Research scholar at the International Institute for Applied Systems Analysis (IIASA), and Faculty Member at the Complexity Science Hub Vienna.
The focus of my research is on systemic risk, financial stability and agent-based modeling. I have authored several papers in international peer-reviewed journals such as the Journal of Banking & Finance, the Journal of Financial Stability, and the Journal of Economic Dynamics and Control. Currently, I am leading a research project, entitled “A big-data approach to systemic risk in very large financial networks”, at IIASA.
At IAS, I plan to develop an agent-based model (ABM) for the Dutch economy that can be used for mainstream applications such as economic forecasting and macroeconomic policy analysis. To this end, I intend to build an ABM for the Dutch economy using data from national accounts, input-output tables, government statistics, census data and business surveys. The model incorporates all economic activities (producing and distributive transactions) as classified by the European system of national accounts (ESA); and all economic entities, i.e. all juridical and natural persons, are represented by agents (at a scale of 1:10).
The model will apply relevant insights from complexity science, take it to real-world macroeconomic data sources and thus achieve a realistic description of an actual economy that will help to further the importance of complexity modelling for policy makers.