Weekly IntelligenceNEW
Chief Brief Issue CB-2026-W20
Rate repricing, equity breadth deterioration, and emerging market credit spread stress in one institutional briefing.
Subscribers only
Financial Economics · Macroeconomics · Development · International
Research
Independent research in financial economics, macroeconomics, development economics, and international economics — combining academic rigor with real-world financial and policy relevance.
Led by Dr. Megersa Daksa, The AI Chief Economist produces high-quality research spanning academic inquiry, applied financial analysis, and policy-relevant studies. The work integrates theoretical rigor with practical insight, drawing from real-world financial systems, markets, and economic dynamics. Research is conducted both independently and collaboratively, with advisory support available for proposals, analytical projects, and professional write-ups.
Problem→Model & Data→Results→Decision Use
Applied Research Domains
Research Focus Areas
All projects are anchored to specific economic and financial problems with defined analytical methods and real-world decision use.
Financial Economics
- Financial markets & asset pricing
- Credit risk & banking systems
- Risk and insurance analysis
- Investment & portfolio analysis
- Real-world financial decision-making
Macroeconomics
- Macroeconomic dynamics & cycles
- Policy-relevant economic analysis
- Inflation, growth & employment
- Monetary & fiscal policy effects
- Stress testing & scenario analysis
Development Economics
- Financial inclusion & access
- Economic growth determinants
- Institutional & structural analysis
- Poverty, inequality & welfare
- Development finance systems
International Economics
- Global economic & financial systems
- Trade, capital flows & FX dynamics
- Sovereign risk & emerging markets
- Cross-border financial integration
- International monetary systems
Open Now
Open Applied Research Opportunities
We are currently seeking collaborators for the following applied research projects. Each project has a defined problem, deliverable, and decision use.
Data-Driven Machine Learning Models for Credit Risk Early Warning
Project-Based or SponsoredProblem
How can alternative data and machine learning improve early detection of borrower default risk across changing macroeconomic conditions?
Output
Applied research brief + ML-based credit risk early-warning framework
Decision Use
Improves credit monitoring, risk-based pricing, and portfolio loss mitigation decisions
Scenario-Based Stress Testing for Consumer Credit Portfolios
Project-Based or AffiliateProblem
How do recession, unemployment, and inflation shock scenarios propagate through portfolio-level default, delinquency, and loss rates?
Output
Applied report + macro-scenario credit stress-testing model
Decision Use
Supports capital planning, provisioning strategy, and portfolio risk limit decisions
Cross-Asset Volatility and Portfolio Risk Exposure
Project-BasedProblem
How does cross-asset volatility correlation affect optimal risk allocation across equities, fixed income, and alternatives?
Output
Working paper + risk decomposition model
Decision Use
Improves portfolio construction and capital allocation under uncertainty
Research Subscription
Chief Brief: Weekly Economics & Finance Intelligence
A structured weekly intelligence brief translating markets, macro conditions, risk signals, and applied research into decision-ready insight.
Saturday Morning Delivery
01
Weekly Market Recap
Equity market summary, sector rotation, and key price action — contextualised within current macro conditions.
02
Macro & Rates Summary
Central bank signals, yield curve dynamics, inflation readings, and their implications for risk assets.
03
Risk Outlook
Systematic review of geopolitical, credit, and liquidity risk vectors with structured severity rankings.
04
Cross-Asset Volatility Insight
Volatility regimes across equities, rates, commodities, and FX — with cross-asset correlation signals.
05
Applied Research Note
A concise analytical piece connecting live market data to academic findings or institutional research methods.
06
Forward Watchlist
Key data releases, central bank meetings, earnings, and macro events to monitor in the week ahead.
Latest Chief Brief Previews
Research OutputsMacro & RatesWEEKLY
Chief Brief Issue CB-2026-W19
Macro and rates divergence across US and Europe, with forward volatility implications for cross-asset portfolios.
Subscribers only
InstitutionalINSTITUTIONAL
Chief Brief Institutional Edition
Extended risk matrix with policy sensitivity scenarios and institutional portfolio watchlist updates.
Subscribers only
Structured Applied Research
Research Collaboration Model
We collaborate with researchers through structured applied research projects — not open-ended arrangements. Every engagement follows a single workflow with clear IP ownership and defined compensation.
All IP belongs to The AI Chief Economist LLCProject-based only — no open-ended workApplied workflow: Problem → Model → Result → Decision Use
Applied Research Affiliate
Suggest ideas, join projects, and build long-term network presence under the LLC.
Who
PhD students, researchers, analysts
Co-authorship · Visibility · Future paid opportunities
Project-Based Collaborator
Who
Researchers and analysts with delivery track record
Sponsored Research Team
Support paid client research under the AI Chief Economist as lead authority.
Who
Senior researchers and subject-matter experts
Collaborator 20–40% · Lead 60–80%
Research Intern
Assist on projects, build small outputs, and progress toward affiliate status.
Who
Students and early-career researchers
Certificate · Experience · Path to Affiliate
Standard Workflow — All Types
1Application›
2Screening›
3Assignment›
4Agreement›
5Execution›
6Review›
7Publication›
8Monetization
Upgrade Path
Intern→
Affiliate→
Paid Collaborator→
Lead Collaborator
Ongoing Research
Current applied research streams in progress — each anchored to a defined problem and decision use.
Cross-Asset Volatility and Portfolio Risk Exposure
Problem
How does cross-asset volatility correlation affect optimal risk allocation across equities, fixed income, and alternatives?
Decision Use
Portfolio construction and capital allocation under uncertainty
Financial Market Outcomes and Investment Strategy
Problem
What structural factors drive divergence in financial market outcomes across asset classes and geographies?
Decision Use
Informs risk-adjusted investment strategy and factor allocation
Output Pipeline
Publication Pathway
Selected applied research projects may evolve into formal publications. Applied work feeds a structured output pipeline.
1
Concept Note
Problem scoped, research question defined, methodology outlined
2
Applied Brief
Structured problem-output document from a live project
3
Working Paper
Formalized analysis with methodology, model, and findings
4
Full Manuscript
Peer-ready paper with literature, model, results, and implications
5
Journal Submission
Submitted to a peer-reviewed academic or professional journal
6
Published Article
Accepted and published in a peer-reviewed journal or proceedings
Chief Brief
Join the Research List
Receive the Chief Brief every Saturday morning — structured market intelligence direct to your inbox.
Sponsored Research
Commission Applied Research
Organizations commission applied research projects with defined deliverables, timelines, and IP agreements. Tell us your problem — we will scope a proposal and match a research team.
Confidentiality agreements availableDefined deliverables and milestonesIP stays with your organisationDeposit required to start
Dr. Megersa Daksa
PhD in Applied Economics · Founder, The AI Chief Economist
Dr. Megersa Daksa is an economist and financial analyst specializing in financial economics, macroeconomic dynamics, and applied analytical research. His work focuses on bridging rigorous academic frameworks with real-world financial systems, delivering insights that are both theoretically grounded and practically relevant.