【75周年学术校庆讲座】文澜讲座教授系列讲座预告:Quantitative Macro with Machine Learning

发布者:张可发布时间:2023-06-08浏览次数:180

【讲座预告】

主讲人:冯志钢 博士

主办单位:中南财经政法大学经济学院

讲座平台:ZOOM

会议平台链接:https://unomaha.zoom.us/j/4025542786?pwd=OGVwTCtjaTJQWGgvb1NjMHBPdkV0QT09

视频发布链接:https://space.bilibili.com/2142649036

【讲座主题及时间安排】

线上课程(会议地址:https://unomaha.zoom.us/j/4025542786?pwd=OGVwTCtjaTJQWGgvb1NjMHBPdkV0QT09):

 •Topic 1-1 [Jun. 5, 9:00-11:00]: Introduction to quantitative macroeconomics.

 •Topic 1-2 [Jun. 5, 9:00-11:00]: Neo-classical Optimal growth model in nutshell.

 •Topic 2-1 [Jun. 8, 9:00-11:00]: Computation basics for macroeconomist.

 •Topic 2-2 [Jun. 8, 9:00-11:00]: Numerical methods for macroeconomist.

 •Topic 3  [Jun. 10, 9:00-11:00]: Numerical Solution methods for Dynamic Models.

 •Topic 4  [Jun. 12, 9:00-11:00]: Python and PyTorch for macroeconomist.

 •Topic 5  [Jun. 15, 9:00-11:00]: An introduction to machine learning.

 •Topic 6  [Jun. 15, 9:00-11:00]: High-performance computing.

 •Topic 7-1 [Jun. 17, 9:00-11:00]: Neoclassical growth model with finite element method.

 •Topic 7-2 [Jun. 19, 9:00-11:00]: Numerical solution to RBC model.

 •Topic 8  [Jun. 21, 9:00-11:00]: Perturbation and Projection methods.

 •Topic 9  [Jun. 21, 9:00-11:00]: Calibration and estimation in macroeconomics.

 •Topic 13  [Jul. 3, Jul. 4, 9:00-11:00]: Reinforcement learning and non-optimal economies.


线下课程(地点:文泉楼南206会议室)

 •Topic 10-1 [Jun. 26, 9:00-11:00]: Aiyagari-Bewley-Huggett Heterogeneous agent model.

 •Topic 10-2 [Jun. 26, 9:00-11:00]: Numerical solution for incomplete market model.

 •Topic 11  [Jun. 27, 9:00-11:00]: Solving macroeconomic models using Machine learning.

 •Topic 12-1 [Jun. 27, 9:00-11:00]: Krusell-Smith Model with aggregate uncertainty.

 •Topic 12-2 [Jun. 28, 9:00-11:00]: Krusell-Smith model using Machine learning.


资源链接:https://pan.baidu.com/s/1sFB3WE2SrLWUuuR0EYdEew?pwd=6p32(提取码:6p32

【主讲人简介】

冯志钢博士,美国内布拉斯加大学经济系教授、中南财经政法大学文澜讲座教授、中南财经政法大学杰出校友。20092016年先后在瑞士苏黎世大学金融系、美国普度大学经济系、美国伊利诺伊大学香槟分校经济系从事宏观经济学、财政学、劳动经济学等研究工作。主要讲授课程为“中级宏观经济学”以及“宏观理论”。在《International Economic Review》、《Quantitative Economics》、《Review of Economic Dynamics》、《Economic Theory》等国际一流学术期刊发表高水平论文多篇。应邀在国际知名学府以及权威学术会议上宣读论文数十余次。多次担任《Journal of Economical Theory》、《Econometrica》、《Journal of Political Economy》等国际一流期刊的匿名审稿人。201511月召集主办“Mini-Conference on Quantitative Macro and Public Finance”

Emailz.feng2@gmail.com