DonskerClass's profile picture. Econometrics, Statistics, Computational Macroeconomics, Confusion. (Mostly the last.)

Rachel Leah Childers

@DonskerClass

Econometrics, Statistics, Computational Macroeconomics, Confusion. (Mostly the last.)

Angepinnt

Updated Fall time for free weekly open office hours for anyone in the world with Econometrics questions. Wednesdays 3:30-5:30PM Central European Time (US EDT 10:30/EST 9:30AM) or by appointment; sign up and drop by!

DonskerClass's tweet image. Updated Fall time for free weekly open office hours for anyone in the world with Econometrics questions. 
Wednesdays 3:30-5:30PM Central European Time (US EDT 10:30/EST 9:30AM) or by appointment; sign up and drop by!

Rachel Leah Childers hat repostet

Updated Fall time for free weekly open office hours for anyone in the world with Econometrics questions. Wednesdays 3:30-5:30PM Central European Time (US EDT 10:30/EST 9:30AM) or by appointment; sign up and drop by!

DonskerClass's tweet image. Updated Fall time for free weekly open office hours for anyone in the world with Econometrics questions. 
Wednesdays 3:30-5:30PM Central European Time (US EDT 10:30/EST 9:30AM) or by appointment; sign up and drop by!

For today's meeting, I read about Forward-Backward Stochastic Differential Equations. Among other things, these allow for a stochastic version of Pontryagin's maximum principle for optimal control along a path. Some notes I made explaining how they work: donskerclass.github.io/misc/DeepBSDE.…

Excited to kick off the Zurich 𝐌𝐚𝐜𝐡𝐢𝐧𝐞 𝐋𝐞𝐚𝐫𝐧𝐢𝐧𝐠+𝐌𝐚𝐜𝐫𝐨 𝐅𝐢𝐧𝐚𝐧𝐜𝐞 𝐑𝐞𝐚𝐝𝐢𝐧𝐠 𝐆𝐫𝐨𝐮𝐩, organized with @DonskerClass & Felix Kubler! Faculty/students @UZH_en & @ETH_en will meet weekly to discuss both core CS papers and frontier economic applications.

YuchengYang1993's tweet image. Excited to kick off the Zurich 𝐌𝐚𝐜𝐡𝐢𝐧𝐞 𝐋𝐞𝐚𝐫𝐧𝐢𝐧𝐠+𝐌𝐚𝐜𝐫𝐨 𝐅𝐢𝐧𝐚𝐧𝐜𝐞 𝐑𝐞𝐚𝐝𝐢𝐧𝐠 𝐆𝐫𝐨𝐮𝐩, organized with @DonskerClass & Felix Kubler! Faculty/students @UZH_en & @ETH_en will meet weekly to discuss both core CS papers and frontier economic applications.
YuchengYang1993's tweet image. Excited to kick off the Zurich 𝐌𝐚𝐜𝐡𝐢𝐧𝐞 𝐋𝐞𝐚𝐫𝐧𝐢𝐧𝐠+𝐌𝐚𝐜𝐫𝐨 𝐅𝐢𝐧𝐚𝐧𝐜𝐞 𝐑𝐞𝐚𝐝𝐢𝐧𝐠 𝐆𝐫𝐨𝐮𝐩, organized with @DonskerClass & Felix Kubler! Faculty/students @UZH_en & @ETH_en will meet weekly to discuss both core CS papers and frontier economic applications.


Rachel Leah Childers hat repostet

Thrilled to share that Rachel Childers @DonskerClass has joined @UZH_en as a Senior Research Associate! Her pioneering work on heterogeneous agent models with machine learning & perturbation methods has inspired much recent work. Welcome to Zurich, Rachel! donskerclass.github.io

donskerclass.github.io

Rachel Leah Childers

Rachel Leah Childers


New work by @shantanug7, @zacharylipton, and me on adaptively combining data sources for general semiparametric models. Think "design of experiments" but replace "experiments" with anything you can estimate by semiparametric GMM.

Online Data Collection for Efficient Semiparametric Inference ift.tt/ofdAv3l



I had a good time at @AcmSIGecom Economics and Computation #EC24 and apparently took ~25 pages of notes. Something to come back to after processing what I learned. donskerclass.github.io/misc/ACMECtalk…


I'll be in NYC tomorrow, then New Haven for @AcmSIGecom #EC24 all next week, presenting at the Computational Methods for Economic Dynamics workshop. This is a new community for me, so I'm expecting to learn a lot. sites.google.com/g.harvard.edu/…


Office hours this week are moved to 9:00-11:00AM Eastern US due to scheduling. Potentially an opportunity for those in time zones where regular hours were inconvenient. Sign up: forms.gle/yhjPrQRNhpSAdh…

Trying something new: starting next Wednesday, I will be hosting weekly Econometrics office hours free and open to anyone in the world with Econometrics questions. Sign up at donskerclass.github.io/OfficeHours.ht…

DonskerClass's tweet image. Trying something new: starting next Wednesday, I will be hosting weekly Econometrics office hours free and open to anyone in the world with Econometrics questions. 
Sign up at donskerclass.github.io/OfficeHours.ht…


Loading...

Something went wrong.


Something went wrong.