Scientific Computing in Economics with Python and Julia

A Workshop at the Federal Reserve Bank of Chicago

Dates: 23rd–25th May, 2016

Presenters

• Chase Coleman (NYU PhD student and RA for QuantEcon)

• Matthew McKay (NYU Postdoctoral Fellow)

• Viral Shah (Julia Computing, Co-creator of Julia)

• John Stachurski (NYU and ANU, co-author of lectures.quantecon.org)

• Pablo Winant (Bank of England, author of Dolo)

Summary

Python and Julia are are attracting rapidly growing interest as languages for scientific computing that successfully combine high productivity and high performance. This workshop will provide an intensive, three day introduction to programming in Python and Julia, centered around the needs and interests of economists. Some of the content will be based on lectures from lectures.quantecon.org.

Resources

Material for the workshop is available from the workshop GitHub repository

Instructions for Attendees

The workshop will be hands on and centered around a combination of lectures and exercises. Participants are asked to bring laptops.

Chicago Fed employees will find that software has been preinstalled by local IT staff. External attendees will need to install

• Google Chrome or Firefox

• Anaconda Python 3.5 for your OS from here

• Git

• Atom editor

• Julia >= 0.4 for your OS from http://julialang.org/downloads/

If possible please download this software before you arrive, and work through the installation steps. (This will ease network congestion at the start of the workshop and allow us to get moving a bit faster).

Contacts

Please register your interest in the workshop with Mark Wright.

For questions on course content, please contact John Stachurski.