PKU-Zurich PhD Summer School on Machine Learning for Macroeconomics and Finance 北京大学–苏黎世大学 · 机器学习与宏观金融博士生暑期讲习班
Venue: Room 601, School of Economics, Peking University 地点：均在北京大学经济学院 601 教室
Theme: Deep Learning Basics 主题：Deep Learning Basics / 深度学习基础
| 8:00 – 9:00 |
Registration / Check-in
报到注册
Room 601, School of Economics, Peking University 北京大学经济学院 601 教室 |
| 9:00 – 10:30 |
Lecture 1
(Serguei Maliar)
Introduction to Deep Learning 深度学习导论 |
| 11:00 – 12:30 |
Lecture 2
(Serguei Maliar)
Maliar-Maliar-Winant Method Maliar-Maliar-Winant 方法 |
| 12:30 – 14:00 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 14:00 – 15:30 |
Lecture 3
(Serguei Maliar)
Solving Heterogeneous-Agent Macroeconomics in Discrete Time 离散时间异质性主体宏观经济学求解 |
| 16:00 – 17:30 |
Tutorial 1
(Serguei Maliar and TA)
Getting Started with TensorFlow / PyTorch / JAX and Hands-on Practice TensorFlow / PyTorch / JAX 入门与实践辅导 |
Theme: Deep Equilibrium Nets and AI for Science 主题：Deep Equilibrium Nets and AI for Science / 深度均衡网络与 AI for Science
| 9:00 – 10:30 |
Lecture 4
(Simon Scheidegger)
Deep Equilibrium Nets: Foundations 深度均衡网络：基础 |
| 10:50 – 12:30 |
Lecture 5
(Simon Scheidegger)
Deep Equilibrium Nets: Applications 深度均衡网络：应用 |
| 12:30 – 14:30 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 14:30 – 16:00 |
Tutorial 2
(Simon Scheidegger)
Hands-on Practice: Deep Equilibrium Nets 实践辅导：深度均衡网络 |
| 16:30 – 17:30 |
Keynote Lecture
(Weinan E鄂维南)
AI for Science AI for Science Room 603, School of Economics, Peking University 北京大学经济学院 603 教室 |
Theme: DeepHAM and Reinforcement Learning 主题：DeepHAM and Reinforcement Learning / DeepHAM 与强化学习
| 9:00 – 10:15 |
Lecture 6
(Felix Kubler)
Gaussian Processes and Bayesian Numerical Methods 高斯过程与贝叶斯数值方法 |
| 10:35 – 11:50 |
Lecture 7
(Simon Scheidegger / Felix Kubler)
Deep Surrogate Models and Deep Uncertainty Quantification 深度代理模型与深度不确定性量化 |
| 11:50 – 13:40 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 13:40 – 15:10 |
Lecture 8
(Yucheng Yang)
DeepHAM Method DeepHAM 方法 |
| 15:30 – 17:00 |
Lecture 9
(Ben Moll, Special Online Lecture)
Structural Reinforcement Learning for Macroeconomics 宏观经济学结构化强化学习 |
| 17:00 – 18:30 | 🍽️ Dinner Break 🍽️ 晚餐休息 |
| 18:30 – 20:00 |
Tutorial 3
(Yucheng Yang and Chiyuan Wang)
Hands-on Practice 实践辅导 |
Theme: Deep Learning and Continuous Time Macro Finance 主题：Deep Learning and Continuous Time Macro Finance / 深度学习与连续时间宏观金融
| 9:00 – 10:30 |
Lecture 10
(Goutham Gopalakrishna)
Introduction to Continuous-Time Methods 连续时间研究方法导论 |
| 10:50 – 12:20 |
Lecture 11
(Goutham Gopalakrishna)
Deep Learning for Solving Partial Differential Equations (PDEs) 深度学习求解偏微分方程（PDEs） |
| 12:20 – 14:10 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 14:10 – 15:40 |
Lecture 12
(Goutham Gopalakrishna)
Deep Learning for macro-finance models 宏观金融模型的深度学习应用 |
| 16:00 – 17:30 |
Tutorial 4
(Goutham Gopalakrishna)
Hands-on Practice 实践辅导 |
Theme: Deep Learning for Macro Finance and Beyond 主题：Deep Learning for Macro Finance and Beyond / 深度学习与宏观金融及展望
| 9:00 – 11:00 |
Lecture 13
(Jonathan Payne)
Deep Learning Master Equations for Continuous Time Krusell-Smith Models 连续时间 Krusell-Smith 模型的深度学习主方程方法 |
| 11:00 – 13:00 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 13:00 – 14:30 |
Lecture 14
(Yucheng Yang)
Deep Learning for Models with Search, Matching, and Spatial Frictions 搜索、匹配与空间摩擦模型的深度学习方法 |
| 14:30 – 16:00 |
Faculty Office Hours
(Faculty)
Office Hours 答疑与交流 |
Course materials and code repository for the summer school. 本次讲习班的课程材料与代码仓库。
yangycpku/ML_Macro_Finance_Summer2026