Mini-course on “Continuous-Time Heterogeneous-Agent Models” in MATLAB
This short course aims to give tools to students for entering the frontier of research regarding models of wealth-inequality determinants and dynamics.
Title: Mini-course on “Continuous-Time Heterogeneous-Agent Models” in MATLAB with Dr. Christos Koulovatianos (University of Luxembourg)
Dates:
- 20 November 2023 – Time: 15.30-17.00 (Room S.118)
- 21 November 2023 – Time: 9.50-12.30 (Room S.217)
Venue: Salt House Building – Budapest, Fővám tér 13-15, 1093
Organization: Institute of Finance and Institute of Economics
This short course aims to give tools to students for entering the frontier of research regarding models of wealth-inequality determinants and dynamics. The focus will be on presenting general-purpose analytical and computational techniques that enable students to replicate and extend frontier research papers in these areas. The course will focus on wealth-inequality models.
Learning Objectives
Upon successful completion of this course, students will be able to:
Translate discrete-time models into their continuous-time counterparts using simple continuous-time stochastic calculus.
Use and develop numerical techniques of dynamic optimization (Matlab) for solving continuous-time models for addressing Economics/Finance questions.
Work independently to expand the research frontier of Heterogeneous Agent models
Develop new policy-evaluation tools.
For more information, contact Dr. Csóka Péter, Institute of Finance: peter.csoka@uni-corvinus.hu