Senior Research Associate
Computation Institute
The University of Chicago

personal web site

Research areas: scientific computing, long-term asset pricing, financial systems and growth, deep uncertainty quantification, big (complex) data analysis.

Research Projects

Robust Decision Making
under Deep Uncertainty

Numerical analysis of robust stochastic macroeconomic models in continuous time with optimal control, deep uncertainty analysis, climate-economic linkage.

Contract-based Model of
Industrial Organization

Transitions from extractive local monopoly organizations to globally competitive inclusive environments are studied alongside with frictions affecting the outcome of such transitions.

Work in progress: tensor-based computing