Lee Dinetan

Lee Dinetan

Former IAST Research Fellow

Research interests

Markovian homogenous processes, trading strategies, game theory, evolutionary processes, systemic risk.


I am working under Jörgen W. Weibull’s leadership, on short-term trading decisions in a Markovian market. I am investigating upon how trading strategies relying on technical analysis evolve over time, depending on the economic context. I aim at sorting the effects of exogenous price trends and endogenous adaptation of strategies in such a model, and finding whether evolution and selection effects may or may not lead to an equilibrium subjected to systemic risk.