Continuous-Time Methods in Macroeconomics with Applications to Machine Learning

Continuous-time Methods in Macroeconomics with Applications to Machine Learning

Course dates for 2022 forthcoming

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

Topics covered:

  • Introduction to the course
  • Dynamic programming in continuous time
  • Introduction to machine learning and deep neural networks in macroeconomics
  • Solving high-dimensional dynamic programming problems using deep neural networks
  • Introduction to heterogeneous-agent models in continuous time.
  • Heterogeneous-agent models: numerical methods
  • Solving heterogeneous agent models with aggregate shocks using neural networks

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 MatLab

Fees:

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