Diego Feijer is a Research Scientist at Facebook Research and was a PhD Candidate in the Department of Electrical Engineering and Computer Science at MIT. He is affiliated to the Laboratory for Information and Decision Systems.
His research interests lie at the intersection of Macroeconomics and Finance. His most recent research focuses on the role of banks in financial crises. In part of his work he is developing a general equilibrium model to understand the effect of aggregate self-fulfilling expectations on systemic risk, and its implications for macroprudential regulation. He is also studying how information asymmetry impairs credit markets and diminishes the capacity of the economy to create safe and liquid assets.
He received his MSc from MIT in 2011 conducting research in convex optimization. In his undergraduate thesis he brought tools from control theory to the study of subgradient methods, as classically developed by Arrow and Hurwicz, providing a new characterization of their convergence, which found applications in network resource allocation problems.