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最終更新日:2025年4月21日

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Computational Economics

Computational Economics
This course aims to equip master's/high undergraduate’s-level students in economics with the computational tools, programming skills, and modeling techniques required to tackle complex economic problems. By integrating modern computational methods with the powerful capabilities of Python, this module bridges theoretical economics with practical, data-driven solutions. It prepares students to apply these skills in academic research, policy-making, and industry. The objectives include:

-Develop Computational Proficiency in Python:
Equip students with hands-on programming skills in Python, emphasizing its application to economic modeling, data analysis, and visualization.
-Understand Core Numerical Methods:
Introduce numerical techniques for solving optimization problems, simulating dynamic systems, and computing equilibrium models in economic contexts.
-Build and Analyse Economic Models:
Enable students to design and implement computational models, including dynamic programming, general equilibrium analysis, and agent-based simulations, using Python.
-Leverage Machine Learning for Economics:
Teach students how to apply Python-based machine learning tools for economics problems.
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時間割/共通科目コード
コース名
教員
学期
時限
5123507
GPP-MP6E20L3
Computational Economics
澤田 康幸
A1 A2
水曜4限
マイリストに追加
マイリストから削除
講義使用言語
英語
単位
2
実務経験のある教員による授業科目
NO
他学部履修
開講所属
公共政策学教育部
授業計画
Week 1-3: Python for Economists -Introduction to Python: Syntax, data structures, and libraries (NumPy, Pandas, Matplotlib) -Economic applications: Simple models and data manipulation Week 4-6: Numerical Optimization and Economic Applications -Python library for optimization: SciPy -Applications in utility maximization and cost minimization Week 7-11: Dynamic Programming -Theory of dynamic programming -Applications: Solving dynamic stochastic general equilibrium (DSGE) models Week 12-15: Machine Learning for Economics -Introduction for machine learning -Python library: PyTorch (introductory level) -Applications in forcasting problems
授業の方法
Lectures in Economics Theory, Optimization and Machine Learning -Agent’s decision-making problem -Dynamic stochastic General Equilibrium model -Dynamic programming -Machine Learning Hands-On Lab Sessions -Introduction to Python -Applications in Economics Problems
成績評価方法
Group Projects and Collaboration in Programming with Applications to Solving Economic Models
教科書
Thomas J. Sargent and John Stachurski “Intermediate Quantitative Economics with Python”
参考書
Kenneth Judd “Numerical Methods in Economics”
履修上の注意
Group Projects and Collaboration in Programming with Applications to Solving Economic Models Will be Required.