Deep Learning for Solving and Estimating Dynamic Models (DSE2023CH)

University of Lausanne

 
August 24, 2023
 
TimeLocationEvent
 
08:50 to 09:00 Welcome (by the organizers)
 
 
09:00 to 09:40 Session 1
 
 
09:40 to 10:20 Session 2
 
 
10:20 to 10:50 Coffee/Tea Break
 
 
10:50 to 11:30 Session 3
 
 
11:30 to 12:10 Session 4
 
 
12:10 to 13:40 Lunch
 
 
13:40 to 14:20 Session 5
 
 
14:20 to 15:00 Session 6
 
 
15:00 to 15:30 Coffee/Tea Break
 
 
15:30 to 16:10 Session 7
 
 
16:10 to 16:50 Session 8
 
 
08:30 to 08:50 Morning coffee
 
 
 
August 25, 2023
 
TimeLocationEvent
 
08:50 to 09:30 Session 9
 
 
09:30 to 10:10 Session 10
 
 
10:10 to 10:40 Coffee/Tea Break
 
 
10:40 to 11:20 Session 11
 
 
11:20 to 12:00 Session 12
 
 
12:00 to 13:30 Lunch
 
 
13:30 to 14:10 Session 13
 
 
14:10 to 14:50 Session 14
 
 
14:50 to 15:20 Coffee/Tea Break
 
 
15:20 to 16:00 Session 15
 
 
16:00 to 16:40 Session 16
 
 
16:40 to 16:50 Adjourn
 
 

 

Program Notes and Index of Sessions

Welcome (by the organizers)
August 24, 2023 08:50 to 09:00

Session 1
August 24, 2023 09:00 to 09:40
 
Session 1: Jesus Fernandez-Villaverde

Session 2
August 24, 2023 09:40 to 10:20
 
Session 2: Matthew N. White

Session 3
August 24, 2023 10:50 to 11:30
 
Session 3: Whitney Newey

Session 4
August 24, 2023 11:30 to 12:10
 
Session 4: Vira Semenova

Session 5
August 24, 2023 13:40 to 14:20
 
Session 6: Jonathan Payne

Session 6
August 24, 2023 14:20 to 15:00
 
Session 7: Jonathan Chassot

Session 7
August 24, 2023 15:30 to 16:10
 
Session 8: Galo Nuno

Session 8
August 24, 2023 16:10 to 16:50

Morning coffee
August 24, 2023 08:30 to 08:50
 
Session 9: Marlon Azinovic

Session 9
August 25, 2023 08:50 to 09:30
 
Session 10: Yucheng Yang

Session 10
August 25, 2023 09:30 to 10:10
 
Session 11: Semyon Malamud

Session 11
August 25, 2023 10:40 to 11:20
 
Session 12: Winston Dou

Session 12
August 25, 2023 11:20 to 12:00
 
Session 13: Hui Chen

Session 13
August 25, 2023 13:30 to 14:10
 
Session 14: Bryan Graham, Andrin Pelican

Session 14
August 25, 2023 14:10 to 14:50
 
Session 15: Hanno Kase

Session 15
August 25, 2023 15:20 to 16:00
 
Session 16: Lilia Maliar

Session 16
August 25, 2023 16:00 to 16:40
 

 

Summary of All Sessions

Click here for an index of all participants

#Date/TimeTypeTitle/LocationPapersOrganizer
1August 24, 2023
8:30-8:50
invited Session 9: Marlon Azinovic1Simon Scheidegger
2August 24, 2023
9:00-9:40
invited Session 1: Jesus Fernandez-Villaverde1Simon Scheidegger
3August 24, 2023
9:40-10:20
contributed Session 2: Matthew N. White1Simon Scheidegger
4August 24, 2023
10:50-11:30
invited Session 3: Whitney Newey1Simon Scheidegger
5August 24, 2023
11:30-12:10
contributed Session 4: Vira Semenova1Simon Scheidegger
6August 24, 2023
12:00-12:40
contributed Session 5: Kangying Zhou1Simon Scheidegger
7August 24, 2023
13:40-14:20
contributed Session 6: Jonathan Payne 1Simon Scheidegger
8August 24, 2023
14:20-15:00
contributed Session 7: Jonathan Chassot 1Simon Scheidegger
9August 24, 2023
15:30-16:10
contributed Session 8: Galo Nuno1Simon Scheidegger
10August 25, 2023
8:50-9:30
contributed Session 10: Yucheng Yang1Simon Scheidegger
11August 25, 2023
9:30-10:10
contributed Session 11: Semyon Malamud1Simon Scheidegger
12August 25, 2023
10:40-11:20
invited Session 12: Winston Dou1Simon Scheidegger
13August 25, 2023
11:20-12:00
contributed Session 13: Hui Chen1Simon Scheidegger
14August 25, 2023
13:30-14:10
invited Session 14: Bryan Graham, Andrin Pelican1Simon Scheidegger
15August 25, 2023
14:10-14:50
contributed Session 15: Hanno Kase1Simon Scheidegger
16August 25, 2023
15:20-16:00
invited Session 16: Lilia Maliar1Simon Scheidegger
 

