Publications (15)
Deep Learning for Solving and Estimating Dynamic Models in Economics and Finance
Simon Scheidegger
This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance.…
Imaging-assisted single-photon Doppler-free laser spectroscopy and the ionization energy of metastable triplet helium
Gloria Clausen, Simon Scheidegger, Josef A. Agner +2
Skimmed supersonic beams provide intense, cold, collision-free samples of atoms and molecules are one of the most widely used tools in atomic and molecular laser spectroscopy. High…
Deep Structural Estimation: With an Application to Option Pricing
Hui Chen, Antoine Didisheim, Simon Scheidegger
We propose a novel structural estimation framework in which we train a surrogate of an economic model with deep neural networks. Our methodology alleviates the curse of dimensional…
Narrowline Laser Cooling and Spectroscopy of Molecules via Stark States
Kameron Mehling, Justin J. Burau, Logan E. Hillberry +5
The electronic energy level structure of yttrium monoxide (YO) provides a long-lived, low-lying state ideal for high-precision molecular spectroscopy, narrowline laser coo…
Building Interpretable Climate Emulators for Economics
Aryan Eftekhari, Doris Folini, Aleksandra Friedl +3
We introduce a framework for developing efficient and interpretable climate emulators (CEs) for economic models of climate change. The paper makes two main contributions. First, we…
Using Machine Learning to Compute Constrained Optimal Carbon Tax Rules
Felix Kübler, Simon Scheidegger, Oliver Surbek
We develop a computational framework for deriving Pareto-improving and constrained optimal carbon tax rules in a stochastic overlapping generations (OLG) model with climate change.…
SI-traceable frequency dissemination at 1572.06 nm in a stabilized fiber network with ring topology
Dominik Husmann, Laurent-Guy Bernier, Mathieu Bertrand +18
Frequency dissemination in phase-stabilized optical fiber networks for metrological frequency comparisons and precision measurements are promising candidates to overcome the limita…
Detecting Edgeworth Cycles
Timothy Holt, Mitsuru Igami, Simon Scheidegger
We develop and test algorithms to detect "Edgeworth cycles," which are asymmetric price movements that have caused antitrust concerns in many countries. We formalize four existing…
High-Dimensional Dynamic Stochastic Model Representation
Aryan Eftekhari, Simon Scheidegger
We propose a scalable method for computing global solutions of nonlinear, high-dimensional dynamic stochastic economic models. First, within a time iteration framework, we approxim…
Uniformly Self-Justified Equilibria
Felix Kubler, Simon Scheidegger
We consider dynamic stochastic economies with heterogeneous agents and introduce the concept of uniformly self-justified equilibria (USJE) -- temporary equilibria for which forecas…
Equilibrium World Models
Simon Scheidegger, Andreas Schaab
We introduce \emph{Equilibrium World Models} (EWMs), a deep-learning method for globally solving dynamic stochastic models that feature rare disasters, binding constraints, and cou…
Scalable Global Solution Techniques for High-Dimensional Models in Dynare
Aryan Eftekhari, Michel Juillard, Normann Rion +1
For over three decades, Dynare has been a cornerstone of dynamic stochastic modeling in economics, relying primarily on perturbation-based local solution methods. However, these te…
A Dynamic Model of Private Asset Allocation
Hui Chen, Giovanni Gambarotta, Simon Scheidegger +1
We build a state-of-the-art dynamic model of private asset allocation that considers five key features of private asset markets: (1) the illiquid nature of private assets, (2) timi…
The climate in climate economics
Doris Folini, Felix Kübler, Aleksandra Malova +1
To analyze climate change mitigation strategies, economists rely on simplified climate models - climate emulators. We propose a generic and transparent calibration and evaluation s…
Metrology of Rydberg states of the hydrogen atom
Simon Scheidegger, Josef A. Agner, Hansjürg Schmutz +1
We present a method to precisly measure the frequencies of transitions to high- Rydberg states of the hydrogen atom which are not subject to uncontrolled systematic shifts cause…