Research Overview

I like to study economic and financial problems where information and uncertainty play a central role.

Published papers

My current research projects that are close to fruition are:

• Can we describe the behavior of machine learning algorithms as they learn and optimize against each other?

• What is the effect of having High Frequency Traders in a financial market? [paper published in the Quarterly Journal of Finance, and another (empirical this time) in the Journal of Banking and Finance]

• What type of role do entrepreneurs play during crowdfunding campaigns? Do they try to manipulate the crowd?

• How should a Court (judge) set negligence standards if s/he is worried about the errors s/he will make because evidence is imperfect?

• The economics of the generation of ideas/innovation/academic research

ResearchID: K-6105-2012 (not all published paper are listed here but most are)

Interesting publicly available data

• NY Taxi rides

• Google's Ngram API info (here) and R-code to query it (here)