I am a Ph.D. student in the Joint Program in Financial Economics at the University of Chicago, Booth School of Business, and the Kenneth C. Griffin Department of Economics. I received a B.Sc. and M.Sc. in Economics from the University of Mannheim.
My research interests are in applied AI methods in asset pricing and macro-finance.
Research
Working Papers
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Cognitive Embeddings
This paper recovers analysts' cognitive belief embeddings from text, inferring latent beliefs from observed behavior rather than merely predicting that behavior. Analysts allocate limited attention differently even when exposed to the same information environment, generating systematic forecast dispersion driven by persistent belief differences.
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Transformer Learning Associative Memory
This paper links 290,000 equity analyst reports to I/B/E/S forecasts and introduces a contextual recall measure. It shows that transformer models are equivalent to standard psychological models of contextual retrieval and explains substantially more recall behavior than traditional belief-formation models.
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Shock-Restricted Markov Switching Structural VARs
This paper introduces an identification procedure using a Markov-switching VAR with external shock restrictions to examine the relationship between uncertainty and economic activity. The results point to long-run adverse effects of uncertainty shocks and evidence consistent with the growth-options channel.
Teaching
Chicago Booth
- TA for Quantitative Portfolio Management, EMBA/MBA, Ralph Koijen Summer 2024, Winter 2025, Summer 2025, Winter 2026, Summer 2026
- TA for Asset Pricing III, PhD, Stefan Nagel Spring 2025
- TA for Machine Learning in Finance, MBA/PhD, Leland Bybee Spring 2025