Dr. Steffen Schuldenzucker

pic
Dr. Steffen Schuldenzucker

Lecturer, part-time (since 09/2019)

Ph.D. Student (09/2014 - 08/2019)
Department of Informatics
University of Zurich
Binzmühlestrasse 14
CH-8050 Zürich
Room BIN 2.B.04
Tel +41 44 635 45 82
Email schuldenzucker@ifi.uzh.ch

Short Bio

Since September 2019, Steffen is a PostDoc at the Algorithms and Complexity Research Group at Goethe University Frankfurt.

Steffen joined the Computation and Economics Research Group as a PhD student in 2014. In 2019, he completed his dissertation, advised by Sven Seuken, titled A Formal Analysis of Complexity and Systemic Risk in Financial Networks with Derivatives (grade: summa cum laude). Steffen holds a BSc (2012) and a MSc (2014) in Mathematics from the University of Bonn, Germany.

Research Interests

Algorithmic Finance, Computational Mechanism Design, Financial Networks, Financial Derivatives, Systemic Risk

Research Papers

  1. Portfolio Compression in Financial Networks: Incentives and Systemic Risk.
    Steffen Schuldenzucker and Sven Seuken. November 2019. Working Paper. [pdf] [SSRN]
  2. Monotonic and Non-Monotonic Solution Concepts for Generalized Circuits.
    Steffen Schuldenzucker and Sven Seuken. July 2019. Working Paper. [pdf] [arXiv]
  3. Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks.
    Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. Management Science.  Published online: 26 June 2019. (PDF, open access) See Also:
    • Clearing Payments in Financial Networks with Credit Default Swaps [Extended Abstract].
      In Proceedings of the 17th ACM Conference on Economics and Computation (EC), Maastricht, The Netherlands, July 2016. [pdf]
  4. The Computational Complexity of Clearing Financial Networks with Credit Default Swaps.
    Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. May 2019. Working Paper. [arXiv] See Also:
    • Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-complete.
      In Proceedings of the 8th Innovations in Theoretical Computer Science (ITCS) Conference, Berkeley, USA, January 2017. [pdf]
    • Clearing Payments in Financial Networks with Credit Default Swaps [Extended Abstract].
      In Proceedings of the 17th ACM Conference on Economics and Computation (EC), Maastricht, The Netherlands, July 2016. [pdf]
  5. Portfolio Compression: Positive and Negative Effects on Systemic Risk.
    Steffen Schuldenzucker, Sven Seuken, and Stefano Battiston. June 2018. Research Note. [pdf] [SSRN]
  6. An Axiomatic Framework for No-Arbitrage Relationships in Financial Derivatives Markets. Steffen Schuldenzucker. May 2016. Working Paper. [pdf]
    • Presented at Logic and the Foundations of Game and Decision Theory (LOFT), Maastricht, The Netherlands, July 2016.
  7. Decomposing Contracts – A Formalism for Arbitrage Argumentations.
    Steffen Schuldenzucker. Master's Thesis. Bonn, Germany, Sep 2014. [pdf]
 

Teaching