Organization
We start on October 12th, 2021, and meet on Tuesdays (2:00-3:30 PM) and Wednesdays (8:30-10:00 AM).
Lecturer: Philipp Eisenhauer
Teaching Assistants: Emily Schwab and Carolina Alvarez
We will conduct all course communications using the bonn-econ-teaching Zulip chat, so please be sure to join us there. To join the Zulip organization, please click on the button below.
By default, you will already be subscribed to Q&A and tech support streams (=chatrooms). You need to subscribe manually to the scientific computing course stream to receive all the messages for this course. There I also post the link to the online lectures using ZOOM. Find out how to subscribe to a stream on Zulip here.
Lecture Plan
We first meet to discuss the Open Source Economics initiative, the basic ideas behind the course and introduce participants to the basic tools used throughout.
Date |
Topic |
|---|---|
12/10/2021 |
Course introduction, Tooling |
13/10/2021 |
Tooling |
We then acquire the basic numerical skills that are needed in any implementation of computational economic models.
Date |
Topic |
|---|---|
19/10/2021 |
Linear equations |
20/10/2021 |
Linear equations |
25/10/2021 |
Deadline for registration with the examination office on BASIS |
26/10/2021 |
Nonlinear equations |
27/10/2021 |
Nonlinear equations |
02/11/2021 |
Finite-dimensional optimization |
03/11/2021 |
Finite-dimensional optimization |
09/11/2021 |
Numerical integration and differentiation |
10/11/2021 |
Numerical integration and differentiation |
16/11/2021 |
|
17/11/2021 |
Guest lecture by Nuvolos and CI tutorial |
23/11/2021 |
Function approximation |
24/11/2021 |
Function approximation |
We are now ready to study a dynamic model of human capital accumulation where all elements of our numerical toolbox are put together to study the mechanisms that determine individual investment decisions and to assess the impact of alternative human capital policies.
Date |
Topic |
|---|---|
30/11/2021 |
|
01/12/2021 |
Dies Akademicus (no classes) |
07/12/2021 |
Guest lecture by Ken Judd |
08/12/2021 |
|
14/12/2021 |
Optimization using estimagic by Janos Gabler (OSE, University of Bonn) |
15/12/2021 |
Research presentation: Uncertainty quantification |
21/12/2021 |
Project clinic |
22/12/2021 |
Project clinic |
We then reconvene at the beginning of the new year to discuss some selected issues in more detail. We are fortunate to host guest lectures from the Hasenauer Lab on Bayesian parameter estimation, the Fraunhofer Institute for Applied Information Technology (FIT) who report on their use of microsimulation models in policy consulting, as well as the data science teams from Deutsche Bank, CommaSoft, and the AXA Data Innovation Lab. The goal of these lectures is to emphasize the transdisciplinary nature of research using computational models across domains and areas of expertise.
Date |
Topic |
|---|---|
11/01/2022 |
Guest lecture by AXA Data Innovation Lab |
12/01/2022 |
Guest lecture by Fraunhofer FIT |
18/01/2022 |
Guest lecture by CommaSoft |
19/01/2022 |
Guest lecture by Manuel Huth |
21/01/2022 |
Project deadline |
25/01/2022 |
Guest lecture by Deutsche Bank |
26/01/2022 |
Demo-Day |