Blogs

Hi, this is a gallery page of my blog posts. The titles are click-able if the corresponding posts are available. The other posts are on the way but planned.

High-dimensional modeling

• Collocation with the presence of endogeneous Markovian risk
• Patching CRRA utility function
• Introduction to multi-linear adaptive sparse grid interpolation
• Only price matters: A Markov chain approximation of the high-dimensional aggregate law of motions in solving individual problems

Continuous time modeling

• The failure of finite difference method (FDM) on a class of non-uniform grid interpolations
• Analyzing dynamics in continuous time economy: Maximum principle & continuous time Euler equation
• The unique challenges of continuous time modeling in economics: Free boundary, singularity and inequality boundary conditions

Sequence Space Jacobian

• Understanding Sequence Space Jacobian (SSJ): A perspective of functional analysis
• Going to SSH: Discussing the possibility of higher-order expansions in the sequence space