QuantEcon / cef_2024_singapore

Repository for CEF 2024 Workshop

Dynamic Programming with JAX

CEF 2024 QuantEcon Workshop

This is the homepage for the QuantEcon workshop on dynamic programming with Google JAX to be held at the Computational Economics and Finance Conference at NTU in June 2024.

Instructor

• John Stachurski (Australian National University)

Topics

• What's JAX?
• Introduction to JAX
• Automatic differentiation
• Dynamic programming: theory and algorithms

Notes

All participants should bring laptop computers.

For background on algos see Dynamic Programming.