About
MC Computations is an international research and analytical hub developing computational frameworks for macro-finance and systemic risk. We combine economic theory, data science, and large-scale simulation to analyse economies operating under non-linear interactions, structural change, and crisis conditions.
Our work focuses on systems evolving far from equilibrium, where heterogeneous behaviour, network interdependencies, and institutional constraints shape aggregate outcomes. The objective is to support policy-relevant analysis and decision-making under deep uncertainty.
Agent-based macroeconomic modelling
Large-scale agent-based and hybrid macroeconomic models capturing heterogeneous agents, endogenous crises, and non-linear dynamics beyond representative-agent frameworks.
Networks, balance sheets, and contagion
Analysis of financial and production networks, balance-sheet linkages, and propagation mechanisms driving instability, leverage cycles, and systemic risk.
From models to policy decisions
Model calibration and validation, uncertainty quantification, and interpretable model reduction aimed at producing actionable insights for regulation and policy design.
People
Michele Catalano — Founder
Economist working on computational macro-finance, agent-based modelling,
and systemic risk analysis, with a focus on crisis dynamics and
macroprudential policy.
Flagship project: GFS-ABM (Global Financial Stability Agent-Based Model).