Projects per year
Andreas Krause joined the Department of Economics in 2013 from the School of Management. He has graduated from the University of Fribourg (Switzerland) with a PhD in Economics.
He has research interests particularly in systemic of banking systems, where he focuses mainly on the network structure of interbank exposures and how failures of banks spread through such networks. The initial research in this area was supported by a British Academy grant. In general he is interested in heterogeneous agents interacting through networks and how such interactions shape aggregate outcomes, such as stock prices or analyst recommendations. Previous work has included an analysis of credit card markets using a network approach and questions of optimal market design. Overall he seeks to base his research on a sound theoretical basis, supplemented by empirical evidence as appropriate.
Andreas has recently consulted on the development of a risk-profiling system, supported by the EPSRC through a grant for EngD student.
- Systemic Risk
- Agent-based computational finance
- Financial markets
- Network theory
Willing to supervise doctoral students
I am happy to consider PhD students with a strong mathematical and/or computational background who are interested in conducting research in the area of systemic risk and agent-based computational finance.
I will consider students with research interests in financial markets on a case-by-case basis.
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Krause, A. & Fairbank, M., 19 Jul 2020.
Research output: Contribution to conference › Paper › peer-reviewFile43 Downloads (Pure)
Network-based computational techniques to determine the risk drivers of bank failures during a systemic banking crisisKrause, A. & Giansante, S., 30 Jun 2018, In: IEEE Transactions on Emerging Topics in Computational Intelligence . 2, 3, p. 174-184 11 p.
Research output: Contribution to journal › Article › peer-reviewOpen AccessFile97 Downloads (Pure)
Krause, A., 2016, 2016 IEEE Congress on Evolutionary Computation (CEC). p. 4543-4550 8 p.
Research output: Chapter in Book/Report/Conference proceeding › Conference contributionOpen AccessFile139 Downloads (Pure)
Krause, A. & Hsu, C-C., 2016, In: Emerging Markets Finance and Trade. 52, 4, p. 776-785
Research output: Contribution to journal › Article › peer-review