Oxford, United Kingdom

Continuous-Time Methods in Macroeconomics with Applications to Machine Learning

online course
when 21 June 2021 - 25 June 2021
language English
duration 1 week
fee GBP 700

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

Course leader

Jesus Fernandez-Villaverde

Target group

The course is open to students and practitioners in macroeconomics and aims to introduce participants to Continuous-time methods in Macroeconomics.

Course aim

Dynamic programming in continuous time
Deep learning and reinforcement learning
Heterogeneous agent models in continuous time
Optimal policies with heterogeneous agents

Credits info


Fee info

GBP 700: Students and Academics
GBP 900: Professionals