2017 PhD Workshops on Computational Methods

In September 2017, QuantEcon is running a series of workshops for PhD students in US economics programs.

Please sign up here.

Outline

The workshops will provide an overview of modern open source tools and techniques for computational modeling, loosely based on the material in Lectures in Quantitative Economics.

All economics PhDs and faculty may attend, subject to seating space only. Workshops are free but please be sure to register if you plan to participate.

Workshops will be hands on so please be sure to bring your laptop!

The workshop series is supported by the Alfred P. Sloan Foundation.

Schedule

Workshops will run from 9:30am to 4pm (with the exception of UC Berkeley).

The structure of the workshop will be as follows:

9:30am - 10:30am: Introduction to Python
11am - 12pm: Introduction to Julia
1pm - 4pm: Applications

Dates and Locations

1st September: Columbia University
- Room: Hamilton 503
- Time: 9:30am to 4:30pm
5th September: MIT
- Room: E51-145
- Time: 9:30am to 4:30pm
6th September: Harvard
- Room: Hanson Mason Room, Littauer
- Time: 9:30am to 4:30pm
8th September: Princeton
- Room: A71, Julis Romo Rabinowitz Building
- Time: 9:30am to 4pm
11th September: UC Berkeley
- Room: Room 127, Dwinelle Hall
- Time: 9am to 3:30pm
12th September: Stanford
- Room: Lucas Conference Center, Room A
- Time: 9:30am to 4pm
14th September: UCLA
- Room: Economics Conference Room, 9383 Bunche Hall
- Time: 9:30am to 4pm
15th September: UCSD
- Room: Clive Granger Seminar Room, Economics Room 300
- Time: 9:30am to 4pm

Topics

While some variation is anticipated, we aim to either cover or review the majority of the following topics at each workshop.

Introduction to Python and Julia for scientific computing
Comparisons with other scientific computing environments
Common algorithms for economic modeling (dynamic programming, solving linear and nonlinear equations, etc.)
Jupyter notebooks and scientific workflow
Visualization and data analysis
Just-in-time compilation
Parallel programming and other aspects of high performance computing
Cloud computing and remote infrastructure

Instructions

Please be sure to bring your laptop to the workshop. If possible,

For session 1 install Anaconda Python (version 3.6)
- Please follow the instructions on this page
For session 2 install Julia
- Please follow the instructions on this page

All languages and computing platforms we use are free and open source.

Troubleshooting of installations and other software issues will be available in the first session.

Resources

The following resources will be useful during and after:

Team

Chase Coleman, Victoria Gregory, Matthew McKay, John Stachurski, Natasha Watkins

Contact

For requests or feedback, please email contact@quantecon.org.