I am a proud mathematician, an apologetic economist, and have some professional experience in software engineering. Currently, I am occupied as an assistant professor in the Economics & Philosophy Group of Wiesbaden's EBS University, one of the oldest privately-owned universities in Germany, regularly occupying top positions in the relevant rankings. I am a research affiliate of Leibniz Institute for Financial Research SAFE, a leading institution in sustainable finance research in Europe. I am also part EurHisFirm, an inspiring project focusing on designing and implementing a long-term research infrastructure based on European, historical, firm-level data.
In my research, I bring together some expertise from behavioral economics, industrial organization, and finance. Primarily, my work at the moment focuses on the topic of volitional attention and its consequences on slow-thinking, conscious, economic decision-making; system two thinking in the typology that Daniel Kahneman introduced. I am contrasting the concept of attentional placements with that of filtering. I also work on the assessment of the appropriateness of the market-clearing condition in econometric modeling and the implications of deviations from this assumption. In this respect, I am the primary maintainer of the statistical R package diseq, which is distributed by CRAN, under open access and open source terms, and provides methods for estimating markets in equilibrium and disequilibrium. Finally, I am involved with designing the architecture and, on some occasions, the implementation details of database-driven research infrastructures based on historical data.
Mathematically, I am mainly interested in dynamic problems with, either strategic or not, economic interactions, in general (dis-)equilibrium theory as well as deviations from it, and financial modeling. I feel comfortable talking about such problems in function-analytic terms and writing down stochastic, optimal control problems in continuous or discrete time to study particular situations of interest. Lately, I am becoming more and more curious about random graph applications in economics. When things turn nasty, I turn to parallelized, cluster scalable numerical methods to solve my problems. In my work, I try to bridge the gap between theory and application by, firstly, examining the falsifiable implications and, secondly, the compatibility with empirical observations of the abstract innovative concepts that I introduce.
If you are looking for something more formal, you can take a look at my Curriculum Vitae. In any case, do not hesitate to contact me for anything that you may think that it is of interest.