BFI Computational Economics Colloquium
Location: Saieh Hall for Economics, Room 021
Discretizations in high dimensions and multivariate data problems are naturally represented by tensors. In this discussion, University of Chicago research associate and theoretical physicist Victor Zhorin will introduce the basic principles that allow a transition from vector- and matrix-based computing to tensor-based computing. Several application areas will be discussed, including non-linear information-constrained contract theory problems, industrial organization, and robust economic-climate models. Examples within these areas will be described and analyzed.