Course dates: 21st- 25th June 2021
This is an intensive online course, via Zoom, which comprises lectures and hands-on, practical sessions.
- Dynamic programming in continuous time
- Deep learning and reinforcement learning
- Heterogeneous agent models in continuous time
- Optimal policies with heterogeneous agents
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
- Professionals: £900
- Students and Academics: £700