Department of Finance, HEC Lausanne
Phone: +41 21 692 33 96
- Assistant Professor, Department of Finance, HEC Lausanne, Switzerland (2018-)
PAST ACADEMIC POSITIONS
- Senior Research Associate, Department of Banking and Finance, University of Zurich (2017-2018)
- Visiting Fellow, Hoover Institution, Stanford University (2015-2017)
- Post Doc, Department of Banking and Finance, University of Zurich (2012-2017)
- PhD in theoretical physics, University of Basel, Switzerland, summa cum laude, 2010
- Master in physics, University of Basel, Switzerland, with distinction, 2007
- Bachelor in physics, University of Basel, Switzerland, 2005
- Interests in computational economics and finance, high-dimensional dynamic programming, machine learning, high-performance computing
- Publications in economics and finance
- Publications in computational science
- Publications in physics
- I am co-organizing the OSE Bootcamp at the University of Chicago (July 1st - August 9th).
- I am co-organizing the 15th Dynare Conference at HEC Lausanne (September 9th - September 10th ).
- Jointly with Houhuan Fu, I will be co-chairing the PASC19 conference at ETH Zürich (July 12th - July 14th, 2019).
- The article "Economists cash in on efficient high-performance computing method" nicely features the research of my colleagues and myself.