QuantEcon 2018 Honours Workshop with Thomas J. Sargent

On March 10th 2018, QuantEcon will run a one day workshop on modern methods in computational and dynamic modeling, aimed at incoming honours students in economics across Australia.  The workshop, to be held in Canberra, will include a lecture from and discussion with 2011 Nobel Laureate in Economic Sciences Thomas J. Sargent. 

Topics will include an introduction to scientific computing with Python, basic principles of software engineering and an introduction to macroeconomic and financial modeling using computational techniques. Funding for travel and accommodation will be offered to selected interstate students.

The workshop is supported by the Research School of Economics at Australian National University and Alfred P. Sloan Foundation.

Application

To apply, please send your CV and a discussion (up to one page) of why you believe computational skills are important for economic modeling to contact@quantecon.org. Applications close Thursday, February 15th.

Location

Lecture Theatre 1, CBE Building, 26C Kingsley St, Australian National Unversity

Schedule

  • 9:30am - 10:30am: Introduction and Python installation - John Stachurski
  • 10:30am - 11:00am: Morning tea break
  • 11:00am - 12:00pm: Python basics - Natasha Watkins
  • 12:00pm - 12:30pm: NumPy and SciPy overview - John Stachurski
  • 12:30pm - 1:30pm: Lunch
  • 1:30pm - 1:45pm: Quantum computing overview - Sophie Stearn
  • 1:45pm - 3:00pm: Introduction to dynamic programming - Fedor Iskhakov
  • 3:00pm - 3:30pm: Afternoon tea break
  • 3:30pm - 5:00pm: Optimal stopping problems - Thomas Sargent
  • 6:00pm - Dinner at Capitol Bar & Grill, QT Hotel

Instructions

Please be sure to bring your laptop to the workshop. If possible, install Anaconda Python (version 3.6).

  • 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 during the workshop.

Resources

The GitHub page for this workshop is located here.

The following resources will be useful during and after:

Team

Thomas Sargent, John Stachurski, Fedor Iskhakov, Matthew McKay, Natasha Watkins, Sophie Stearn

Contact

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