The First 10,000 Years
The First 10,000 Years is a collaboration with Gary Zhexi Zhang, as part of his ongoing project FUD. It simulates a catastrophe insurance trading market, where a group of players trade bonds on the outcome of different hurricanes.
The hurricanes in question are modelled – in the style of a 10,000 year model, where projections for the year are made based on 10,000 simulations – on the HURDAT dataset, perturbed randomly each time the market runs.
You can access the project live here.