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
Theme: Deep Learning Basics 主题：Deep Learning Basics / 深度学习基础
| 9:00 – 10:30 |
Lecture 1
(Serguei Maliar)
Introduction to Deep Learning; Getting Started with TensorFlow / PyTorch / JAX 深度学习导论、TensorFlow / PyTorch / JAX 框架入门 |
| 11:00 – 12:30 |
Lecture 2
(Serguei Maliar)
Introduction to Heterogeneous-Agent Macroeconomics in Discrete Time 离散时间异质性主体宏观经济学导论 |
| 12:30 – 14:00 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 14:00 – 15:30 |
Lecture 3
(Serguei Maliar)
Maliar, Maliar, Winant Method Maliar, Maliar, Winant 方法讲解 |
| 16:00 – 17:30 |
Tutorial 1
(Serguei Maliar)
Hands-on Practice 实践辅导 |
Theme: Deep Equilibrium Net 主题：Deep Equilibrium Net / 深度均衡网络
| 9:00 – 10:30 |
Lecture 4
(Simon Scheidegger)
Deep Equilibrium Nets: Foundations 深度均衡网络：基础 |
| 11:00 – 12:30 |
Lecture 5
(Simon Scheidegger)
Deep Equilibrium Nets: Applications 深度均衡网络：应用 |
| 12:30 – 14:00 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 14:00 – 15:30 |
Tutorial 2
(Simon Scheidegger)
Hands-on Practice 实践辅导 |
| 16:00 – 17:30 |
Lecture 6
(Felix Kubler)
Gaussian Processes and Bayesian Numerical Methods 高斯过程与贝叶斯数值方法 |
Theme: DeepHAM and Reinforcement Learning 主题：DeepHAM and Reinforcement Learning / DeepHAM 与强化学习
| 9:00 – 10:30 |
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 |
| 11:00 – 12:30 |
Lecture 8
(Yucheng Yang)
DeepHAM Method DeepHAM 方法 |
| 12:30 – 14:00 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 15:00 – 16:30 |
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 |
Tutorial 3
(Yucheng Yang, 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 |
| 11:00 – 12:30 |
Lecture 11
(Goutham Gopalakrishna)
Deep Learning for Solving Partial Differential Equations (PDEs) 深度学习求解偏微分方程（PDEs） |
| 12:30 – 14:00 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 14:00 – 15:30 |
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 – 10:30 |
Lecture 13
(Jonathan Payne)
Deep learning for continous time Krusell-Smith models 连续时间 Krusell-Smith 模型的深度学习解法 |
| 11:00 – 12:30 |
Lecture 14
(Jonathan Payne)
Deep learning for search and matching models 搜索匹配模型的深度学习应用 |
| 12:30 – 14:00 | 🍽️ Lunch Break 🍽️ 午餐休息 |
| 14:00 – 15:30 |
Lecture 15
(Jonathan Payne)
Deep learning for asset pricing with household heterogeneity 异质性家庭资产定价的深度学习研究 |
| 16:00 – 17:30 |
Keynote Lecture
(Weinan E鄂维南)
AI for Science AI for Science |