{"id":19645040,"url":"https://github.com/quantecon/cbc_2024","last_synced_at":"2025-04-28T14:32:32.734Z","repository":{"id":231445208,"uuid":"781769084","full_name":"QuantEcon/cbc_2024","owner":"QuantEcon","description":null,"archived":false,"fork":false,"pushed_at":"2024-05-17T12:15:01.000Z","size":14776,"stargazers_count":6,"open_issues_count":0,"forks_count":4,"subscribers_count":5,"default_branch":"main","last_synced_at":"2025-04-21T03:29:21.580Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":null,"language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"cc0-1.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/QuantEcon.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null},"funding":{"github":"numfocus","custom":"https://numfocus.org/donate-to-quantecon"}},"created_at":"2024-04-04T02:05:17.000Z","updated_at":"2025-01-31T13:52:51.000Z","dependencies_parsed_at":null,"dependency_job_id":"493da7b9-b368-47fb-9078-4ec6f62d86a6","html_url":"https://github.com/QuantEcon/cbc_2024","commit_stats":{"total_commits":62,"total_committers":1,"mean_commits":62.0,"dds":0.0,"last_synced_commit":"38d73a70d53ffb19f28b917e2700218ab32e7620"},"previous_names":["quantecon/cbc_2024"],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_2024","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_2024/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_2024/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_2024/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/QuantEcon","download_url":"https://codeload.github.com/QuantEcon/cbc_2024/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":251330477,"owners_count":21572290,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-11-11T14:31:45.410Z","updated_at":"2025-04-28T14:32:32.683Z","avatar_url":"https://github.com/QuantEcon.png","language":"Jupyter Notebook","funding_links":["https://github.com/sponsors/numfocus","https://numfocus.org/donate-to-quantecon"],"categories":[],"sub_categories":[],"readme":"# Central Bank of Chile 2024 Scientific Computing Workshop\n\n![](qe-logo-large.png)\n\nThis is the homepage for the [QuantEcon](https://quantecon.org/) scientific\nand high performance computing workshop to be held at the Central Bank of\nChile in May 2024.\n\n\n\n## Instructor\n\n* [John Stachurski](https://johnstachurski.net/) (Australian National University)\n\nBio: John Stachurski is a mathematical and computational economist who works on\nalgorithms at the intersection of dynamic programming, Markov dynamics,\neconomics, and finance.  His work is published in journals such as the Journal\nof Finance, the Journal of Economic Theory, Automatica, Econometrica, and\nOperations Research.  In 2016 he co-founded QuantEcon with Thomas J. Sargent. \n\n\n## Abstract\n\nOpen source scientific computing environments built around the Python\nprogramming language have expanded rapidly in recent years. They now form the\ndominant paradigm in artificial intelligence and many fields within the natural\nsciences.  Economists can greatly enhance their modeling and data processing\ncapabilities by exploiting Python's scientific ecosystem.  This course will\ncover the foundations of Python programming and Python scientific libraries, as\nwell as showing how they can be used in economic applications for rapid\ndevelopment and high performance computing.  \n\n## Topics\n\n### Monday: overview and Python intro\n\n* An overview of modern scientific computing\n* AI and its impact on economic modeling\n* Quick introduction to Python\n\n### Tuesday: scientific Python\n\n* Linear regression with Python\n* Accelerating Python using Numba and Fortran\n* Inventory dynamics\n* Gini coefficients and Lorenz curves\n* Wealth dynamics (simple model)\n* Markov chains\n\n### Wednesday: JAX, GPUs and autodiff\n\n* Introduction to JAX and GPU computing\n* Automatic differentiation\n* Autodiff application: Epstein-Zin preferences\n* Wealth dynamics revisited\n* Inventory dynamics revisited\n* Job search\n\n### Thursday: dynamic programming with JAX\n\n* Dynamic programming: theory and algorithms\n* Optimal savings problems (JAX)\n* Endogenous grid method (JAX)\n\n### Friday: equilibrium models with JAX\n\n* Aiyagari model\n* Arellano sovereign default model\n* Bianchi overborrowing model\n* Hopenhayn industry model\n\n\n## Dates\n\n* May 13th - 17th\n\n## Prerequisites\n\nAll participants should bring laptop computers.  If possible, participants\nshould bring laptops with the ability to install open source software. For those\nwithout such permissions, a cloud computing option will be provided. The courses\nassume knowledge of the fundamentals of linear algebra, analysis, dynamic optimization\nand probability.\n\nSuitable background can be found in the first few chapters of [Dynamic Programming](https://dp.quantecon.org).\n\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantecon%2Fcbc_2024","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fquantecon%2Fcbc_2024","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantecon%2Fcbc_2024/lists"}