DSE 2023 Summer School
1. Introduction to deep learning, Tensorflow and, Nuvolos cloud
Simon Scheidegger
Monday, 21 August 2023
2. Introduction to dynamic structural econometrics
John Rust
Monday, 21 August 2023
3. Numerical Dynamic Programing / best practices in Python
John Stachurski
Monday, 21 August 2023
4. Sturctual estimation of dynamic discrete choice models (MPEC and NFXP)
Bertel Schjerning
Monday, 21 August 2023
5. Stationary Equilibrium in Durable Goods Markets
Bertel Schjerning, Fedor Iskhakov
Monday, 21 August 2023
6. Deep Equilibrium Nets
Simon Scheidegger
Tuesday, 22 August 2023
7. DeepHAM: A global solution method for heterogeneous agent models with aggregate shocks
Yucheng Yang
Tuesday, 22 August 2023
8. Deep Uncertainty Quantification: With an Application to Integrated Assessment Models
Felix Kubler
Tuesday, 22 August 2023
9. Exploiting symmetry in high-dimensional DP models
Jesus Fernandez-Villaverde
Tuesday, 22 August 2023
10. Using deep learning to solve heterogeneous agents dynamic equilibrium problems.
Jesus Fernandez-Villaverde
Tuesday, 22 August 2023
11. Conditional independence and the inversion theorem
Robert A. Miller
Wednesday, 23 August 2023
12. Unobserved Heterogeneity and Finite Dependence
Robert A. Miller
Wednesday, 23 August 2023
13. Machine Learning, CCPs, and Dynamic Discrete Choice
Whitney Newey
Wednesday, 23 August 2023
14. Deep Learning for Individual Heterogeneity
Sanjog Misra
Wednesday, 23 August 2023
15. High-performance Computing with Python for Deep Learning
Rafael Sarmiento
Wednesday, 23 August 2023
16. Deep Surrogates for Structural Estimation
Hui Chen
Saturday, 26 August 2023
17. Random Matrix Theory and Machine Learning in Asset Pricing
Semyon Malamud
Saturday, 26 August 2023
18. Advances in dynamic programming: theory and algorithms
John Stachurski
Saturday, 26 August 2023
19. Endogenous grid point methods and machine learning
Fedor Iskhakov
Saturday, 26 August 2023
20. Are people Bayesian?
John Rust
Saturday, 26 August 2023
DSE 2023 Conference “Deep Learning for Solving and Estimating Dynamic Models”
1. Inequality and the Zero Lower Bound
Jesús Fernández-Villaverde (UPenn)
Thursday, 24 August, 2023
2. Even Self-Aware Consumers Are Overconfident
Matthew N. White (University of Delaware and Econ-ARK) Thursday, 24 August, 2023
3. Estimating Dynamic Value Effects with High Dimensional States
Whitney Newey (MIT) Thursday, 24 August, 2023
4. Adaptive Estimation of Intersection Bounds: a Classification Approach
Vira Semenova (UC Berkeley) Thursday, 24 August, 2023
5. The Virtue of Complexity Everywhere
Kangying Zhou (Yale) Thursday, 24 August, 2023
6. Deep Learning Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models
Jonathan Payne (Princeton) Thursday, 24 August, 2023
7. Constructing Efficient Simulated Moments Using Temporal Convolutional Networks
Jonathan Chassot (University of St. Gallen) Thursday, 24 August, 2023
8. When Does Wealth Inequality Matter for Asset Pricing?
Galo Nuno (Bank of Spain / BIS) Thursday, 24 August, 2023
9. Economics-Inspired Neural Networks with Stabilizing Homotopies
Marlon Azinovic (UPenn) Friday, 25 August, 2023
10. DeepSAM: Deep Learning for search and matching models
Yucheng Yang (University of Zurich) Friday, 25 August, 2023
11. Complexity in Asset Pricing
Semyon Malamud (EPFL) Friday, 25 August, 2023
12. The Cost of Intermediary Market Power for Distressed Borrowers
Winston Dou (UPenn Wharton) Friday, 25 August, 2023
13. Teaching Economics to the Machines
Hui Chen (MIT) Friday, 25 August, 2023
14. Scenario Sampling in Large Games
Bryan Graham (UC Berkeley), Andrin Pelican (University of St. Gallen) Friday, 25 August, 2023
15. Estimating Nonlinear Heterogeneous Agents Models with Neural Networks
Hanno Kase (European Central Bank) Friday, 25 August, 2023
16. Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility
Lilia Maliar (CUNY) Friday, 25 August, 2023