RSE
Research School of Economics
Dynamic programming; Markov processes; asset pricing; Computational economics; Numerical methods.
John Stachurski is a Professor of Economics, a 2020 Australian Research Council Future Fellow, and a founding member and co-chair of QuantEcon, a nonprofit organisation dedicated to collaborative development and documentation of open source code for economics, finance and operations research. John’s technical research interests are at the intersection of applied probability, functional analysis and stochastic stability. He applies these fields to problems such as dynamic programming, intertemporal optimization and asset pricing. John’s research has been funded by prestigious organisations including the Australian Research Council and the Alfred P. Sloan Foundation. His work has been published in books and top international journals including Journal of Economic Theory, Econometrica, Econometric Theory, Journal of Economic Dynamics and Control, Theoretical Economics, Operations Research, and Journal of Business and Economic Statistics. John has served on the OSE Advisory Board of Chicago University’s Becker–Friedman Institute, and been involved as research instructor at their Summer Boot camp.