Rayhan Momin Profile
Rayhan Momin

@momin_rayhan

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Following
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Finance PhD candidate @ChicagoBooth | Previous: @federalreserve, @jpmorgan, @Columbia | πŸ‡ΊπŸ‡Έ πŸ‡§πŸ‡© gen 1.75 | I mute after tweeting so please DM if needed

New York, NY
Joined May 2020
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@momin_rayhan
Rayhan Momin
2 years
Links: - Bluesky: - LinkedIn: - GS: - Mastodon: - Threads/Instagram: rayhan.momin - Post: - SSRN: - Website:
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@momin_rayhan
Rayhan Momin
5 months
RT @TehreemRehman: One of my favorite broadway shows so far. Grateful to have been at the opening premiere of #YellowFaceBway at @roundabou…
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@momin_rayhan
Rayhan Momin
5 months
TIL the curious correspondence between the Law of Jubilee and the duration of a bankruptcy record under Chapter 13 on your credit report (i.e. 7 years)
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@momin_rayhan
Rayhan Momin
8 months
#EconTwitter Responses to the thread below were enormously insightful. A natural follow-up is how do you take notes on theory or applied theory papers? Beyond a qualitative summary of the model dynamics and implications, do you note down the math? E.g.
@momin_rayhan
Rayhan Momin
8 months
#EconTwitter Any tips for reading through theory papers (esp, macro, finance, macro-finance, and metrics)? Do you work through the proofs or just accept the claims/propositions and try to glean the broader logic/intuition?
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@momin_rayhan
Rayhan Momin
8 months
Hard to know a priori if the value in a paper would be the statements made and proven, or the methods/techniques used in the process. but working through these details adds A LOT of overhead to reading the paper. Guess part of the trick is knowing when to invest in deep reading.
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@momin_rayhan
Rayhan Momin
8 months
Utopia Chicago
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@momin_rayhan
Rayhan Momin
8 months
okay, this is pretty useful. a survey paper on the myriad ways to compute numerical derivatives of differential equations with implementation in julia
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@momin_rayhan
Rayhan Momin
8 months
@stevehouf similar argument for increasing immigration and ironically, the surge in unauthorized immigration has been identified by some as a contributor to the decline in inflation, despite otherwise tight indicators
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@momin_rayhan
Rayhan Momin
8 months
@Andrew___Baker jesus, identical down to the same furrowed eyebrows
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@momin_rayhan
Rayhan Momin
8 months
@ochazenkun checkout out FSRDC project proposals!
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@momin_rayhan
Rayhan Momin
8 months
@paulgp How about Double ML and friends? Any traction there?
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@momin_rayhan
Rayhan Momin
8 months
someone needs to share another hero's journey but in finance and with Duffie's Dynamic Asset Pricing Theory, another inscrutable text deserving of lifelong study
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@momin_rayhan
Rayhan Momin
8 months
Joseph Campbell couldn't get buy-in for his dissertation so he left and retreated to a shack in Woodstock for five years, where his days consisted of "nine hours of sheer reading."
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@alz_zyd_
alz
8 months
When I was in 3rd year of PhD, I read every paper published in AER, QJE, JPE from 2000-2020, bc I wanted to get a sense of what everyone was working on. It took I think 3 full time months, spread out over half a year or so? Was great and gave me a bunch of useful perspective
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@momin_rayhan
Rayhan Momin
8 months
math for the interested:
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@momin_rayhan
Rayhan Momin
8 months
@zaeemal_ @DukeSanford congrats!!!
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@momin_rayhan
Rayhan Momin
8 months
Having deep coauthor networks is essential, with team sizes approaching 3 for published papers in finance. Strangely, grad programs emphasize the opposite! Requirements for solo authored papers, including the JMP. Source: Thirty years of academic finance,
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@alz_zyd_
alz
8 months
It's much harder to finish a paper yourself than with others. But, delaying is not going to help. Just try to get it resolved quickly - A lot of junior faculty start without a stable team; so there's a relatively liquid "coauthor matching market" for new faculty
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@momin_rayhan
Rayhan Momin
8 months
looks neat! more than just a novelty, deep learning solution methods can enable the pursuit of more complicated, realistic questions
@MatthiasRottner
Matthias Rottner
8 months
🚨How can we use machine learning techniques to solve and estimate HANK models?🚨 We updated our paper on estimating nonlinear HANK with neural networks. Now with a first set of example codes for our method! Check out @HannoKase and @LeonardoMelosi
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