Blake Lebaron

Blake LebaronBlake LeBaron has a Ph.D. in Economics from the University of Chicago. He is the Abram L. and Thelma Sachar Chair of International Economics at the International Business School, Brandeis University. He is a Research Associate at the National Bureau f Economic Research, and was a Sloan Fellow. LeBaron also served as director of the Economics Program at The Santa Fe Institute in 1993. LeBaron's research has concentrated on the issue of nonlinear behavior of financial and macroeconomic time series. He has been influential both in the statistical detection of nonlinearities and in describing their qualitative behavior in many series. LeBaron's current interests are in understanding the quantitative dynamics of interacting systems of adaptive agents and how these systems replicate observed real world phenomenon. Also, LeBaron is interested in understanding some of the observed behavioral characteristics of traders in financial markets. This behavior includes strategies such as technical analysis and portfolio optimization, along with policy questions such as foreign exchange intervention. In general, he seeks to find out the empirical implications of learning and adaptation as applied to finance and macroeconomics. Read More Read Less

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3.
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence
Publisher: Mit Press
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₹96
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Hardcover
Release:
24 Oct 1991
Language:
English
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Computational Finance 199932 % NR
Publisher: MIT Press Ltd
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₹4,500
₹3,060
Binding:
Paperback
Release:
24 Apr 2000
Language:
English
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Computational Finance 1999NR
Publisher: MIT Press (MA)
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₹11,825
Binding:
Hardback
Release:
24 Apr 2000
Language:
English
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