Research Interests
- Computational economics
- Stochastic dynamics (stability, estimation, optimization)
- Numerical methods
- Statistical learning theory
- Time series analysis
- Simulation and Monte Carlo
You can find my research papers here.
Coauthors
- Costas Azariadis
- Toni Braun
- Yiyong Cai
- Takashi Kamihigashi
- Tomoo Kikuchi
- Huiyu Li
- Yin Liao
- Vance Martin
- Leonard J. Mirman
- Kazuo Nishimura
- Yoshihiko Nishiyama
- Jeno Pal
- Kevin Reffett
- Ryszard Rudnicki
- Cuong Le Van
Links
Links to data, blogs, finance, forecasting
Data, Economics and Finance
- Economy.com: Free economic data
- USDA data: International macro datasets
- FDF: List of financial and economic data sources
- FRED: Federal Reserve Economic Data
- TradingSolutions: A list of financial data resources (free and non-free)
- Bank of Japan: BOJ stats, in Japanese
Data, General
- KDnuggets data sets: Data mining
- Datawrangling: List of links
- theinfo.org: Large datasets
- infochimps: Collection of submitted datasets
- Numbrary: Numerical data on the web
- Data.gov: Data sets released by US govt.
- Swivel
- AWS: Amazon Web Services, free datasets
- UCI: UC Irvine Machine Learning Repository
Other
- Seeking Alpha
- Survey of Professional Forecasters
- Economic Cycle Research Institute
- Japan Center for Economic Research
- Calculated Risk: Blog
- Across the Curve: Blog on the bond market
- FT Alphaville
- NABE: National Association for Business Economics