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Python and Julia for economic modeling: recent developments and trends

This is the homepage for the QuantEcon-IMF seminar on scientific and high performance computing to be held in Washington DC in October 2023.

Instructor: John Stachurski (Australian National University, Co-founder of QuantEcon)

The languages of instruction will be Python and Julia. Instruction will draw on, but not be limited to, the

Topics

  • Julia for scientific computing
  • Python for scientific computing
  • Numba, Julia and modern JIT compilers
  • Automatic differentiation, parallelization and GPU computing with JAX
  • Application: Markov chains, time series models and distribution dynamics