16 sessions, 16 papers, and 0 presentations with no associated papers


 

Deep Learning for Solving and Estimating Dynamic Models (DSE2023CH)

Detailed List of Sessions

 
Session 1: Session 9: Marlon Azinovic
August 24, 2023 8:30 to 8:50
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: invited
 

Economics-Inspired Neural Networks with Stabilizing Homotopies
   presented by: Marlon Azinovic, University of Pennsylvania
 
Session 2: Session 1: Jesus Fernandez-Villaverde
August 24, 2023 9:00 to 9:40
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: invited
 

Inequality and the Zero Lower Bound
   presented by: Jesus Fernandez-Villaverde, University of Pennsylvania
 
Session 3: Session 2: Matthew N. White
August 24, 2023 9:40 to 10:20
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

Even Self-Aware Consumers Are Overconfident
   presented by: Matthew White, University of Delaware
 
Session 4: Session 3: Whitney Newey
August 24, 2023 10:50 to 11:30
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: invited
 

Estimating Dynamic Value Effects with High Dimensional States
   presented by: Whitney Newey, Massachusetts Institute of Technology
 
Session 5: Session 4: Vira Semenova
August 24, 2023 11:30 to 12:10
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

Adaptive Estimation of Intersection Bounds: a Classification Approach
   presented by: Vira Semenova, UC Berkeley
 
Session 6: Session 5: Kangying Zhou
August 24, 2023 12:00 to 12:40
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

The Virtue of Complexity Everywhere
   presented by: Kangying Zhou, Yale University
 
Session 7: Session 6: Jonathan Payne
August 24, 2023 13:40 to 14:20
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

Deep Learning Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models
   presented by: Jonathan Payne, Princeton University
 
Session 8: Session 7: Jonathan Chassot
August 24, 2023 14:20 to 15:00
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

Constructing Efficient Simulated Moments Using Temporal Convolutional Networks
   presented by: Jonathan Chassot, University of St.Gallen
 
Session 9: Session 8: Galo Nuno
August 24, 2023 15:30 to 16:10
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

When Does Wealth Inequality Matter for Asset Pricing?
   presented by: Galo Nuno, Banco de EspaƱa
 
Session 10: Session 10: Yucheng Yang
August 25, 2023 8:50 to 9:30
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

DeepSAM: Deep Learning for search and matching models
   presented by: Yucheng Yang, Princeton University
 
Session 11: Session 11: Semyon Malamud
August 25, 2023 9:30 to 10:10
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

Complexity in Asset Pricing
   presented by: Semyon Malamud, Ecole Polytechnique Federale de Lausanne
 
Session 12: Session 12: Winston Dou
August 25, 2023 10:40 to 11:20
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: invited
 

The Cost of Intermediary Market Power for Distressed Borrowers
   presented by: Winston Dou, The Wharton School
 
Session 13: Session 13: Hui Chen
August 25, 2023 11:20 to 12:00
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

Teaching Economics to the Machines
   presented by: Hui Chen, Massachusetts Institute of Technology
 
Session 14: Session 14: Bryan Graham, Andrin Pelican
August 25, 2023 13:30 to 14:10
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: invited
 

Scenario Sampling in Large Games
   presented by: Bryan Graham, UC Berkeley
 
Session 15: Session 15: Hanno Kase
August 25, 2023 14:10 to 14:50
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: contributed
 

Estimating Nonlinear Heterogeneous Agents Models with Neural Networks
   presented by: Hanno Kase, University of Minnesota
 
Session 16: Session 16: Lilia Maliar
August 25, 2023 15:20 to 16:00
 
Session Organizer: Simon Scheidegger, University of Lausanne
Session type: invited
 

Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility
   presented by: Lilia Maliar, The Graduate Center, CUNY
 

16 sessions, 16 papers, and 0 presentations with no associated papers
 
Index of Participants

Legend: C=chair, P=Presenter, D=Discussant
#ParticipantRoles in Conference
1Azinovic, MarlonP1
2Chassot, JonathanP8
3Chen, HuiP13
4Dou, WinstonP12
5Fernandez-Villaverde, JesusP2
6Graham, BryanP14
7Kase, HannoP15
8Malamud, SemyonP11
9Maliar, LiliaP16
10Newey, WhitneyP4
11Nuno, GaloP9
12Payne, JonathanP7
13Semenova, ViraP5
14White, MatthewP3
15Yang, YuchengP10
16Zhou, KangyingP6

 

This program was last updated on 2023-08-25 05:23:45 EDT