Simon Scheidegger

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Unil Dorigny, Batiment Internef

Lausanne, 1015

Switzerland

SCHOLARLY PAPERS

10

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2,424

SSRN CITATIONS
Rank 19,957

SSRN RANKINGS

Top 19,957

in Total Papers Citations

28

CROSSREF CITATIONS

16

Scholarly Papers (10)

1.

Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models

Number of pages: 37 Posted: 04 Nov 2013 Last Revised: 25 May 2017
Johannes Brumm and Simon Scheidegger
Karlsruhe Institute of Technology and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 772 (33,984)
Citation 25

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Adaptive Sparse Grids, High-Performance Computing, International Real Business Cycles, Menu Costs, Occasionally Binding Constraints

2.

Machine Learning for High-Dimensional Dynamic Stochastic Economies

Number of pages: 38 Posted: 06 Mar 2017 Last Revised: 10 Aug 2017
Simon Scheidegger and Ilias Bilionis
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Purdue University
Downloads 695 (39,153)
Citation 13

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Machine Learning, Gaussian Process, Active Subspaces, High-Performance Computing, Neoclassical Growth, Dynamic Programming

3.

Deep Equilibrium Nets

Number of pages: 51 Posted: 10 Jun 2019 Last Revised: 12 Feb 2020
Marlon Azinovic, Luca Gaegauf and Simon Scheidegger
University of Zurich, University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 404 (78,132)
Citation 4

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computational economics, deep learning, deep neural networks, global solution method, life-cycle, occasionally binding constraints, overlapping generations

4.

Machine Learning for Dynamic Incentive Problems

Number of pages: 43 Posted: 13 Nov 2018 Last Revised: 24 Feb 2020
Philipp Renner and Simon Scheidegger
Lancaster University and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 179 (180,484)
Citation 3

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Dynamic Contracts, Principal-Agent Model, Dynamic Programming, Machine Learning, Gaussian Processes, High-Performance Computing

5.

Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations

Number of pages: 49 Posted: 11 Nov 2016 Last Revised: 30 Aug 2018
Simon Scheidegger and Adrien Treccani
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Zurich
Downloads 150 (209,800)
Citation 4

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American Options, Derivatives, Pricing, High-dimension, Adaptive sparse grids

6.

Implied Risk Aversion Smile

Number of pages: 38 Posted: 04 Mar 2020 Last Revised: 03 Apr 2020
Antoine Didisheim, Dimitris Karyampas and Simon Scheidegger
Swiss Finance Institute, UNIL, Bocconi University and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 103 (278,453)

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Deep Learning, Agent Preferences, Risk Aversion, Volatility Smile, Asset Pricing

7.

High-Dimensional Dynamic Stochastic Model Representation

Number of pages: 27
Aryan Eftekhari and Simon Scheidegger
Università della Svizzera italiana - Institute of Computational Science and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 70

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Generalized ANOVA, Dimensional Decomposition, High-Dimensional Model Representation, Adaptive Sparse Grids, High-Performance Computing, International Real Business Cycles, Occasionally Binding Constraints

8.

Self-Justified Equilibria: Existence and Computation

Number of pages: 31 Posted: 16 Dec 2019
Felix Kubler and Simon Scheidegger
University of Zurich and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 28 (510,292)
Citation 1

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Dynamic General Equilibrium, Rational Expectations, Active Subspaces

Making Carbon Taxation a Generational Win Win

NBER Working Paper No. w25760
Number of pages: 57 Posted: 24 Apr 2019
Boston University - Department of Economics, University of Zurich, Russian Presidential Academy of National Economy and Public Administration (RANEPA), Columbia University - Columbia Earth Institute and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 12 (634,081)
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Making Carbon Taxation a Generational Win Win

NBER Working Paper No. w25760
Number of pages: 57 Posted: 22 Apr 2019
Boston University - Department of Economics, University of Zurich, Russian Presidential Academy of National Economy and Public Administration (RANEPA), Columbia University - Columbia Earth Institute and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 8 (663,844)
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10.

Pareto-Improving Carbon-Risk Taxation

NBER Working Paper No. w26919
Number of pages: 37 Posted: 06 Apr 2020
Boston University - Department of Economics, University of Zurich, Russian Presidential Academy of National Economy and Public Administration (RANEPA) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 3 (672,583)
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