. and Markose, SM., (2008). Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR). In: Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Editors: Kontoghiorghes, EJ., Rustem, B. and Winker, P., . Springer. 47- 71. 9783540779582
Tsang, E., Markose, S., Garcia, A. and Er, H., (2007). EDDIE for discovering arbitrage opportunities. In: Numerical Methods for Finance. 281- 284. 9781584889250
Markose, S., Tsang, E. and Er, H., (2002). Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage. In: Genetic Algorithms and Genetic Programming in Computational Finance. Springer US. 281- 308. 9781461352624
Markose, SM., (2002). The New Evolutionary Computational Paradigm of Complex Adaptive Systems. In: Genetic Algorithms and Genetic Programming in Computational Finance. Springer US. 443- 484. 9781461352624
Conferences (5)
Doering, J., Fairbank, M. and Markose, S., (2017). Convolutional neural networks applied to high-frequency market microstructure forecasting
Abudu, B., Markose, S., Simos, TE. and Maroulis, G., (2007). Relational Neural Evolution Approach to Bank Failure Prediction
Markose, S., Tsang, E. and Jaramillo, SM., (2005). The Red Queen principle and the emergence of efficient financial markets: An agent based approach
Markose, S., Tsang, E., Er, H. and Salhi, A., (2001). Evolutionary arbitrage for FTSE-100 index options and futures
Markose, S., Tsang, E., Hakan Er and Salhi, A., (2001). Evolutionary arbitrage for FTSE-100 index options and futures
Reports and Papers (11)
Markose, SM. and Soyyigit, S., EU27 Regional Trade Networks for Medical Products in Fight Against Covid-19 Pandemic: Quantifying Vulnerability and Self Sufficiency in Critical Inputs
Arun, T., Markose, SM., Murinde, V., Kostov, P., Khan, A., Arı, N., Goel, V. and Sethi, R., (2023). Impact of Neo-Banks (Digital Banks) India -Uk Comparison
Arun, T., Markose, SM., Murinde, V., Kostov, P., Khan, A., Arı, N., Goel, V. and Sethi, R., (2023). Digital Lending in Fintech India - UK Comparison
Markose, SM., (2023). Digital Foundations of Evolvable Genomic Intelligence and Human Proteanism: Complexity With Novelty Production Beyond Bounded Rationality
Markose, SM., Giansante, S., Eterovic, NA. and Gatkowski, M., (2020). Early Warning of Systemic Risk In Global Banking: Eigen-Pair R Number for Financial Contagion and Market Price-based Methods
Markose, SM., Mahmoud, F. and Simone, G., (2018). The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses?
Markose, SM., (2017). Complex type 4 structure changing dynamics of digital agents: Nash equilibria of a game with arms race in innovations
Bholat, D., Lastra, R., Markose, S., Miglionico, A. and Sen, K., (2016). Non-performing loans: regulatory and accounting treatments of assets
Markose, SM. and Alentorn, A., (2005). The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing
Markose, SM., (2004). Novelty And Surprises In Complex Adaptive System (CAS) Dynamics: A Computational Theory of Actor Innovation
Markose, SM. and Loke, YJ., (2000). Network effects on Cash-Card Substitution in Transactions and Low Interest Rate Regimes
Scholarly Editions (17)
Markose, S. and Alentorn, A., Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution
Serafin, MJ., Tsang, EPK. and Markose, S., Co evolution of Genetic Programming Based Agents in an Artificial Stock Market
Yang, J., Markose, S. and Alentorn, A., Designing large value payment systems: an agent based approach
Markose, SM., Alentorn, A., Millard, S. and Yang, J., (2011). Designing large value payment systems: An agent-based approach
Markose, S., Giansante, S., Gatkowski, M. and Shaghaghi, AR., (2010). Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks
Markose, SM., Giansante, S., Gatkowski, M. and Shaghaghi, AR., (2010). Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks
Markose, SM., Alentorn, A., Koesrindartoto, D., Allen, P., Blythe, P. and Grosso, S., (2007). A smart market for passenger road transport (SMPRT) congestion: an application of computational mechanism design
Kirman, A., Markose, SM., Giasante, S. and Pin, P., (2007). Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
Alentorn, A. and Markose, SM., (2006). Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics
Markose, SM., Alentorn, A. and Krause, A., (2004). Dynamic Learning, Herding and Guru Effects in Networks
Markose, SM., (2004). Computability and Evolutionary Complexity: Markets As Complex Adaptive Systems (CAS)
Markose, SM. and Loke, YJ., (2002). Can cash hold its own? International comparisons: Theory and evidence
Markose, SM., (2001). The New Evolutionary Computational Paradigm of Complex Adaptive Systems: Challenges and Prospects for Economics and Finance
Markose, SM. and Er, H., (2000). The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options
Markose, SM. and Loke, YJ., (2000). Changing trends in payment systems for selected G10 and EU countries 1990-1998
Markose, SM., (1999). The liar strategy and surprises: Computability and indeterminacy in Nash equilibria games
Markose, SM., (1998). Game Theory for central bankers: have they got it right?
Grants and funding
2021
AI, Cyber Risks and Data Science for FinTech and Digital Economy
British Council
2020
UK-India Bilateral Trade in FinTech and FinTech-Enabled Services: Emerging trends and potential for growth
Economic and Social Research Council
2017
Mainstreaming of the Finacial Inclusion Agenda in India
UKIERI
2014
Diversity in Macroeconomics Conference Funding
Economic & Social Research Council
2009
Risk in Insurance - Bursaries
Hsbc Plc
2008
HSBC Senior Reserach Fellow In Risk And
Hsbc Plc
2006
COMISEF
European Commission
Contact
Academic support hours:
Monday 16:00 -18:00
