Background

My research interests lie at the intersection of Finance theory, Mathematical logic and Microeconomic theory. While the areas of application are in economics and finance, my work often uses ideas from mathematical logic and theoretical computer science. 

The perspective that I like to take is that Frege and his successor logicians developed extremely nuanced accounts of individual reasoning (while largely leaving out collective interaction) whereas economists built careful descriptions of collective equilibrium interaction (while largely glossing over non-equilibrium, individual reasoning) and what is needed going forward – for the deep insights – is ways to build economically-relevant collective interaction models based on a logician's account of individual reasoning. This is a subtle shift from the given tradition: instead of taking an equilibrium notion as the primitive of an economic interaction, this perspective advocates taking the classical and non-classical logics which capture individual agent reasoning (equilibrium or not) as the primitive. To give an example, a broad question that I've puzzled over for some time is how one might construct a 'theory of value' from first principles in the style of Tarski's 'semantic conception of the truth' in mathematical logic; the 'preference ordering based theory of value' that we usually employ in economics is insufficient in many interesting settings of increasing practical importance (think of any non-traditional new domain...like crypto or generative AI). In Finance, my work explores how market rules can affect market outcomes, and the tradeoffs that agents have to make in complex interactive landscapes.