A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an expectation-maximization (EM) algorithm, and PIN decomposition into layers, and into bad/good components. Versatile data simulation tools, and trade classification algorithms are among the supplementary utilities. The package provides fast, compact, and precise utilities to tackle the sophisticated, error-prone, and time-consuming estimation procedure of informed trading, and this solely using the raw trade-level data.

Reputation systems and recruitment in online labor markets: Insights from an agent-based model [replication materials]

An evidentiary policy paper analysing systemic fragility in UK higher education through the lens of Akerlof’s ‘lemons’ market. Examines opaque rankings and think tanks as conflicted intermediaries, and proposes fiduciary openness, ratings reform, and stress testing to safeguard systemic stability.

This simulation models the interactions between buyers and sellers in a market using a discrete Markov chain. The market consists of regular sellers and a fraction of opportunistic sellers who may deceive the buyers. The simulation tracks the evolution of buyer perception over time, influenced by encounters with these opportunistic sellers.

Problem suite focused on evaluating the ability of agents to develop emergent communication in cooperative navigation tasks

End-to-end Python computational engine for qualitative financial modeling implementing Bočková et al. (2025) methodology. Employs Constraint Satisfaction Problems (CSP) and graph theory to model the impact of rumours on financial systems. Professional-grade codebase with extensive validation and customization capabilities.

Independent documentation audit of Australia’s COVID-19 vaccine safety monitoring under provisional approval (68.4M doses, ~91% rollout). Four-year FOI investigation found Cabinet-endorsed “enhanced monitoring” unverifiable as distinct, tracked processes. Information Commissioner confirmed absence. ISO 19011:2018 principles; falsifiable methodology