I am an associate professor at the Department of Economics, University of California San Diego. I was born in Montréal (paternal side is Japanese and maternal side is French Canadian) and speak English, French, and Japanese. According to WikiTree, I am distant cousins with Celine Dion (singer), Justin Trudeau (Prime Minister of Canada), and Taylor Swift (singer).
- 2/28/2024 Georgetown University
- 3/1/2024 George Mason University
- 5/13/2024 Copenhagen Business School
- 5/14/2024 University of Hamburg
- 5/16/2024 Lund University
- 5/20/2024 Jönköping University
- 5/22-23/2024 University of Oslo
I am a mathematical economist with strong interests in applications. The topics I have worked on include
- the impossibility of canonical macroeconomic models to explain wealth inequality,
- a simple explanation for the saving behavior of the rich that does not rely on ad hoc utility functions,
- a computational algorithm for solving macroeconomic models with realistic wealth distributions,
- simple formula and mathematical foundation for Pareto exponents that arise in random multiplicative processes in Markovian environments,
- verification of the random multiplicative process to explain the spread of COVID-19,
- wealth inequality and stock market returns,
- determination of academic salaries,
- implication of financial development to international capital flows and welfare,
- efficient discretization of non-linear, non-Gaussian Markov processes,
- optimal epidemic control when testing and government enforcement are imperfect,
I have published papers in journals such as Econometrica, Journal of Political Economy, Theoretical Economics, Quantitative Economics, Journal of Economic Theory, Review of Financial Studies, Journal of Financial Economics, Journal of Monetary Economics, American Mathematical Monthly, SIAM Journal on Numerical Analysis, Operations Research Letters, and Physical Review E, among others. I am also a medical doctor (anesthesiologist) and an associate editor at Economic Theory and a co-editor at Journal of Mathematical Economics. Please see my research page for more details.
I find it beautiful when regularity and complexity come together. Some corollaries of this statement are:
- I like mathematics,
- I like power law behavior,
- I like bubbles,
- My favorite composer is J. S. Bach,
- My favorite artist is M. C. Escher,
- I like short, simple papers that are to the point.
I also like programming, chess, and tennis, although I am not particularly good at those.
My Erdős number
|Paul Erdős||Noga Alon||Gregory Gutin||Alexis Akira Toda|