PSC 507: Computational Methods (Fall 2007)

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Course Schedule

Syllabus

Class 1 (Sept. 4) - Course Overview / Numerical Differentiation
Class 2 (Sept. 11) - Intro to C/C++, Writing Efficient Programs, Numerical Integration
Class 3 (Sept. 18) - Numerical Integration Continued, Nonlinear Equations and Optimization in One-Dimension, Unconstrained Optimization
Class 4 (Sept. 25) - Unconstrained Optimization Continued, Nonlinear Equations
Class 5 (Oct. 2) - Integration by Simulation, Numerical Game Theory (Pure Strategies)
Class 6 (Oct. 9) - Numerical Game Theory (Pure Strategies) Continued, Linear Programming
Class 7 (Oct. 16) - Numerical Game Theory (Mixed Strategies), Dynamic Optimization Problems, Dynamic Games
Class 8 (Oct. 23) - Dynamic Optimization Problems (continued), Dynamic Games
Class 9 (Oct. 30) - Dynamic Games (continued), Nonlinear Programming
Class 10 (Nov. 6) - Numerical Linear Algebra
Class 11 (Nov. 13) - Integration by Simulation (continued)
Class 12 (Nov. 20) - Interpolation, the Fast Fourier Transform, Applications to Nonparametrics, Read Some Papers
Class 13 (Nov. 27) - Structural Estimation and Nested Fixed Point Algorithms, Read More Papers
Class 14 (Dec. 4) - Nonlinear Panel Data and Ideal Point Estimation, Read More Papers
Class 15 (Dec. 11) - Read More Papers

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Note Sets

Note Set 1 - Overview
Note Set 2 - Programming
Note Set 3 - Numerical Linear Algebra
Note Set 4 - Unconstrained Optimization
Note Set 5 - Constrained Optimization
Note Set 6 - Simulation Methods
Note Set 7 - Nonlinear Equations
Note Set 8 - Numerical Game Theory
Note Set 9 - Dynamic Optimization Problems and Dynamic Games

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Source Code

Example 1a - Numerical Derivatives
Example 1b - Nonlinear Equations in 1D
Example 2a - Efficient Code in C/C++
Example 2b - Efficient Code in Matlab
Example 3a - Matrix Decompositions
Example 4a - Unconstrained Optimization
Example 5a - Constrained Optimization
Example 6a - Markov Chain Monte Carlo
Example 6b - Integration via Simulation
Example 7a - Nonlinear Equations
Example 8a - Nash Equilibrium in 1D
Example 8b - Nash Equilibrium in ND
Example 8c - Mixed Strategy Equilibria in the Downsian Model
Example 8d - War Example
Example 9a - Campaign Spending Example
Example 9b - Random Proposer Model
ToString.cpp
Timer.cpp
Vector.cpp
Matrix.cpp
PrintOp.cpp
NashEquilibrium.cpp

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Links to Software and Source Code

Dev-c++ (C/C++ IDE and Compiler)

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Homework Assignments

Assignment 1 (Assigned Sept. 18, Due Sept. 25)
Assignment 2 (Assigned Oct. 9, Due Oct. 23)
Assignment 3 (Assigned Nov. 8, Due Nov. 29)

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