Meet the Researchers
Nathan M. Palmer
Education
- Ph.D., Computational Social Science, George Mason University, 2015
- M.A., Economics, Boston University, 2011
- B.S., Computer Science, Trinity University, 2005
- Machine learning and AI
- Agent-based models: agent behavior & estimation
Senior Economist
Board of Governors of the Federal Reserve System
2021 - presentEconomist
Board of Governors of the Federal Reserve System
2018 - 2021Researcher: Economist
Office of Financial Research, U.S. Treasury
2016 - 2018PhD Intern
Consumer Financial Protection Bureau
2014 - 2015PhD Intern
Office of Financial Research, U.S. Treasury
2012 - 2016PhD Intern: Artificial Intelligence Engineer
MITRE Corporation
2011
- The Econ-ARK and HARK: Open Source Tools for Computational Economics
Christopher D. Carroll, Alexander M. Kaufman, Jacqueline L. Kazil, Nathan M. Palmer, and Matthew N. White
Proceedings of the 17th Python in Science Conference (SciPy 2018) (2018)
https://doi.org/10.25080/Majora-4af1f417-004 - The OFR Financial System Vulnerabilities Monitor
Joe McLaughlin, Adam Minson, Nathan Palmer, and Eric Parolin
OFR working paper (2018) - Getting at Systemic Risk via an Agent-Based Model of the Housing Market
John Geanakoplos, Robert Axtell, J. Doyne Farmer, Peter Howitt, Benjamin Conlee, Jonathan Goldstein, Matthew Hendrey, Nathan M. Palmer, and Chun-Yi Yang
American Economic Review: Papers and Proceedings (2012)
https://doi.org/10.1257/aer.102.3.53
conference
2021Computing in Economics and Finance
Visual Regression Tables for Machine Learning and Artificial Intelligence
discussion
2020Nontraditional Data & Statistical Learning with Applications to Macroeconomics, Federal Reserve Board & Bank of Italy
Discussion: Forecasting UK inflation, Macroeconomy as a Random Forest, & Consequences of the Covid-19 Job Losses
seminar
2020Federal Reserve Board
Understanding Interpretable Machine Learning
seminar
2019Johns Hopkins University Department of Economics
A Direct Estimate of Rule-of-Thumb Consumption using the Method of Simulated Quantiles and Cross Validation
conference
2019Computing in Economics and Finance
A Direct Estimate of Rule of Thumb Behavior using the Method of Simulated Quantiles and Cross Validation
seminar
2019Federal Reserve Board
Dynamic Limit Order Dispersion and Volatility Persistence in a Simple Limit Order Book Model
conference
2019Eastern Economic Association
Dynamic Limit Order Dispersion and Volatility Persistence in a Simple Limit Order Book Model
conference
2018PhD Symposium on Financial Stability, Office of Financial Research
Discussion: Accounting for Strategic Response in an Agent-Based Model of Financial Regulation
seminar
2018Federal Reserve Board
A Simple Direct Estimate of Rule-of-Thumb Consumption using the Method of Simulated Quantiles and Cross-Validation
conference
2018Eastern Economic Association
A Simple Direct Estimate of Rule-of-Thumb Consumption using the Method of Simulated Quantiles and Cross-Validation
conference
2017Heterogeneous Agents and Agent-Based Modeling: The Intersection of Policy and Research
Heterogeneous-Agent Resources & Toolkit (HARK)
conference
2017Computing in Economics and Finance
A Simple Direct Estimate of Rule-of-Thumb Consumption using the Method of Simulated Quantiles and Cross-Validation
seminar
2017American University Department of Economics
Learning to Dynamically Optimize from Individual Experience
seminar
2016Federal Reserve Board
Heterogeneous-agent modeling, tools, and incentives
conference
2016Computing in Economics and Finance
Regret Learning: Learning to Optimize from Individual Experience
conference
2016International Congress on Agent Computing, George Mason University
Regret Learning: Learning to Optimize from Individual Experience
conference
2015Open Computational Economics Workshop, IMF &CFPB
Heterogeneous-agent modeling, tools, and incentives
conference
2015Computing in Economics and Finance
The Heterogeneous-Agent Computational toolKit: An Extensible Framework for Solving and Estimating Heterogeneous-Agent Models
conference
2015M3C3 Workshop, University of Maryland & George Mason University
Learning to Consume: Individual versus Social Learning
discussion
2015Zurich Initiative on Computational Economics (ZICE)
Learning to Consume: Individual versus Social Learning
conference
2014Heterogeneous Agents Working Group Workshop, IMF &CFPB
Heterogeneous-agent modeling, tools, and incentives
conference
2014NSF IPAM Workshop: Mathematics of Social Learning
Learning to Consume: Individual versus Social Learning
conference
2012Computing in Economics and Finance
Learning to Consume: Individual versus Social Learning
seminar
2011Santa Fe Institute
Getting at Systemic Risk via an Agent-Based Model of the Housing Market: Empirical and Theoretical Details
Awards
- 2016
Office of Financial Research
Leadership Award
Conference Organization
September 2017 | Washington, DC
Heterogeneous Agents and Agent-Based Modeling: The Intersection of Policy and Research
Organizer
Referee
- Computational Economics
- Journal of Economic Behavior & Organization
- Macroeconomic Dynamics
- National Science Foundation
- PLOS One