Quantitative Economics with Julia (great PDF doc)

[Arch Call]

Quantitative Economics with Julia

Check out the PDF file in the link above.  It has 396 pages of excellent documentation in the use of Julia in economics.

The file is dated Feb 10, 2015 and is developed by Thomas Sargent & John Stachurski.

The web site is:  quant-econ.net

Note:  Sometimes Chrome chokes on opening or downloading the file.  I had better luck with IE.

...Archie

[Mauro]

There is a HTML version too:
http://quant-econ.net/jl/index.html

On Wed, 2015-02-11 at 08:01, Arch Call <arch...@gmail.com> wrote:
> Quantitative Economics with Julia
> <http://quant-econ.net/_static/pdfs/jl-quant-econ.pdf>

[Tamas Papp]

Hmmm, did you read the whole file? After getting through the
preliminaries, it starts with dynamic programming, and discusses
economics problems. It looks like it follows the spirit of the
Sargent-Ljungqvist book quite closely.

On Wed, Feb 11 2015, Andreas Lobinger <lobi...@gmail.com> wrote:

> 1) is it julia 0.3 or 0.4 centric?
> 2) ... it's a nice description of statistics and statistical models, but
> why do they call this economics?

[Jiahao Chen]

I do not see how this comment is appropriate for this list.

Thanks,

Jiahao Chen
Staff Research Scientist
MIT Computer Science and Artificial Intelligence Laboratory

On Wed, Feb 11, 2015 at 7:06 AM, Andreas Lobinger <lobi...@gmail.com> wrote:

this falls under SCNR and is some kind of insider joke.

Economics was for long time (and successfully) a social sciences. Economic problems were e.g. Unemployment or Market Failure.
Nowadays this Quantitative Economics view drives topics like HFT where they intentionally create market failure ...




 

[Ken B]

Thank you for sharing, very nice!