Quantitative Economics with Google JAX
31 May 2023
QuantEcon has launched Quantitative Economics with Google JAX, a new lecture series that introduces JAX and its techniques to solve high-dimensional economic problems. Google JAX is an open-source Python library developed by Google Research that provides a range of tools for fast linear algebra operations, automatic differentiation, and efficient parallel computing. JAX builds upon the popular NumPy library, extending it with additional features such as automated GPU and TPU support, just-in-time compilation, and efficient optimization and estimation. The lectures cover applications such as asset pricing problems, inventory dynamics, and wealth distribution dynamics. A big thank you to Shu Hu, Smit Lunagariya, Matthew McKay, Humphrey Yang, Hengcheng Zhang, and Frank Wu, along with other research assistants at QuantEcon, for their invaluable contributions in creating these lectures.
Published by: Natasha Watkins