Accelerating the Krusell-Smith Algorithm with Deep Learning [Appendix]
Finalist, SCE Student Paper Award, CEF Conference
Former version; a substantially revised version is in preparation.
Research
Working Paper
Work in Progress
Approximation Theory for High-Dimensional Economic Models (with Kei Hirano)
Deep Surrogate Dynamic Programming for Structural Models: An Application to R&D Investment and Tax Policy Evaluation (with Kenta Ikeuchi and Kei Hirano)
Government Balance Sheet Risk and Sovereign Debt Pricing