Publications

Contents

• Finance and Economics
• Foundations of Data Science and Physics
• Media & Policy Publications
• PhD Thesis

Explore Publications

Publications shown

Finance and Economics

• Machine Learning for Dynamic Incentive Problems
  Renner, P., Scheidegger, S.
  Review of Economic Studies, 2025 (conditionally accepted)
  Code
• Deep Surrogates for Finance: With an Application to Option Pricing
  Chen, H., Didisheim, A., Scheidegger, S.
  Journal of Financial Economics, Volume 177, March 2026, 104222
  PDF Code Podcast
• Scalable Global Solution Techniques for High-Dimensional Models in Dynare
  Eftekhari, A., Juillard, M., Rion, N., Scheidegger, S.
  Journal of Economic Dynamics and Control, Volume 182, January 2026, 105225
  ArXiv
• Building Interpretable Climate Emulators for Economics
  Eftekhari, A., Folini, D., Friedl, A., Kübler, F., Scheidegger, S., Schenk, O.
  The Economic Journal (forthcoming), 2025
  ArXiv Code Podcast
• Self-Justified Equilibria: Existence and Computation
  Kübler, F., Scheidegger, S.
  Journal of the European Economic Association (forthcoming), 2025
• Climate Change through the Lens of Macroeconomic Modeling
  Fernandez-Villaverde, J., Gillingham, K., Scheidegger, S.
  Annual Review of Economics, Volume 17:125–50, 2025
  Podcast
• The Climate in Climate Economics
  Folini, D., Friedl, A., Kubler, F., Scheidegger, S.
  The Review of Economic Studies, Volume 92, Issue 1, January 2025, Pages 299–338
  Code
• Can Today's and Tomorrow's World Uniformly Gain from Carbon Taxation?
  Kotlikoff, L. J., Kubler, F., Polbin, A., Scheidegger, S.
  European Economic Review, Volume 168, September 2024, 104819
  NY Times The Hill Gazetaprawna
• Detecting Edgeworth Cycles
  Holt, T., Igami, M., Scheidegger, S.
  The Journal of Law & Economics, 2024, 67:1, 67–102
  Nikkei Nikkei (EN)
• Uniformly Self-Justified Equilibria
  Kübler, F., Scheidegger, S.
  Journal of Economic Theory, Volume 212, September 2023, 105707
• Deep Equilibrium Nets
  Azinović, M., Gaegauf, L., Scheidegger, S.
  International Economic Review, Volume 63, Issue 4, November 2022, Pages 1471–1525
  Code
• Sparse Grids for Dynamic Economic Models
  Brumm, J., Krause, C., Schaab, A., Scheidegger, S.
  Oxford Research Encyclopedia of Economics and Finance, 2021
  Code
• Pareto-Improving Carbon-Risk Taxation
  Kotlikoff, L. J., Kubler, F., Polbin, A., Scheidegger, S.
  Economic Policy, Volume 36, Issue 107, July 2021, Pages 551–589
  PDF
• Making Carbon Taxation a Generational Win Win
  Kotlikoff, L. J., Kubler, F., Polbin, A., Sachs, J., Scheidegger, S.
  International Economic Review, February 2021, Volume 62, No. 1, Pages 3–47
• Machine Learning for High-Dimensional Dynamic Stochastic Economies
  Scheidegger, S., Bilionis, I.
  Journal of Computational Science, Volume 33, April 2019, Pages 68–82
• Pricing American Options under High-Dimensional Models with Recursive Adaptive Sparse Expectations
  Scheidegger, S., Treccani, A.
  Journal of Financial Econometrics, Volume 19, Issue 2, Spring 2021, Pages 258–290
• Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models
  Brumm, J., Scheidegger, S.
  Econometrica, Vol. 85, No. 5, September 2017, Pages 1575–1612
• Computing Equilibria in Dynamic Stochastic Macro-models with Heterogeneous Agents
  Brumm, J., Kubler, F., Scheidegger, S.
  Advances in Economics and Econometrics, Eleventh World Congress, 2017

