Gregor Philipp Reich

Associate Professor Gregor Reich

E-mail
Gregor.Reich@nhh.no
Telephone
+47 55 95 92 08
Office
E365
Expertise
Computational Economics Numerical Methods and Data Analysis Dynamic Programming and Optimization Industrial Organization and Marketing

bio

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.

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Selected publications

Author(s) Title Publisher
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
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