QuantEcon / QuantEcon.notebooks

Jupyter notebooks contributed by QuantEcon developers, users and the community
BSD 3-Clause "New" or "Revised" License
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added active subspaces, gaussian processes notebook #52

Closed sglyon closed 7 years ago

sglyon commented 7 years ago

Here's a notebook I created as personal notes while studying the working paper Scheidegger, S., & Bilionis, I. (2017). Machine learning for high-dimensional dynamic stochastic economies.

It is fairly polished, so I figured I'd share it.