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Hans M. AmmanProfessor of Economics Executive Board
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M.A. Economics, 1982, University of Amsterdam
Ph.D. Economics, 1989, University of Amsterdam
Computational Economics and Finance
Economics of the Internet
Stochastic Optimization
Macroeconomics
Computational Economics (Editor-in-Chief)
Netnomics (Associate Editor and founding Editor)
Computational Management Science (Co-editor)
Advances in Computational Economics (Co-editor)
Advances in Computational Management Science (Co-editor)
New Dimensions in Networks (Board member)
Hans Amman is member of the Executive Board of Utrecht University and a professor of Economics and Management at the Utrecht School of Economics (USE). He got his doctorate in 1989 for his research in the field of Computational Economics. Together with his co-author David Kendrick from the University of Texas, this research earned him the second prize in the IBM 1990 Supercomputing Competition for the United States. He is the founding Editor-in-Chief of the international journals Computational Economics and Netnomics, co-founder and President (2000-2001) of the Society of Computational Economics and co-editor of the Handbook of Computational Economics, which appeared with Elsevier Scientific Publishers in 1996. In June 1994 Hans organized the first international congress on Computational Economics and Finance. His theoretical research concerns Computational Economics and Computational Finance, numerical issues of Stochastic Control Systems in Economics. He is involved with Financial Engineering projects that combine elements from Information Technology, High Performance Computing and Financial Decision making. Click here for my complete CV.
Kendrick, D. A., P. R. Mercado and H.M. Amman, 2006, Computational Economics, Princeton University Press.
Amman, H.M. and D. A. Kendrick, 2003, Mitigation of the Lucas Critique with Stochastic Control Methods, Journal of Economic Dynamics and Control 27, 2035-2057.
Amman, H.M. and D. A. Kendrick, 2000, Stochastic policy design in a learning environment with rational expectations, Journal on Optimization Theory and its Applications 106, 509-520.
Amman, H.M. and D. A. Kendrick, 1999, Linear quadratic optimization for models with rational expectations, Macroeconomic Dynamics 3, 534-543.
Amman, H.M. and H. Neudecker, 1997, Numerical Solution Methods of the Algebraic Matrix Riccati Equation, Journal of Economic Dynamics and Control 21, 363-370.
Amman, H.M., D.A. Kendrick and J. Rust (editors), 1996, Handbook of Computational Economics (North-Holland, Amsterdam)
Amman, H.M. and D.A. Kendrick, 1995, Nonconvexities in stochastic control problems: An Analysis, International Economic Review 36, 455-475.
Amman, H.M. and D.A. Kendrick, 1994, Active Learning-Empirical results, Journal of Economic Dynamics and Control 18, 119-124.