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Thrilled to share a project I've been refining: a complete, open-source repository on "Deep Learning for Solving and Estimating Dynamic Models in Economics and Finance."
I've cleaned up the materials from my PhD classes and summer schools into one coherent resource. 🧵 1/6
Simon Scheidegger retweeted
Reaktorentwicker will in die Schweiz:
Immerhin gibt es noch Leute, die in der Schweiz einen Beitrag für den künftigen Wohlstand in anderen Ländern leisten wollen.
Das Projekt selbst ist durchaus eine Herausforderung.
tagesanzeiger.ch/copenhagen-…
Simon Scheidegger retweeted
🤩 Dynare is mentioned in the scientific background to the 2026 Economics Nobel Prize (p. 42)!
Congrats to Robert E. Hall & Michael Woodford. A proud moment for open-source macroeconomics and for @MichelJuillard ! 🏆
#dsge #nobel2026 #newKeynesian #dynare
Simon Scheidegger retweeted
Der Expertenkrach um die AKW-Kosten geht in die nächste Runde: Nach einer Gruppe von ETH-Wissenschaftern übt nun auch ein ehemaliger Spitzenbeamter des Bundes Fundamentalkritik an den Berechnungen der Akademien der Wissenschaften – diese widersprechen... nzz.ch/schweiz/43-milliarden…
Simon Scheidegger retweeted
Egal, was ein neues AKW kostet:
Die Energiewende ist praktisch unbezahlbar.
Der Atomausstieg bricht jeder modernen Volkswirtschaft das Genick.
Man muss sich entscheiden: Bin ich ein Narr & Staatsfeind und schade mir und allen anderen, oder eben nicht?
nzz.ch/schweiz/43-milliarden…
Delighted to see this published with @PhilippJRenner!
Moving beyond 2 or 3 types has been a persistent roadblock for ages. By bypassing APS set-valued iterations entirely, we open up rich type distributions for applied work.
💻 Code: github.com/GaussianProcesses…
"Machine Learning for Dynamic Incentive Problems": @comp_simon & @PhilippJRenner introduce a framework combining penalties, Gaussian processes and Bayesian active learning to bypass set-valued dynamic programming. Handles at least 10 persistent types."
restud.com/machine-learning-…
Simon Scheidegger retweeted
#Kernenergie hat im #Hitzesommer absolut konstant und zuverlässig Strom produziert. Zusammen mit der #Wasserkraft ist sie das Rückgrat der kontinuierlichen #Stromversorgung.
#AKW
Simon Scheidegger retweeted
I remember the first presentation of this. @comp_simon drew Gaussian Processes by hand.
Thrilled to share that "Machine Learning for Dynamic Incentive Problems" (with @PhilippJRenner ) is in Review of Economic Studies (@RestudJournal)! This was truly a career-decisive project for me: my Job Market Paper back when ML and deep learning were not yet a thing 🧵👇
A huge thank you to the editor @SorryToBeKurt, referees, and colleagues who supported this journey!
Free-access article link: academic.oup.com/restud/adva…
Python toolbox & replication code: github.com/GaussianProcesses…
Free-access article link: academic.oup.com/restud/adva…
Python toolbox & replication code: github.com/GaussianProcesses…
We introduce a penalty relaxation that bypasses computing feasible sets a priori, solving it via value function iteration with Gaussian Process regression and Bayesian Active Learning. The generic framework scales up to at least 10 persistent types.
Dynamic adverse selection with persistent private info typically requires set-valued dynamic programming over high-dimensional, unknown, and irregular state spaces (curse of dimensionality).
Thrilled to share that "Machine Learning for Dynamic Incentive Problems" (with @PhilippJRenner ) is in Review of Economic Studies (@RestudJournal)! This was truly a career-decisive project for me: my Job Market Paper back when ML and deep learning were not yet a thing 🧵👇
Thrilled to share that "Machine Learning for Dynamic Incentive Problems" (with @PhilippJRenner ) is in Review of Economic Studies (@RestudJournal)! This was truly a career-decisive project for me: my Job Market Paper back when ML and deep learning were not yet a thing 🧵👇
Simon Scheidegger retweeted
🎓Reminder: PhD Guest Course at #DSEA
@UniPadova
📅23-24 September 2026
'Deep Learning for Solving Dynamic Models' with @comp_simon from @heclausanne.
Topics include ML, DEQNs & macroeconomic applications.
Register now unipd.link/PhD_Guest_Courses… #EconX #EconTwitter
Simon Scheidegger retweeted
Cool event @EconomicsUnito and @CollegioCA next week: deep learning summer school with @comp_simon and friends sites.google.com/carloalbert…, round table discussion on thursday
Can AI reshape the future of finance research?
Join leading international scholars at @CCA_Collegio to discuss AI's impact on economics, finance, and academic research.
📅 Aug 27 | 🕔 5:15 PM
🎟️ Register: l1nq.com/w56204o
#AI #Economics #Finance #LLMs #Research #CCA
Thrilled that "Deep Learning for Solving and Estimating Dynamic Models in Economics and Finance," found a home at @QuantEcon. Access the e-book/code here: quantecon.org/books/ . Huge thanks to Matt McKay, @john_stachurski , Tom Sargent, QuantEcon team for making this happen!
