New Julia Lecture: Differentiable Simulations with Enzyme
17 Dec 2025
We’re pleased to announce a new lecture on Quantitative Economics with Julia: Differentiable Dynamics.
This lecture demonstrates how to use Enzyme.jl for automatic differentiation of dynamic economic simulations. The code is more advanced than typical lectures — Enzyme requires non-allocating, functional-style code — but this is necessary to unlock high-performance differentiation of simulation models.
For readers looking for a gentler introduction to Enzyme, see the Introduction to Enzyme section in the auto-differentiation lecture.
Other Updates in This Release
- Julia 1.12 support with updated packages across all lectures
- Reorganized interpolation and integration lectures for improved flow
- Refactored Finite Markov chains lecture with clearer exposition
- Updated software engineering and testing content
These updates were developed by Jesse Perla and Farhad Shahryarpoor.
Published by: QuantEcon