Statistical model checking of the Island Model: an established economic agent-based model of endogenous growth
Presented at MARS @ ETAPS 2026, this paper uses MultiVeStA to give the Island Model a more rigorous and reproducible statistical analysis.
Paper Accepted at MARS @ ETAPS 2026
Our paper on statistical model checking for the Island Model has been accepted at MARS @ ETAPS 2026. I will present it in Turin on April 12, 2026.
Robust Portfolio Optimization under Systematic Market Disruptions (PFSE)
Novel PFSE estimator achieves 25% breakdown point with 32× computational speedup over MCD. Out-of-sample Sharpe 1.87 on S&P 500 (2015–2025), 29% lower drawdown during COVID-19. …
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