(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
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
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
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
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
Todd Munson, University of Chicago, Argonne National Laboratory Computation
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
Adrian Peralta-Alva, Federal Reserve Bank of St. Louis, Research Division
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
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
Karl Schmedders, University of Zurich, Department of Business Administration
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
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
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