Senior Researcher

The University of Chicago

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

Research Projects

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

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