Scalable high-dimensional dynamic stochastic economic modeling. - Johannes Brumm; Dmitry Mikushin; Simon Scheidegger; Olaf Schenk (J. Comput. Sci., 2015)

Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models. - Aryan Eftekhari; Simon Scheidegger; Olaf Schenk (PASC, 2017)

Rethinking large-scale Economic Modeling for Efficiency: Optimizations for GPU and Xeon Phi Clusters. - Simon Scheidegger; Dmitry Mikushin; Felix Kubler; Olaf Schenk (IPDPS, 2018)

Machine learning for high-dimensional dynamic stochastic economies. - Simon Scheidegger; Ilias Bilionis (J. Comput. Sci., 2019)

Large-scale Sparse Inverse Covariance Matrix Estimation. - Matthias Bollhöfer; Aryan Eftekhari; Simon Scheidegger; Olaf Schenk (SIAM J. Sci. Comput., 2019)

Block-enhanced precision matrix estimation for large-scale datasets. - Aryan Eftekhari; Dimosthenis Pasadakis; Matthias Bollhöfer; Simon Scheidegger; Olaf Schenk (J. Comput. Sci., 2021)

High-Dimensional Dynamic Stochastic Model Representation. - Aryan Eftekhari; Simon Scheidegger (SIAM J. Sci. Comput., 2022)

Uniformly self-justified equilibria. - Felix Kubler; Simon Scheidegger (J. Econ. Theory, 2023)

Building Interpretable Climate Emulators for Economics. - Aryan Eftekhari; Doris Folini; Aleksandra Friedl; Felix Kübler; Simon Scheidegger; Olaf Schenk (CoRR, 2024)

Algorithm 1042: Sparse Precision Matrix Estimation with SQUIC. - Aryan Eftekhari; Lisa Gaedke-Merzhäuser; Dimosthenis Pasadakis; Matthias Bollhöfer; Simon Scheidegger; Olaf Schenk (ACM Trans. Math. Softw., 2024)