Dr. Adam Zhang

This research applies state-of-the-art computational techniques on structural macroeconomic and finance research projects to study questions that are beyond traditional techniques. Some on-going projects involve solving heterogeneous agent models with aggregate risk with reinforcement learning algorithms to study general equilibrium effects of retirement saving dynamics and distributing in parallel on GPUs to calculate the optimal subsidization schedule of government sponsored enterprises (e.g. Freddie Mac, Fannie Mae) in the mortgage market.