All scenario simulations are deficient due to inadequacies in data, model or parameter value selection. Yet all scenarios can reveal insight into some aspect of a possible future. Multi-agent simulation is unique in its ability to reveal critical insights into the non-linear dynamics of the evolution of potential futures.
We are joined by Dr. Stephen Weston – Partner, Traded and Quantitative Risk, Deloitte UK and Visiting Professor, Imperial College – who will speak about using scenario analysis in financial markets in an age of climate change.
From the use cases covered by Stephen, one is chosen and Jiyan Babaie-Harmon demonstrates how that can be setup in the SDK in a matter of minutes. The final part of the webinar includes live Q&A.