Computational Economics (Mod 4, Spring 2015)

Code


Examples


Assignments


Tentative Topics

Solution Methods:

  • Dynamic Programming (DP)
  • Monte Carlo (MC)
  • Temporal Difference (TD)

Optimization Methods:

  • Gradient Descent (GD)
  • Genetic Algorithm (GA)
  • Simulated Annealing (SA)


Discrete Choice Methods


Using Simulations for Experimental Design


Applications:

  • Market Experiments
  • Discrete Choice Under Risk
  • Agent-based Computational Economics
  • Quantal Response Equilibrium
  • Repeated Games
  • Learning
  • Networks



Resources

Programming and Data Analysis

Python


R



Project and Reference Management

GitHub


Zotero



Programming Experiments

JavaScript