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(in alphabetical order)
| Eric Aldrich, Federal Reserve Bank of Atlanta | |
| Economist, Federal Reserve Bank of Atlanta Ph.D. Candidate, Duke University Research Interests: Macroeconomic Asset Pricing, Computational Econo-mics, Financial Econometrics and Finance Webpage |
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| Zhigang Feng, University of Zurich, Department of Banking and Finance | |
| Postdoc, University of Zurich Ph.D. in Economics, University of Miami, 2009 Research Interests: Macroeconomics, Computational Economics, Health Economics, Public Economics Webpage |
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| Kenneth Judd, Hoover Institution on war, revolution and peace, Stanford University | |
| Paul H. Bauer Senior Fellow at the Hoover Institution on War, Revolution and Peace Fellow of the Econometric Society; Elected, American Academy of Arts and Sciences, 2003 Ph.D., University of Wisconsin, 1980 Research Interests: Economics of taxation, tax policy, antitrust issues, imperfect competition, and mathematical economics and developing computational methods for economic modeling Webpage |
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| Felix Kübler, University of Zurich, Department of Banking and Finance | |
| Professor of Financial Economics, since 2008 Swiss Finance Institute Senior Chair Fellow of the Econometric Society Ph.D., Yale University, 1999 Research Interests: Computation of equilibria, General equilibrium theory, Risk-Sharing Portfolio choice Webpage |
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| Thomas S. Lontzek, University of Zurich, Department of Business Administration | |
| Postdoc, University of Zurich Ph.D., University of Kiel, 2009 Computational economics, stochastic climate-economy models, economic growth and development Webpage |
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Todd Munson, University of Chicago, Argonne National Laboratory Computation Institute |
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| Scientist, Mathematics and Computer Science Division Presidential Early Career Award for Scientists and Engineers, 2006 Early Career Scientist and Engineer Award, U.S. Department of Energy, 2006; Beale-Orchard-Hayes Prize, 2003 Ph.D., University of Wisconsin, 2000 Research Interests: Algorithms and applications of optimization and complementarity. Utilizing constrained nonlinear optimization techniques to compute mountain passes, critical points where the Hessian has exactly one negative eigenvalue. Application of optimization to the r-refinement problem, a large nonlinear, nonconvex, optimization problem. Special purpose algorithms for solving support vector machine and mesh shape-quality optimization problems Webpage |
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| Adrian Peralta-Alva, Federal Reserve Bank of St. Louis, Research Division | |
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Senior Economist Research Division, adjunct faculty member at Washington University St. Louis Ph.D., University of Minnesota, 2003 Research Interests: Macroeconomics, Computational Economics, Monetary Theory, Quantitative Methods Webpage |
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| Walt Pohl, University of Zurich, Department of Business Administration | |
| Postdoc in Department of Business Administration and Department of Banking and Finance Ph.D., University of Texas at Dallas, 2009 Asset pricing, computational economics, econometrics Webpage |
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| Karl Schmedders, University of Zurich, Department of Business Administration | |
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Professor of Quantitative Business Administration, since 2008 L.G. Lavengood Professor of the Year, 2002 Ph.D., Stanford University, 1996 Research Interests: Computational Economics, General Equilibrium Theory, Asset Pricing, Portfolio Choice Webpage |
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| Benjamin S. Skrainka, Institute for Fiscal Studies, University College London | |
| Ph.D. Candidate, University College London Research Interests: Computational Economics, Industrial Organization, and Econometrics. Current work focuses on estimating firm and consumer behaviour in the UK supermarket industry and developing efficient rules for multidimensional, numerical integration and understanding their impact on popular economic models Webpage |
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| Che-Lin Su, University of Chicago, Booth School of Business | |
| Assistant Professor, Operations Management Ph.D., Stanford University, 2005 Research Interests: Computational economics; mathematical programming methods for structural estimation, optimal income taxation, executive compensation design and dynamic principal-agent problems Webpage |
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