simulation
minsky market sim
agent-based model of financial instability: leverage, margin calls, and endogenous crashes
// docs
01 Overview
Minsky Market Sim
Project overview: the Minsky mechanism, agent types, key findings, and phase transition results.
02 Theory
Theory: From Stability to Fragility
Mathematical reference: GBM, log-linear price impact, balance sheets, leverage dynamics, and DQN formulation.
03 Report
Simulation Report: Endogenous Financial Fragility
Full experiment results: momentum sweep, phase transition at 35–45%, Spearman ρ = +0.977 for peak leverage.