Blake LeBaron is the Abram L. and Thelma Sachar Professor of International Economics at Brandeis International Business School, Brandeis University, and an affiliated faculty member in the Department of Economics. He holds a Ph.D. from the University of Chicago, an M.A. from the same institution, and a B.S. from Rensselaer Polytechnic Institute. His research focuses on high-technology finance, including asset market behavior, agent-based modeling, and computational economics. LeBaron’s work explores empirical and theoretical dynamics of financial markets, such as volatility persistence, exchange rate fluctuations, and the impact of heterogeneous agents on market outcomes. His research interests span computational finance, international trade and finance, and econophysics, with a particular emphasis on artificial stock markets and the role of learning in financial systems. He has received notable awards including the Sloan Fellowship (1994–1996) and the Mike Epstein Award (2014). His contributions include developing agent-based models to simulate trader behavior and analyze market microstructure. LeBaron’s recent work addresses topics like volatility forecasting, epidemic modeling in financial systems, and the implications of short-term trading rules in long-horizon contexts. His methodologies often integrate machine learning and econometric techniques to explore nonlinear dynamics in financial data. He has authored numerous influential papers and contributed to the Handbook of Computational Economics, shaping the field of agent-based modeling for policy analysis and economic theory. His affiliations include Brandeis University and prior roles at the University of Wisconsin. He is actively involved in computational finance research, with a focus on translating theoretical models into practical applications for risk management and market analysis.
