Working Papers
Working Papers
Renner, P., Scheidegger, S. (2020). “Machine learning for dynamic incentive problems”. [Code] [ Revise and resubmit, Review of Economic Studies]
Chen, H. , Didisheim, A., Scheidegger, S. (2020). "Deep Surrogates for Finance: With an Application to Option Pricing." [Code] [Revise and resubmit, Journal of Financial Economics]
Kübler, F., Scheidegger, S. (2019). “Self-justified equilibria: Existence and computation”. [Revise and resubmit, Journal of the European Economic Association]
Friedl, A., Kübler, F., Scheidegger, S., Usui, T. (2023). "Deep Uncertainty Quantification: With an Application to Integrated Assessment Models".
Gaegauf, L., Scheidegger, S., Trojani, F. (2023). "A comprehensive machine learning framework for dynamic portfolio choice with transaction costs".
Bretscher, L., Fernandez-Villaverde, J., Scheidegger, S. (2021). "Ricardian Business Cycles"
Didisheim, A., Karyampas, D., Scheidegger, S. (2020). "Deep Replication."