Research

Actuarial & Insurance

Competitive Kelly Underwriting with Deep Reinforcement Learning (with Can Wang), revised September 28, 2026

Loss Development Structure | Python Replication Code | Workbook | BLISS Python Package and Vignette

Optimal Menu-of-Contracts Design in Reinsurance, revised July 12, 2026

Intertemporal Smoothing and Cross-Sectional Pricing in U.S. Personal Automobile Insurance, revised September 26, 2026

AI Adoption

"Artificial Intelligence, Mass Unemployment, and the Optimal Financing of Universal Basic Income: A Dynamic Transition Model," revised September 5, 2026.

Macroeconomics

Optimal Monetary Policy When the Economy Must Be Learned," revised September 14, 2026.

The Safe Asset

"The Dynamics of Safe Asset Status: A Dynamic Simulation of U.S. Hegemony, Transition, and Multipolarity,” revised July 18, 2026.

Dashboard, updated July 19, 2026

Python code, updated July 19, 2026

“Replicator-Mutator Dynamics and the Safe Asset Status of the United States,” revised July 19, 2026.

Dashboard, updated July 19, 2026

Python code, updated July 19, 2026

Forecasting

Dashboards

Interest Rate Forecasting Dashboard, lastest update March 19, 2026

Recession Forecasting Dashboard, lastest update March 13, 2026

Inflation Forecasting Dashboard, lastest update March 1, 2026

Papers

Forecasting the 10-Year Treasury Yield, March 19, 2026‍‍ | Workbook | Code Documentation

Recession Forecasting with Credit and Oil Price Channels, March 13, 2026‍‍ | Workbook | Code Documentation

Supply-Side Inflation Forecasting When the Phillips Curve is Flat, March 3, 2026‍‍ | Workbook ‍Code Documentation

Observational Equivalence in Taylor Rule Estimation, July 26, 2026‍ | Replication Files