I am a doctoral candidate in the Department of Economics at Sciences Po Paris. My research focuses on heterogeneous agent models which include both idiosyncratic and aggregate risk. I am particularly interested in Mean Field Games, mathematical finance, stochastic calculus, and non-linear filtering. Although the majority of my work so far has been theoretical, I am working on empirical methods in high dimension using non-linear filtering.
Tyler Abbot
tyler.abbot@sciencespo.fr
Department of Economics
Sciences Po
28 rue des Saints Pères
75007 Paris
France