Mark Kirstein

Twitter @nonergodicmark

DAAD PRIME Fellow in Ergodicity Economics

The problems we study as scientists demand it to ignore dividing lines between academic disciplines in the first place and only later try to understand them.

At LML I am collaborating with Alex Adamou, Yonatan Berman, Ole Peters and others and seek to contribute to the Ergodicity Economics Project. During my DAAD PRIME time I am a member of the interdisciplinary group of Jürgen Jost at the Max-Planck-Institute for Mathematics in Sciences and Max-Konstantin von Renesse’s group at the Institute of Mathematics at Leipzig University.

My DAAD PRIME project is a follow-up from my PhD thesis and deals with the handling of a form of Knightian uncertainty with tools from Ergodicity Economics — more specifically in the framework of repeated gambles with uncertain parameters.

I received a PhD in economics for a thesis on The Ergodicity Problem in Economics — The Advent of Ergodicity Economics from TU Dresden. I hold a diploma from Leipzig University in business & information systems. In 2017 I attended the Santa Fe Institute Complexity Science Summer School, and in 2011 spent a semester abroad at ETH Zurich as a guest of the Chair of Systems Design to immerse myself mainly in research in econophysics.

Further interests encompass proper handling of random variables & stochastic processes, complexity science, history & philosophy of economics/physics/mathematics and I am fascinated by the range of Benoît B. Mandelbrot’s work, which led me beyond my initial disciplinary boundaries.

Positions Held

  • 2019 – present – Fellow, London Mathematical Laboratory
  • 2018 – 2018 – Fellow of the Graduate Academy at TU Dresden
  • 2012 – 2018 – Research Assistant, Economics Department, Chair of Managerial Economics, TU Dresden
  • 2012 – 2018 – Founding Coordinator of the Complexity Economics Working Group of the INET‘s Young Scholars Initiative
  • 2005 – 2012 – Diploma, Faculty of Economics and Management Science, Leipzig University