Search Results for author: Simon Scheidegger

Found 4 papers, 1 papers with code

High-Dimensional Dynamic Stochastic Model Representation

no code implementations14 Feb 2022 Aryan Eftekhari, Simon Scheidegger

We propose a scalable method for computing global solutions of nonlinear, high-dimensional dynamic stochastic economic models.

Vocal Bursts Intensity Prediction

Uniformly Self-Justified Equilibria

no code implementations28 Dec 2021 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 forecasts are best uniform approximations to a selection of the equilibrium correspondence.

The climate in climate economics

no code implementations13 Jul 2021 Doris Folini, Felix Kübler, Aleksandra Malova, Simon Scheidegger

We re-calibrate the climate part of the widely used DICE-2016: the multi-model mean as well as extreme, but still permissible climate sensitivities and carbon cycle responses.

Deep Structural Estimation: With an Application to Option Pricing

1 code implementation18 Feb 2021 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.

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