Publications

Peer-Reviewed Publications in Finance and Economics (Publications in applied math, CS, physics, and popular writings are listed below)

• 1. Chen, H. , Didisheim, A., Scheidegger, S. (2025). "Deep Surrogates for Finance: With an Application to Option Pricing." [Code] [Accepted, Journal of Financial Economics] [Podcast on the paper by NotebookLM]

  2. A. Eftekhari, D. Folini, A. Friedl, F. Kübler,  S. Scheidegger, O. Schenk (2025). "Building Interpretable Climate Emulators for Economics" .  [Conditionally accepted, the Economic Journal] [ArXiV link] [Code] [Podcast on the paper by NotebookLM]

  3. Kübler, F., Scheidegger, S. (2025). “Self-justified equilibria: Existence and computation”.  [Conditionally accepted, Journal of the European Economic Association]

  4. Fernandez-Villaverde, J., Gillingham, K., Scheidegger, S. (2025). "Climate Change through the Lens of Macroeconomic Modeling [Podcast from NotebookLLM]." [Annual Review of Economics 2025, Volume 17:125–50]

  5. Folini, D., Friedl, A., Kubler, F., Scheidegger, S. (2024). "The climate in climate economics". [Code][The Review of Economic Studies, Volume 92, Issue 1, January 2025, Pages 299–338] 

  6. Kotlikoff, L. J., Kubler, F., Polbin, A.,  Scheidegger, S. (2024). "Can Today’s and Tomorrow’s World Uniformly Gain from Carbon Taxation?". [mentioned in the NY times,  Gazetaprawna, The Hill] [European Economic Review, Volume 168, September 2024, 104819]

  7. Holt, T., Igami, M., Scheidegger, S. (2024). "Detecting Edgeworth Cycles". [The Journal of Law & Economics, 2024 67:1, 67-102, mentioned on Nikkei.com (EN)]

  8. Kübler, F., Scheidegger, S. (2023). "Uniformly Self-Justified Equilibria" [Journal of Economic Theory, Volume 212, September 2023, 105707]

  9. Azinović, M., Gaegauf, L., Scheidegger, S. (2022). "Deep Equilibrium Nets". [Code]. [International Economic Review, Volume 63, Issue 4, November 2022, Pages 1471-1525]

  10. Brumm, J., Krause, C., Schaab, A., Scheidegger, S. (2021).  "Sparse grids for dynamic economic models". [Code]. [Oxford Research Encyclopedia of Economics and Finance, doi: 10.1093/acrefore/9780190625979.013.820]

  11. Kotlikoff, L. J., Kubler, F, Polbin,  Scheidegger, S. (2021).  "Pareto-improving carbon-risk taxation." (Economic Policy, Volume 36, Issue 107, July 2021, Pages 551–589)

  12. Kotlikoff, L. J., Kubler, F, Polbin, A, J. Sachs, Scheidegger, S. (2021). "Making Carbon Taxation a Generational Win Win". (International Economic Review,  February 2021, Volume 62, No. 1, Pages 3-47).

  13. Scheidegger, S., Bilionis, I. (2019). “Machine learning for high-dimensional dynamic stochastic economies” . (Journal of Computational Science,  Volume 33, April 2019, Pages 68-82)

  14. Scheidegger, S., Treccani, A. (2018). “Pricing American options under high-dimensional models with recursive adaptive sparse expectations” (Journal of Financial Econometrics, Volume 19, Issue 2, Spring 2021, Pages 258–290).

  15. Brumm, J., Scheidegger, S. (2017). "Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models". (Econometrica, Vol. 85, No. 5 (September 2017), 1575–1612)

  16. Brumm, J., Kubler, F., Scheidegger, S. (2017). "Computing Equilibria in Dynamic Stochastic Macro-models with Heterogeneous Agents". (Advances in Economics and Econometrics, Eleventh World Congress) 

Peer-Reviewed Publications in Foundations of Data Science and Physics

1. Eftekhari, A., Bollhöfer, M., Lisa Gaedke-Merzhäuser, Pasadakis, D. ,  Scheidegger, S., Schenk, O. (2023). "Large-Scale Precision Matrix Estimation With SQUIC." [Code] [ACM Transactions on Mathematical Software, Algorithm 1042]

2. Eftekhari, A., Scheidegger, S. (2022). “High-dimensional Dynamic Stochastic Model Representation”. [Code].  [SIAM J. Sci. Comput., 44, Iss. 310.1137/21M1392231]

3. Eftekhari, A., Pasadakis, D., Bollhöfer, M., Scheidegger, S., Schenk, O. (2021). "Block-Enhanced Precision Matrix Estimation for Large-Scale Datasets." (Journal of Computational Science, Volume 53, July 2021, 101389)

4. Bollhöfer, M., Eftekhari, A., Scheidegger, S., Schenk, O. (2019). “Large-scale sparse inverse covariance matrix estimation” (SIAM J. Sci. Comput., 41(1), A380–A401. ).

