shlff / lecture-jax

Lectures on Quantitative Economics Using JAX

Quantitative Economics with JAX

Smit proposes the following approach:

1. Prioritize the lectures that need to be converted to JAX and are doable without external library support.
2. Start tackling them one by one in a weekly sprint.
3. Once we have some requirement like brent_max -- open an issue to track this and move on to the next lecture.
4. We can do this for let's say 10 lectures, and, then come back to those issues and look for fixing or implementing them.
5. Create a new repository for these JAX lectures until we have substantial lectures so that it will not affect current lectures -- considering build issues due to new releases of JAX.

Comments from JS

1. JS to-do: prioritize lectures
2. Suggest a benchmark example that we can build off
3. We will probably think differently about how to approximate and optimize