Sodik Umurzakov is a Ph.D. student in Economics at the GSEFM, Goethe University Frankfurt. He is currently working as a research assistant at the IMFS.
His research interests lie at the intersection of macroeconomics, international economics, numerical methods, and machine learning, with a particular focus on developing solution and estimation techniques for heterogeneous-agent models. His current work explores a hybrid deep learning approach to solving HANK models.
Before joining Goethe University, Sodik received an M.Sc. in Financial Economics from the Higher School of Economics (ICEF), Moscow and London School of Economics (LSE), and holds a second M.Sc. in Economic Development. He also holds a B.Sc. in World Economy.
Prior to his doctoral studies, he worked as a Senior Quantitative Risk Analyst at Ingosstrakh Bank (Moscow) and as a financial analyst at X5 Retail Group (Moscow). He also served as a research assistant on several academic projects involving DSGE model estimation, macroprudential policy, and financial stability.
Sodik is proficient in Python, MATLAB, R, and STATA, and has practical experience with macro-financial modeling, Bayesian estimation, and machine learning applications in economics.
More information and selected code projects are available on his GitHub page.
Contact
Goethe University Frankfurt
House of Finance, Room 4.61
Theodor-W.-Adorno-Platz 3
60629 Frankfurt am Main
Phone: +49 (0)69 798 33831
E-Mail: umurzakov@imfs-frankfurt.de