Department of Finance, HEC Lausanne
Phone: +41 21 692 33 96
- Assistant Professor, Department of Finance, HEC Lausanne, Switzerland (2018-)
- Visiting Assistant Professor, MIT, Sloan School of Management, Finance (Oct. - Nov. 2019)
- Visiting Faculty, Cowles Foundation, Economics Department, Yale University (Jan. - Feb. 2019)
- Visiting Faculty, Cowles Foundation, Economics Department, Yale University (Aug. - Oct. 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 (PhD thesis was awarded with the Faculty Prize of the Faculty of Science)
- Master in physics, University of Basel, Switzerland, with distinction, 2007
- Bachelor in physics, University of Basel, Switzerland, 2005
- Interests in computational economics and finance, machine learning, high-performance computing
- Publications in economics and finance
- Publications in computational science
- I was teaching Deep Learning (a 2 day module at the CSCS-USI Summer school on HPC, 13.7. - 24.7.2020).
- Deep Equilibrium Nets code - now publicly available from this repository!
- I organized the remote seminar series on Computational Economics and Finance (jointly with Felix Kübler).
- Cancelled due to COVID-19: Econometric Society Summer School and conference in Dynamic Structural Econometrics on "Methodology and applications in environmental economics and climate change" at UZH (June 15-21th, 2020).
- The press article here nicely discusses our paper "Making Carbon Taxation a Generational Win Win".
- Jointly with Felix Kübler, I was co-organizing a workshop on "How do we tackle climate change uncertaintly" at UZH (October 4th, 2019).
- I was co-organizing the 15th Dynare Conference at HEC Lausanne (September 9th - September 10th, 2019 ).
- I was co-organizing the OSE Bootcamp at the University of Chicago (July 1st - August 9th, 2019).
- Jointly with Houhuan Fu, I was 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.
- The article "Der kurze Weg von der Astrophysik zu den Finanzmärkten" features some of my work in astrophysics.