goutham-fin / BCF-Workshop

Materials for the mini-course on deep learning and macro-finance.
19 stars 10 forks source link

BCF-Workshop

This repository contains the materials for the mini-course on Deep learning and macro-finance taught by me at Princeton University. The mini-course is targeted at graduate students and researchers in economics and ORFE (operations research and financial engineering) who are interested in solving continuous-time general equilibrium models.

For questions, please contact goutham.gopalakrishna@rotman.utoronto.ca