Code & Software | Simon Scheidegger

The Climate in Climate Economics

Deep Learning for Integrated Assessment Models

ReStud Code SSRN

Using ML to Compute Constrained Optimal Carbon Tax Rules

Machine learning methods for optimal carbon taxation policy

Code SSRN arXiv

Machine Learning for Dynamic Incentive Problems

Gaussian processes for dynamic economic modeling

ReStud Code SSRN

Deep Equilibrium Nets

Neural network approach to computing economic equilibria

IER Code

Building Interpretable Climate Emulators for Economics

Interpretable ML models for climate-economy integration

EJ Code arXiv

Deep Surrogates for Finance: Option Pricing

Deep learning surrogates for financial applications

JFE Code SSRN

Self-Justified Equilibria: Existence and Computation

Computational methods for self-justified equilibria

JEEA Code

High-Dimensional Dynamic Stochastic Model Representation

HDMR methods for high-dimensional economic models

SIAM SISC Code

Sparse Grids for Dynamic Economic Models

Handbook chapter with code on sparse grid methods

Oxford Encyclopedia Code PDF

SQUIC

Second-order, L1-regularized maximum likelihood method for performant large-scale sparse precision matrix estimation. Shared library (libSQUIC) for Linux and macOS with APIs for Python, R, and C++.

SIAM SISC JCS ACM TOMS Code

Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation?

Replication code for the carbon taxation study

EER Code NBER