20022018
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Personal profile

Research interests

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.  

Research interests

  • Systemic Risk
  • Agent-based computational finance
  • Financial markets
  • Network theory

Willing to supervise PhD

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. 

Apply for a PhD

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Projects 2009 2010

Research Output 2002 2018

Open Access
File
Computational techniques
Banking crisis
Bank failure
Market concentration
Solvency

Equilibrium interbank lending networks

Xiao, D. & Krause, A. 2016 2016 IEEE Congress on Evolutionary Computation (CEC). p. 4543 4550 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Open Access
File
Lending
Network equilibrium
Solvency
Decision making
Network formation

Identifying Systemic Risk in Interbank Markets by Applying Network Theory

Xu, Z. 25 Mar 2016 (Unpublished) 188 p.

Research output: ThesisDoctoral Thesis

File
Circuit theory
Message passing
Insurance
Risk assessment
Computer science
2 Citations

The optimal timing of open market stock repurchases

Krause, A. & Hsu, C-C. 2016 In : Emerging Markets Finance and Trade. 52, 4, p. 776-785

Research output: Contribution to journalArticle

Repurchase
Optimal timing
Stock repurchases
Continuous time
Authorization

Systemic Risk

Krause, A. 2015 Investment Risk Management. Baker, H. K. & Filbeck, G. (eds.). Oxford University Press, p. 179-196

Research output: Chapter in Book/Report/Conference proceedingChapter