2 papers
q-fin.CP2023
Deep Learning for Solving and Estimating Dynamic Macro-Finance Models
Benjamin Fan, Edward Qiao, Anran Jiao +3
We develop a methodology that utilizes deep learning to simultaneously solve and estimate canonical continuous-time general equilibrium models in financial economics. We illustrate…
econ.GN2020
Using Information to Amplify Competition
Wenhao Li
I characterize the consumer-optimal market segmentation in competitive markets where multiple firms selling differentiated products to consumers with unit demand. This segmentation…