I am an Economics Ph.D. student and NSF Graduate Research Fellow at MIT. Previously, I was a research analyst at the New York Fed, working with the dynamic stochastic general equilibrium (DSGE) team under Marco Del Negro on academic research, policy analysis, forecasting, and model development.
I graduated from Brown University in 2018 with an Sc.B. in mathematics and computer science, where I worked extensively with Amy Greenwald on topics in algorithmic game theory and reinforcement learning.
I am also a lead developer of DSGE.jl, a Julia package for solving, estimating, and forecasting DSGE models; StateSpaceRoutines.jl, which contains common filtering and smoothing algorithms for state-space models; and SMC.jl, which implements variations of sequential Monte Carlo (SMC) sampling for the approximation of posterior distributions.
All views expressed are my own, and do not reflect those of the Federal Reserve Bank of New York nor Federal Reserve System.
Massachusetts Institute of Technology (MIT)
Ph.D. in Economics, 2020-25 (expected)
NYU Courant Institute of Mathematical Sciences
Non-Degree Mathematics Masters Student, 2018-20
Sc.B. in Mathematics and Computer Science (magna cum laude, Phi Beta Kappa), 2014-18