132 Notebooks

An Introduction to the Nelder-Mead Algorithm

Published 2 hours ago by Chase Coleman in Python

One of the most used optimization algorithms of today is the Nelder-Mead algorithm. It has become a core muscle in many programming languages' minimization techniques, including being the default for both Matlab and Scipy's fmin function.

Tools for Game Theory

Published 4 hours ago by Daisuke Oyama in Julia

This notebook demonstrates the functionalities of the game_theory module.

Estimating simple regression models in Julia

Published 1 day ago by Tyler Ransom in Julia

With our knowledge of the DataFrames package, we can use Julia to estimate common regression models which are useful in summarizing and describing data.

Scientific Python Quickstart: Using NumPy and SciPy

Published 5 days ago by John Stachurski in Python

This is a fast-paced, hands-on introduction to scientific computing with Python, contained in a Jupyter notebook. The main focus will be on introducing Python's four most important scientific libraries: NumPy, Scipy, Pandas and Matplotlib.

Solving Initial Value Problems in QuantEcon.py

Published 2 weeks ago by David R. Pugh in Python

This notebook demonstrates how to solve initial value problems (IVPs) using the quantecon Python library. Before demonstrating how one might solve an IVP using quantecon, I provide formal definitions for ordinary differential equations (ODEs) and initial value problems (IVPs), as well as a short discussion of finite-difference methods that will be used to solve IVPs.

A Problem that Stumped Milton Friedman

Published 1 month ago by Thomas J. Sargent in Python

And that Abraham Wald solved by inventing sequential analysis

Aiyagari (1994) in Continuous Time

Published 1 month ago by SeHyoun Ahn in Python

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MarkovChain: Examples

Published 2 months ago by Daisuke Oyama in Python

This notebook demonstrates how to analyze finite-state Markov chains with the MarkovChain class. For basic concepts and properties on Markov chains

Bayesian Estimation of a Univariate First Order Autoregression

Published 4 months ago by Chase Coleman in Python

This notebook demonstrates how to analyze finite-state Markov chains with the MarkovChain class. For basic concepts and properties on Markov chains

Approximation Methods for the Lucas Asset Pricing Model

Published 1 year ago by Joao Brogueira in Python

This note describes why and how we modified the computer code of the original lucastree.py module.