3 papers
econ.GN2022
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…
physics.ins-det2021
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…
econ.EM2021
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…