Foundations of Data Science and Physics

• Large-Scale Precision Matrix Estimation With SQUIC
  Eftekhari, A., Bollhöfer, M., Gaedke-Merzhäuser, L., Pasadakis, D., Scheidegger, S., Schenk, O.
  ACM Transactions on Mathematical Software, Algorithm 1042, 2023
  Code
• High-Dimensional Dynamic Stochastic Model Representation
  Eftekhari, A., Scheidegger, S.
  SIAM J. Sci. Comput., 44, Issue 3, 2022
  Code
• Block-Enhanced Precision Matrix Estimation for Large-Scale Datasets
  Eftekhari, A., Pasadakis, D., Bollhöfer, M., Scheidegger, S., Schenk, O.
  Journal of Computational Science, Volume 53, July 2021, 101389
• Large-Scale Sparse Inverse Covariance Matrix Estimation
  Bollhöfer, M., Eftekhari, A., Scheidegger, S., Schenk, O.
  SIAM J. Sci. Comput., 41(1), A380–A401, 2019
• Rethinking Large-Scale Economic Modeling for Efficiency
  Scheidegger, S., Mikushin, D., Kubler, F., Schenk, O.
  IEEE IPDPS, 2018
• Parallelized Dimensional Decomposition for Dynamic Stochastic Economic Models
  Eftekhari, A., Scheidegger, S., Schenk, O.
  PASC ACM, 2017
• Scalable High-Dimensional Dynamic Stochastic Economic Modeling
  Brumm, J., Mikushin, D., Scheidegger, S., Schenk, O.
  Journal of Computational Science, Volume 11, 12–25, November 2015
• FISH: A Three-Dimensional Parallel Magnetohydrodynamics Code for Astrophysical Applications
  Käppeli, R., Whitehouse, S. C., Scheidegger, S., Pen, U.-L., Liebendörfer, M.
  The Astrophysical Journal Supplement, 195, 20K, 2011
• Gravitational Waves from Supernova Matter
  Scheidegger, S., Whitehouse, S.C., Käppeli, R., Liebendörfer, M.
  Classical and Quantum Gravity 27, 114101, 2010
• Neutrino Radiation-Hydrodynamics: General Relativistic versus Multidimensional Supernova Simulations
  Liebendörfer, M., Fischer, T., Hempel, M., Käppeli, R., et al.
  Progress of Theoretical Physics Supplement, 186, 87–92, 2010
• The Influence of Model Parameters on the Prediction of Gravitational Wave Signals from Stellar Core Collapse
  Scheidegger, S., Käppeli, R., Whitehouse, S.C., Fischer, T., Liebendörfer, M.
  Astronomy & Astrophysics 514, A51+, 2010
• Supernovae as Nuclear and Particle Physics Laboratories
  Liebendörfer, M., Fischer, T., Hempel, M., et al.
  Nuclear Physics A, Volume 827, Issue 1–4, 573–578c, 2009
• Nuclear Physics in Core-Collapse Supernovae
  Liebendörfer, M., Fischer, T., Fröhlich, C., et al.
  New Astronomy Reviews 52, Issue 7–10, 373–376, 2008
• Gravitational Waves from 3D MHD Core Collapse Simulations
  Scheidegger, S., Fischer, T., Whitehouse, S.C., Liebendörfer, M.
  Astronomy & Astrophysics 490, Issue 1, 231–241, 2008

Media & Policy Publications

• The Fast Track to Global Carbon Taxation
  Kotlikoff, L. J., Polbin, A., Scheidegger, S.
  Chapter 3 in CEPR e-book "Peace not Pollution", 2023
• Economists Have Needlessly Produced a Climate War
  Kotlikoff, L. J., Kubler, F., Polbin, A., Scheidegger, S.
  VoxEU Column, 2021
• Making Carbon Taxation a Global Win-Win
  Kotlikoff, L. J., Kubler, F., Polbin, A., Scheidegger, S.
  "No Brainers and Low-Hanging Fruit in National Climate Policy", 2021
• La taxe carbone est-elle juste?
  Benhima, K., Grobéty, M., Malova, A., Scheidegger, S.
  Le Temps (opinion)

PhD Thesis

• Gravitational Waves from 3D MHD Core-Collapse Supernova Simulations with Neutrino Transport
  Scheidegger, S. (2010)