news Event

Unlocking Business Value in Financial Markets using Agent-Based Simulation

About this Event

Please join us at the 24th Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA), the top global conference on agent-based simulation, for a roundtable on ‘Unlocking Business Value in Financial Markets using Agent-Based Simulation.’

Learn how the industry is exploiting cutting-edge simulation technology to enhance best execution and TCA to attract and retain clients.

Our CEO Justin Lyon will be joined by our Head of Research Dr. Amir Sani and our Agent-Based Modelling Specialist Dr. Krishnen Vytelingum to discuss how an enterprise-ready agent-based market simulator can:

  • Demonstrate best execution
  • Address RT6, RT7 and MiFID II requirements
  • Provide a robust algorithm compliance check
  • Estimate pre-trade TCA
  • Generate simulated stress scenarios
  • Estimate and forecast portfolio VaR
  • Assess market impact / co-impact

Date And Time
Wed, 26 June 2019
13:00 – 14:00 BST

Location
City, University of London
Northampton Square
London
EC1V 0HB

The 24th Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA)

The Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA) is the annual conference of the Society for Economic Studies with Heterogeneous Interacting Agents. WEHIA 2019 represents a unique opportunity to present and discuss the latest research on various aspects of the economy as a complex system made up of heterogeneous interacting agents. Research from different domains – economics, psychology, sociology, computer sciences, engineering, physics – can prove useful in developing new insightful approaches to key issues such as the origin, development and mitigation of financial crises, unemployment and poverty, income and wealth inequality and many others.

Chloe Hibbert