{"id":19645034,"url":"https://github.com/quantecon/cbc_workshops","last_synced_at":"2025-07-07T04:08:24.117Z","repository":{"id":59820717,"uuid":"439193328","full_name":"QuantEcon/cbc_workshops","owner":"QuantEcon","description":"Workshops for the Central Bank of Chile","archived":false,"fork":false,"pushed_at":"2022-11-02T17:58:52.000Z","size":15078,"stargazers_count":14,"open_issues_count":4,"forks_count":13,"subscribers_count":6,"default_branch":"main","last_synced_at":"2025-06-29T09:38:48.484Z","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":null,"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":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2021-12-17T02:59:46.000Z","updated_at":"2024-05-31T16:26:59.000Z","dependencies_parsed_at":"2022-09-22T14:24:11.248Z","dependency_job_id":null,"html_url":"https://github.com/QuantEcon/cbc_workshops","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/QuantEcon/cbc_workshops","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_workshops","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_workshops/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_workshops/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_workshops/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/QuantEcon","download_url":"https://codeload.github.com/QuantEcon/cbc_workshops/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantEcon%2Fcbc_workshops/sbom","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":264010949,"owners_count":23543716,"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":"2024-11-11T14:31:44.113Z","updated_at":"2025-07-07T04:08:24.075Z","avatar_url":"https://github.com/QuantEcon.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Central Bank of Chile Scientific Computing Workshops\n\n![](qe-logo-large.png)\n\nThis is the homepage for the [QuantEcon](https://quantecon.org/) scientific\nand high performance computing workshops to be held at the Central Bank of\nChile in September 2022. [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/QuantEcon/cbc_workshops/HEAD)\n\nInstructors:\n\n* John Stachurski (Australian National University, Co-founder of QuantEcon)\n* Pablo Winant (CREST and ESCP Business School, lead developer of [dolo](https://github.com/EconForge/dolo.py)\n\nThe languages of instruction are Python and Julia.  Instruction will draw on,\nbut not be limited to, the \n\n* [QuantEcon Python Programming](https://python-programming.quantecon.org/intro.html) lecture series\n* [QuantEcon Julia Programming](https://julia.quantecon.org/intro.html) lecture series\n\n\n## Format\n\nThe schedule is\n\n* September 20th - 23rd: Scientific computing with Python\n* September 24th - 25th: Weekend break\n* September 26th - 27th: Scientific computing with Julia\n\nThe format of each day will be\n\n* 08:30 - 10:30: Lecture\n* 10:30 - 11:00: Coffee Break\n* 11:00 - 13:00: Practice Sessions\n* 13:00 - 14:30: Lunch (at Central Bank offices)\n* 14:30 - 16:00: Office hours\n\n\n## Prerequisites\n\nAll participants should bring laptop computers.  If possible, participants\nshould bring laptops with the ability to install open source software.\n\nFor those without such permissions, a cloud computing option will be provided. \n\nThe courses assume knowledge of the fundamentals of linear algebra,\nanalysis, optimization and probability.\n\n\n## Course 1 Topics\n\nJohn Stachurski will lead sessions on the following topics\n\n* Python for scientific computing\n* NumPy array operations on the CPU\n* Introduction to the Numba just-in-time (JIT) compiler\n* Application: Markov chains, time series models and distribution dynamics\n* Application: Search and optimal stopping\n* Application: Asset pricing\n* Application: Dynamic programming\n* Application: Default cascades in financial networks\n* Parallelization on the CPU\n* Parallelization on the GPU via CUDA\n* Automatic differentiation and GPU computing with JAX\n\nPablo will lead sessions on the following topics:\n\n* Introduction to deep learning methods\n\n## Julia Topics\n\nPablo will lead sessions on the following topics:\n\n* Introduction to the Julia language\n* Types, multiple dispatch and the Julia JIT compiler\n* Structural models in Julia\n* Perturbation methods\n* Time-iteration variants \n* Global solution techniques and occasionally binding constraints models\n    * \"improved\" algorithms\n    * multistep problems and endogenous grids\n    * dimensionality reduction (\\*)\n* Heterogeneous agent models (\\*)\n* Parallel computing in Julia (\\*)\n* Performance optimization (\\*)\n\n\\*: time-permitting\n\n\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantecon%2Fcbc_workshops","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fquantecon%2Fcbc_workshops","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantecon%2Fcbc_workshops/lists"}