QuantEcon

Tom and I have finally finished a draft of Dynamic Programming Vol 2! Exhausting but satisfying. New approach to DP theory, advanced material, many applications... dp.quantecon.org

In the latest @QuantEcon Julia release, you can now launch notebooks directly in @GoogleColab. Just click ▶️ on the online lecture to open it in Colab. On first run, the notebook automatically installs all required packages.

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Dynamic Programming by Thomas J Sargent and John Stachurski Provides a rigorous and unified presentation of recent advances in dynamic programming, along with code, algorithms, and many applications. 📚 cup.org/452So7L

From hours to seconds 🤯. An economist from @QuantEcon tells the story of how JAX's simple and expressive API transformed a critical economic model for the Central Bank of Chile, making high performance accessible. #JAX #SciComp #Economics #Python goo.gle/jax-economics

The tentative program for the summer school/conference on "Deep Learning in Economics and Finance (August 25-29)" is online: sites.google.com/carloalberto.o…, and sites.google.com/carloalberto.o… @YuchengYang1993 @glviolante @unito @nuvoloscloud

I added a notebook to @QuantEcon Notes. It shows how to use Julia JuMP for OLS and ML estimations. Of course the purpose of the document is not to argue that we should use JuMP for OLS or ML! I wanted to see how JuMP could accommodate estimations with data.

Also, a reminder that @quantecon has rapidly expanding content for other frameworks, including Python JAX jax.quantecon.org/intro.html

You don't hear very often this kind of reflections on economics' methodology. So interesting to hear Tom Sargent talking about Lucas' approach to macro (today at NYU) tomsargent.com/research/Macro…