Yaroslav Rosokha
@ Purdue University
Agent-based Computational Economics (Mod 4, Spring 2017)
Class Time
- Tue and Thurs @ 4.30-6.00pm in RAWL 3070
Office Hours
- Tue and Thurs @ 2.00-3.00pm in KRAN 410
Tentative Topics
- Market Experiments
- Learning
- Repeated Games
- Networks
- Monte Carlo (MC)
- Temporal Difference (TD)
- Genetic Algorithm (GA)
- Simulated Annealing (SA)
- Quantal Response Equilibrium (QRE)
- Using Simulations for Experimental Design
Resources
Python
Books
- Handbook of Computational Economics, Volume 2: Agent-Based Computational Economics
- Reinforcement Learning by Richard Sutton and Andrew Barto
- Numerical Methods in Economics by Kenneth Judd