Notes and Code

Computational Economics and Learning Notes

Selected notebooks, lecture notes, and coding projects.

Bayesian Methods: A Journey

Series
Episode 1 - Mean of Binary Data Jupyter Notebook Episode 2 - Multinomial Discrete Choice Jupyter Notebook Episode 3 - A Berry (1994)-style Discrete Choice Model Jupyter Notebook

Older Coding Projects

Archive

NGMRL

Solving the neoclassical growth model with reinforcement learning.

Comparison chart for the neoclassical growth model DQN learning process chart

VFI Project

Coding the value function iteration algorithm in multiple languages. The JAX implementation in vfi.ipynb was executed on Colab with a GPU and produced large speed gains.