Continuous-Time Methods in Macroeconomics with Applications to Machine Learning

online course

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

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

Credits info

None

Fee info

GBP 700: Students and Academics
GBP 900: Professionals

Scholarships

None