Welcome to Bootcamp2015’s documentation!

This website (or pdf) will be home to some resources that will be useful for boot campers and instructors. Lecture notes and assignments for the econ course associated with boot camp will be posted here for convinient access. Students will receive printed copies of the math materials in class.

Boot camp is split into two courses: Math 513R and Econ 413R. The math class will be held each Monday, Wednesday, and Friday from 8:00-10:00 AM and the economics class will be on the same days from 10:00-12:00 AM. There will also be lab class periods from 8:00-12:00 AM Tuesday and Thursday. Below is a tentative layout of the schedule:

Date   Math Topic Economics Topic Lab Topic
28-Apr Tue Dynamic Programming OLG  
29-Apr Wed Dynamic Programming OLG  
30-Apr Thur     Python Essentials
1-May Fri Dynamic Programming OLG  
4-May Mon Inner Product Spaces Policy Function Iteration  
5-May Tue     Standard Library, OOP
6-May Wed Inner Product Spaces DSGE  
7-May Thur     Profiling, Numerical Derivatives
8-May Fri Inner Product Spaces DSGE  
11-May Mon Spectral Theory Linearization  
12-May Tue     LU, QR, Decompositions
13-May Wed Spectral Theory Perturbation Methods  
14-May Thur     Least Squares, SVD
15-May Fri Spectral Theory Data Filtering  
18-May Mon Convex Analysis Asset Pricing  
19-May Tue     Data Structures
20-May Wed Convex Analysis Asset Pricing  
21-May Thur     Pandas
22-May Fri Convex Analysis Asset Pricing  
25-May Mon Memorial Day    
26-May Tue Optimization Overview VARs  
27-May Wed Unconstrained Optimization Numerical Integration  
28-May Thur     Newton’s Method, Integration
29-May Fri Unconstrained Optimization Numerical Integration  
1-Jun Mon Linear Optimization Distribution Fitting  
2-Jun Tue     Wrapping, Speed, Cython
3-Jun Wed Linear Optimization Distribution Fitting  
4-Jun Thur     Floating Point Issues
5-Jun Fri Linear Optimization SMM  
8-Jun Mon Nonlinear Optimization Parallel Computing  
9-Jun Tue     Eigenvalue Solvers
10-Jun Wed Nonlinear Optimization Parallel Computing  
11-Jun Thur     Markov Chains
12-Jun Fri Nonlinear Optimization Parallel Computing  
13-Jun Sat St. Euler’s Day Feast    
19-Jun Fri All Homework Due    

We recommend that all users of this site stop by the Introduction page to get up to speed with a few things like how to submit assignments and making sure you are up and running with a suitable python distribution.

To navigate this site use the Table of Contents found at the bottom of this page. There you will see links to the introduction page, as well as links to the home page for the econ and math homework and the labs.

Table Of Contents

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Introduction

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