A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various …

This simulation models the interactions between buyers and sellers in a market using a discrete Markov chain. The market consists of regular sellers and a fraction of opportunistic sellers who may deceive the buyers. The simulation tracks the evolution of buyer perception over time, influenced by encounters with these opportunistic sellers.

Problem suite focused on evaluating the ability of agents to develop emergent communication in cooperative navigation tasks

Reputation systems and recruitment in online labor markets: Insights from an agent-based model [replication materials]

An evidentiary policy paper analysing systemic fragility in UK higher education through the lens of Akerlof’s ‘lemons’ market. Examines opaque rankings and think tanks as conflicted intermediaries, and proposes fiduciary openness, ratings reform, and stress testing to safeguard systemic stability.

End-to-end Python computational engine for qualitative financial modeling implementing Bočková et al. (2025) methodology. Employs Constraint Satisfaction Problems (CSP) and graph theory to model the impact of rumours on financial systems. Professional-grade codebase with extensive validation and customization capabilities.