The 2018 Winter Camp of Quantitative Economics is hosted by Sargent Institute of Quantitative Economics and Finance (SIQEF) at Peking University HSBC Business School (PHBS). The Winter Camp is designed and organized by Professor Thomas Sargent. It intends to offer rigorous training in programming, math, and Economics to undergraduate students who have the ambition pursue a Ph.D. in Economics and Finance.
The Sargent Institute of Quantitative Economics and Finance (SIQEF) at Peking University HSBC Business School is dedicated to research in macroeconomics, investment, economics, and finance, focusing on the application of quantitative tools such as artificial intelligence and big data in Economic analysis.
The mission of SIQEF is to promote the innovation and development of the frontier areas of quantitative economics and finance theory, and to provide a new theoretical basis for the formulation of macroeconomic policies and the invention of intelligent financial instruments, providing a prospective and professional decision-making reference for a sustainable economic development and macroeconomic policy control.
Professor Thomas Sargent, the 2011 Nobel laureate in Economics, serves as the Director of SIQEF.
Peking University HSBC Business School (PHBS) was founded in 2004 with the intention to advance Peking University (PKU)’s involvement in the global economics, finance, and management research.
Located in Shenzhen, PHBS brings Peking University’s historical presence and first-tier business education programs to the country’s south and benefits from the dynamic and entrepreneurial spirit of the thriving city. As an additional advantage, the proximity to Hong Kong, a world financial hub, provides unmatched opportunities for the entire campus community.
PHBS currently offers a doctoral program, specialized Master’s programs, dual-degree-Master’s programs with the National University of Singapore, a MBA program, an Executive MBA program, and numerous executive development programs.
To provide in-depth Chinese educational experiences with a global perspective, PHBS admits international students into the specialized Master’s and MBA programs. PHBS is accredited for EPAS by EFMD and is in the process of AACSB accreditation.
QuantEcon is a NumFOCUS fiscally sponsored project dedicated to development and documentation of modern open source computational tools for economics, econometrics, and decision making. We welcome contributions and collaboration from the economics community and other partner organizations.
The Winter Camp provides a 10-day intensive training in Python programming and its applications in Economics. Roughly, in the first 5 days, we focus on handing out tools, and in the later 5 days, instructors will teach topics in Economics.
On each day, lectures will be held in the morning from 9:00AM to 12:00PM. Then in the afternoon, from 2:00PM to 6:00PM, students will be divided into groups to work on assigned projects. Computer lab will remain open between 19:30PM to 22:00PM for students who wish to study in the evening. Several guest lectures will be offered in early afternoons throughout the Winter Camp, in which Economists from various fields will talk about how the tools and methods we go over in the Winter Camp are applied in real-life Economic research.
Below is a summary schedule for instructors and topics of the Winter Camp.
Week 1
| Date | Day | Instructor | Topics |
|---|---|---|---|
| 1-23 | Tuesday | Natasha Watkins | Introduction to Python and GitHub |
| 1-24 | Wednesday | Xianfeng Li | Python basics: NumPy, Matplotlib |
| 1-25 | Thursday | Xianfeng Li | Python basics: SymPy and SciPy |
| 1-27 | Saturday | Jake Zhao | Python basics: OOP and dynamic programming |
| 1-28 | Sunday | Natasha Watkins | Python basics: Pandas |
Week 2
| Date | Day | Instructor | Topics |
|---|---|---|---|
| 1-29 | Monday | John Stachurski | Dynamic stochastic models |
| 1-30 | Tuesday | John Stachurski | Asset pricing |
| 1-31 | Wednesday | John Stachurski | Asset pricing |
| 2-1 | Thursday | Shenghao Zhu | Inequality in macroeconomics |
| 2-2 | Friday | Jiao Shi | Exchange rate models and exchange rate forecast |