Posts

Introduction

This blog post is about my work on a generalization of the Parameterized Expectations Algorithm, available here.

The …

Introduction

In this blog post, I am going to present my recent work on the bias-corrected Monte Carlo operator, or more compactly …

Introduction

Recently, I came across a simple question that led me through a quite interesting rabbit hole. The question is very simple …

Introduction

The curse of dimensionality is at the heart of dynamic programming. And dynamic programming is the cornerstone of modern …

Introduction

In a previous post, I discussed why Artificial Neural Networks (ANN) are very popular tools: (i) they can approximate a …

Introduction

Artificial Neural networks (ANN) are very trendy at the moment, and rightly so.

They are being used everywhere in big tech …

Introduction

Solving economic models involves (i) finding the optimal response of individuals given the state of the economy (the …

Introduction

The Bewley-Huggett-Aiyagari-Imohoroğlu economies are the workhorse of modern macroeconomics. In these economies, markets …

In a previous post I presented the BKM algorithm , which can used to approximate solutions of macroeconomic models with aggregate …

This notebook builds upon what has been described in Part I. In Part I, we introduced the linear–quadratic regulator (LQR) framework in …