Gregor Reich is an Associate Professor at the Norwegian School of Economics (NHH).
He holds an MA in Economics, and a PhD in Business Administration, both from University of Zurich. After his PhD, he collected some industry experience, and then went for a PostDoc to the Hoover Institution (Stanford).
His research interests are the application of methods from applied math, operations research, and data science in the context of marketing, management, and economics. For a method to estimate dynamic programming models with continuous latent states through a recursive combination of numerical quadrature, interpolation and (constrained) optimization he won the 2015 Mercator Award for Junior Researchers.
|Reich, Gregor||Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables||Operations Research Volume 66 (6); page 1457 - 1470; 2018|
|Larsen, Bradley J; Oswald, Florian; Reich, Gregor; Wunderli, Dan||A Test of the Extreme Value Type I Assumption in the Bus Engine Replacement Model||Economics Letters Volume 116 (2); page 213 - 216; 2012|
|Reich, Gregor||Market Self-organization under Limited Information||Lecture Notes in Computer Science (LNCS) Volume 7023; page 32 - 41; 2011|