119 citations · 156 across the 5 of their papers we have counts for
7 papers
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…
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…
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…
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…
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…
The influence of model parameters on the prediction of gravitational wave signals from stellar core collapse
S. Scheidegger, R. Kaeppeli, S. C. Whitehouse +2
We present the gravitational wave (GW) analysis of an extensive series of 3D MHD core-collapse simulations. Our 25 models are launched from a 15 solar mass progenitor, a sphericall…