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CONTACT
Department of Economics, HEC Lausanne
CH-1015 Lausanne
Switzerland
Phone: +41 21 692 33 96
E-mail: simon.scheidegger@unil.ch
CURRENT POSITIONS AND AFFILIATIONS
Associate Professor (with tenure), Department of Economics, HEC Lausanne, Switzerland
Visiting Senior Fellow at the Grantham Research Institute, LSE (2025-)
Associate Editor at the Journal of Financial Econometrics (2023-)
VISITING POSITIONS
Visiting Scholar, Economics Department, UPenn (Jan-June 2023)
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)
RESEARCH OVERVIEW
Interests Computational finance and economics, Deep learning, climate change economics, machine learning applied to economics and finance, high-performance computing, macro-finance
Publications in finance and economics
Publications in computational science
NEWS
"Deep Surrogates for Finance: With an Application to Option Pricing" accepted for Publication at the Journal of Financial Economics! (joint work with H. Chen and A. Didisheim)
I co-organize a summer school on "Deep Learning for Economic and Financial Models" at Collegio Alberto at the University of Turin (August 25th-29th, 2025). Apply here.
New working paper: "Monetary Policy with Persistent Supply Shocks" (joint work with G. Nuno and P. Renner). Here a podcast that summarizes the paper, generated by NotebookLM.
Review paper on "Climate Change through the Lens of Macroeconomic Modeling (joint work with J. Fernandez-Villaverde and K. Gillingham). Here is a podcast that summarizes the paper, generated by NotebookLM.
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