CONTINUOUS-TIME METHODS IN MACROECONOMICS WITH APPLICATIONS TO MACHINE LEARNING

Course details

Course dates: 21st- 25th June 2021

 

This is an intensive online course, via Zoom, which comprises lectures and hands-on, practical sessions.

Topics covered:

  • Dynamic programming in continuous time
  • Deep learning and reinforcement learning
  • Heterogeneous agent models in continuous time
  • Optimal policies with heterogeneous agents

Final programme:

The programme and reading list for 2021 can be found here (Please note that this will be updated and is subject to change).

Who can attend?

The course is open to students and practitioners in macroeconomics and aims to introduce participants to Continuous-time methods in Macroeconomics.

Any Prior Requirements?

  • No established knowledge in computing is required since the course will cover the basics and revision material will be offered in advance.
  • However, familiarity with a scripting language such as Matlab, R, Stata, or Python would be an advantage.
  • Participants are required to bring their own laptop equipped with Julia or MatLab

Fees:

  • Professionals: £900
  • Students and Academics: £700

 

     

    Introductory Video

     

    https://www.youtube.com/embed/-bQf6KPbujA