5. Scheidegger, S., Mikushin, D., Kubler, F., Schenk, O. (2018). "Rethinking large-scale economic modeling for efficiency: optimizations for GPU and Xeon Phi clusters". (IEEE IPDPS (2018))

6. Eftekhari, A., Scheidegger, S., Schenk, O. (2017). “Parallelized Dimensional Decomposition for Dynamic Stochastic Economic Models”.  (PASC  ACM )

7. Brumm, J.,  Mikushin, D., Scheidegger, S., Schenk, O. (2015).   “Scalable High-Dimensional Dynamic Stochastic Economic Modeling". (Journal of Computational Science, Volume 11, 12-25, November 2015) 

8. Käppeli, R., Whitehouse, S. C., Scheidegger, S., Pen, U.-L., Liebendörfer, M. (2011). "FISH: A Three-dimensional Parallel Magnetohydrodynamics Code for Astrophysical Applications". The Astrophysical Journal Supplement (2011), 195, 20K 

9. Scheidegger, S., Whitehouse, S.C., Käppeli, R. and M Liebendörfer, M. (2011). "Gravitational waves from supernova matter". Classical and Quantum Gravity 27 (2010) 114101

10. Liebendoerfer, M., Fischer, T., Hempel, M., Kaeppeli, R., Pagliara, G., Perego, A., Sagert, I., Schaffner-Bielich, J., Scheidegger, S., Thielemann, F.-K., Whitehouse, S.C. (2010) . “Neutrino Radiation-Hydrodynamics: General Relativistic versus Multidimensional Supernova Simulations". Progress of Theoretical Physics Supplement (2010) 186, 87-92 

11. Scheidegger, S., Käppeli, R.,  Whitehouse, S.C., Fischer, T, and M Liebendörfer, M. (2010).  “The influence of model parameters on the prediction of gravitational wave signal from stellar core collapse".  Astronomy & Astrophysics 514 (2010), A51+ 

12. Liebendoerfer, M., Fischer, T., Hempel, M., Mezzacappa, A., Pagliara, G., Sagert, I., Schaffner-Bielich, J., Scheidegger, S.,  Thielemann, F.-K., Whitehouse , S.C., (2009).  “Supernovae as Nuclear and Particle Physics Laboratories". Nuclear Physics A, Volume 827, Issue 1-4, pp. 573-578c

13. Liebendoerfer, M., Fischer, T., Froehlich, C., Hix, R.W., Langanke, K.,  Martinez-Pinedo, G.,  Mezzacappa, A., Scheidegger, S.,  Thielemann, F.-K., and Whitehouse, S.C. (2008).   “Nuclear physics in core-collapse supernovae".  New Astronomy Reviews 52 Issue 7-10, pp. 373-376 

14. Scheidegger, S., Fischer, T., Whitehouse, S.C., Liebendoerfer, M. (2008).  “Gravitational waves from 3D MHD core collapse simulations".  Astronomy & Astrophysics 490, Issue 1, pp. 231-241

Media

1. Kotlikoff, L. J., Polbin, A.,  Scheidegger S. (2023). "The fast track to global carbon taxation" (Chapter 3 in the CEPR e-book "Peace not Pollution") 

2. Kotlikoff, L. J., Kubler, F., Polbin, A.,  Scheidegger S. (2021). "Economists have needlessly produced a climate war" (VoxEU Column)

3. Kotlikoff, L. J., Kubler, F., Polbin, A.,  Scheidegger S. (2021). "Making carbon taxation a global win-win" (in "No Brainers and Low-Hanging Fruit in National Climate Policy")

4. Is carbon taxation fair? An opinion piece, published in Le Temps (with Kenza Benhima, Mathieu Grobéty, Aleksandra Malova)

PhD Thesis

1. Scheidegger, S. (2010). "Gravitational Waves from 3D MHD Core-Collapse Supernova Simulations with Neutrino Transport".