Scientific computing has advanced rapidly in recent years years, driven in large part by demand from and investment in artificial intelligence hardware and software. Much of this investment has centered on parallelization, automatic differentiation, and just-in-time compilers. In this workshop, we will explore these new environments and their features, and investigate how such tools might be applied to macroeconomic applications. The focus will be foundational and numerical, emphasizing understanding of new computing environments and numerical methods rather than particular models or modeling paradigms.
- Location: Bank of Portugal
- Dates: October 7th-10th 2025
- Instructor: John Stachurski
- Tuesday: 10:15 – 12:30 and 14:00 – 17:00
- Wednesday: 10:15 – 12:30 and 14:00 – 17:00
- Thursday: 10:15 – 12:30 and 14:00 – 16:30
- Friday: 10:15 – 12:30
We will do some live coding and exercises. Attendees should bring laptops. For those who wish to prepare, the first few QuantEcon lectures will be helpful.