One of the problems I am working on at the moment is a model of a complete, global financial market, which I hope can recreate the timing of bubbles and crashes as we have seen them throughout history. The basic idea is to combine the prisoners' dilemma with a Ponzi scheme. (While I hope that not too many of my colleagues are offended.)
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Jacob Sparre Andersen Research & Innovation • Vesterbrogade 148 K • 1620 København V • Danmark