Simon Scheidegger
Simon Scheidegger is an Associate Professor (with tenure) of Economics at HEC Lausanne. A computational financial economist by training, he develops and applies high-performance machine-learning and deep-learning methods to problems in macro-finance and climate-change economics. At Grantham he will collaborate on projects that quantify climate-related risks and design carbon-pricing policies by integrating state-of-the-art computational tools with economic theory.
Background
Before joining the Institute, Simon held a series of academic and industry positions: Associate and, earlier, Tenure-Track Assistant Professor at HEC Lausanne (2018-23); visiting appointments at the University of Pennsylvania (2023), MIT Sloan (2019) and Yale University (2018 & 2019); Senior Research Associate and Post-Doctoral Fellow at the University of Zurich; Visiting Fellow at Stanford’s Hoover Institution; and Credit-Risk Modeler at Credit Suisse. He earned his Ph.D. in Theoretical Physics (summa cum laude, Faculty Prize) from the University of Basel in 2010 after B.Sc. and M.Sc. degrees, also in Physics, at Basel.
Research Interests
- Climate-change economics and integrated assessment modelling
- Carbon-tax design and inter-generational welfare analysis
- Computational macro-finance under climate risk
- Machine-learning and deep-learning methods for high-dimensional policy evaluation
- High-performance computing for stochastic economic models