Summer School: CONTINUOUS-TIME METHODS IN MACROECONOMICS WITH APPLICATIONS TO MACHINE LEARNING

Summer School: CONTINUOUS-TIME METHODS IN MACROECONOMICS WITH APPLICATIONS TO MACHINE LEARNING

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Start Date

End Date

Application Deadline

Type

Summer schools

Study Options

Full Time

Fees

Regular fees: 700 - 900 GBP

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Professor Jesus Fernandez-Villaverde from the University of Pennsylvania will be teaching a hands-on course on โ€œContinuous-time Methods in Macroeconomics (with applications to Machine Learning)."

DETAILS

The course will run online from the 21st June to 25th June 2021

The course is open to students and practitioners in macroeconomics and aims to introduce participants to Continuous-time methods in Macroeconomics. This is an intensive course, which comprises lectures and hands-on, practical sessions. 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.

Topics covered in the course are:

  • 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).

FEES AND FUNDING

Professionals - ยฃ900

Students and Academics - ยฃ700

VENUE

Due to the ongoing uncertainty around the pandemic, this course will be delivered online, via Zoom sessions. More details to follow upon registration. 

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More Information

Attendance

Online

Posted on

Start Date

End Date

Application Deadline

Type

Summer schools

Study Options

Full Time

Fees

Regular fees: 700 - 900 GBP

Manor%20Road%20Building%2C%20Manor%20Road%2C%20Oxford%2C%20United%20Kingdom

Manor Road Building, Manor Road

OX1 3UQ Oxford , United Kingdom