3 papers
econ.GN2026
Neural Demand Estimation with Habit Formation and Rationality Constraints
Marta Grzeskiewicz
We develop a flexible neural demand system for continuous budget allocation that estimates budget shares on the simplex by minimizing KL divergence. Shares are produced via a softm…
econ.GN2025
Solving Heterogeneous Agent Models with Physics-informed Neural Networks
Marta Grzeskiewicz
Understanding household behaviour is essential for modelling macroeconomic dynamics and designing effective policy. While heterogeneous agent models offer a more realistic alternat…
cs.LG2025
Uncovering Utility Functions from Observed Outcomes
Marta Grzeskiewicz
Determining consumer preferences and utility is a foundational challenge in economics. They are central in determining consumer behaviour through the utility-maximising consumer de…