Relevant Coursework:
Microeconomic Theory I (ECON 611, PhD), Fall '24
Time Series Forecasting (ECON 504, masters), Spring '24
Honors Thesis (ECON 498/499, advised by Professor Barry Jones)
Econometrics (ECON 466), Spring '23
International Monetary Policy (ECON 437), Fall '22
Economics of Labor (ECON 443), Fall '23
Evolution of Economic Ideas (ECON 381c), Spring '24
Intermediate Microeconomic Theory (ECON 360), Fall '22
Intermediate Macroeconomic Theory (ECON 362), Spring '22
Relevant Coursework:
Numerical Analysis (MATH 530, masters), Fall '23
Real Analysis (MATH 478), Fall '24
Mathematical Statistics (MATH 448), Spring '24
Probability Theory (MATH 447), Fall '23
Ordinary Differential Equations (MATH 324), Spring '25
Differential Geometry (MATH 463), Spring '25
Number Systems (MATH 330), Spring '23
Intro to Scientific Computing (MATH 329), Fall '23
Calculus 3 (MATH 323), Spring '23
Linear Algebra (MATH 304), Fall '22
Machine Learning (CS 229, Tengyu Ma, graduate), Spring '26
Dynamic Asset Pricing Theory (FINANCE 622, Darrell Duffie, PhD), Winter '26
Measure-theoretic Probability (MATH 230, Sourav Chatterjee, PhD), Autumn '25
Taught by Yucheng Yang, Jonathan Payne, Surguei Maliar, Ben Moll, Simon Scheidegger, Felix Kubler, Goutham Gopalakrishna; July 2026
Topics:
Foundations of deep learning and computational tools
Heterogeneous-agent macroeconomic models
Maliar–Maliar–Winant methods
Deep Equilibrium Networks
DeepHAM and structural reinforcement learning
Continuous-time macro-finance and PDE methods
Frontier applications in macroeconomics and finance
Materials: https://github.com/yangycpku/ML_Macro_Finance_Summer2026
Data & Computation (ECON-GA 4021, Tom Sargent), Summer '25