Computational Economics
Computational Economics ← numerical methods (Judd), curse of dimensionality, Turing machines, Gödel’s theorem
Machine Learning & Econometrics ← structural vs. reduced-form, tour of algorithms, game theoretic classifiers
Recursive Macroeconomics ← tutorial on Kalman filters; DSGE models; dynamic programming, Bellman equation
Algorithmic Game Theory ← complexity, new solution concepts, regret minimization, learning in games, networks
Automated Mechanism Design ← incentive-compatible mechanisms, combinatorial auctions, human computation
Computational Social Choice ← Gibbard-Satterthwaite, preference aggregation, resource allocation, social software
Artificial Economics ← Cellular automata, Schelling’s segregation model, agent-based modelling, genetic algorithms
Mechanized Proof ← ForMaRE project, Curry-Howard isomorphism, homotopy type theory, abstract interpretation
Cryptoeconomics ← rational cryptography, cryptographic solution concepts, differential privacy, Blockchain/bitcoin
Digital Economics ← options & modularity, distributed computing, logic games (e.g. Büchi automata), game semantics
Computational economics with Python, R, and Haskell
Short-term goals include writing programs for solving 2×2 games and computing linear regressions.
Other basic projects include cooperative solution concepts, combinatorial games, and linear programming.
Medium-term goals include experimenting with agent-based models and machine learning.
Another goal is to replicate published papers and experiment with theorem provers (e.g. Agda).
A long-term goal is to ‘translate’ Sargent & Stachurski's Quantitative Economics from Python to Haskell.
I'd also like to work on integrating avant-garde tools from CS such as formal verification into economics
Topics of Interest
Algebraic statistics, Banach-Mazur games, Betti numbers, bounded rationality, Business Process Modelling Language, complexity theory, cryptographic mechanism design, differential privacy, distributed computation, DSGE models, dynamic programming, econometrics & decision theory, extensive-form games & temporal logic, fixed point computation, genetic algorithms, GPU computing, Granger causality graphs, hidden markov models, index number problem, iterated prisoner's dilemma, judgment aggregation, Kalman filters, Lie groups, mean field games, Nakamura numbers, neural nets, numerical methods (Judd, 1998), oracle computation, parallelization, probabilistic programming, process algebras, quantum games, random forests, rational cryptography, recursive contracts, recursive utility, social kripke structures, splines, Sraffian models, stable marriage algorithm, support vector machines, tropical algebra for auctions, ultraproducts & representative agents, verification games, wavelets, xenoeconomics, Yi Jing (易经), zero intelligence agents