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

Updated: