John Stachurski (Australian National University) will give a new course: “Python for Computational Economics” Tinbergen Institute Amsterdam on June 4-7 at. Classes will run in the morning for 2~3 hours. Exercises on the course material will be provided in class for completion in the afternoon.

John Stachurski

Summary
This course will provide a fast-paced introduction to Python programming for computational economic modeling.  In addition to the core language, the course will cover key scientific libraries and the basics of high performance computing, including vectorization, just-in-time compilation, parallel programming and distributed and cloud computing.  Applications will be drawn from economics, finance and business, with an emphasis on problems that are both stochastic and dynamic.

Prerequisites
Students should have taken courses on quantitative economic analysis at the graduate level (e.g., macroeconomics, econometrics, asset pricing) and be familiar with the basics of programming in at least one language or scientific computing environment (e.g., Matlab, R, STATA). No Python experience is required.

The registration for this course has been closed.