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RAMP 06 Macroeconomic surrogate

présidé par Balázs Kégl (LAL), mehdi cherti (LAL/Appstat), Amir Sani (Université Paris 1 Panthéon-Sorbonne)
mercredi 10 février 2016 de à (Europe/Paris)
à Maison des Sciences Économiques, ( Salle de conférence, 6th floor )
106 - 112 Boulevard de l'Hôpital, 75013 Paris
Description

We will learn a surrogate model for an agent-based macroeconomic model (ABM) and an objective function. The goal is to have a fast filtering algorithm that can replace this slower simulation in, for example, a stochastic optimization or approximate Bayesian computation. 

All material will be uploaded here for the RAMP. 

The RAMP is brought to you by Amir Sani and Antoine Mandel from the Centre d'Économie de la Sorbonne-CNRSParis School of EconomicsUniversité Paris 1 Panthéon-Sorbonne, Francesco Lamperti from Institute of Economics and LEM, Scuola Superiore Sant'Anna (Pisa) and your regular coaches.

Funding support is provided by the European Union Horizons 2020 Future and Emerging Technologies Distributed Global Financial Systems for Society (DOLFINS) project.

Location

The event will take place at the Maison des Sciences Économiques, Salle de conférence, 6th floor.

General Guidelines

Your primary goal is to have a high score in the "contributivity" column. One way to achieve it is to submit a strong model, high in the "score" column, but we appreciate especially those models which do not have top scores but are sufficiently different from the rest of the models to achieve high score in the "contributivity" column.

A general rule is that you should not resubmit until your previous model has not yet been trained (it shows up in the "New models" table.)

PSECNRSUP1

CESdolfins

Participants Massil Achab; Mohammed Azougarh; Tomas Balint; Mehdi Bartal; Yousra Bekhti; Eugene Belilovsky; nacim belkhir; Issam Benabid; Emmanuel Benazera; Djalel Benbouzid; Maxim Berman; mehdi cherti; Bogdan-Ionut Cirstea; Alexandre Gramfort; James HABE; Solmaria Halleck; Florence Ho; Marc-henri HURT; Weinab Ibrahim; Mainak Jas; Andreas Karpf; Thore Kockerols; Balázs Kégl; Francesco Lamperti; John Lewis; Lionel LIMERY; Kevin LOURD; Antoine Mandel; Tristan Marechaux; Camille Marini; Juan Melo; Alexander Mikheev; sourava prasad mishra; Charles Monzani; MINA MOSTOUFI; Damien Mourot; Julio Arturo Rabanal Reina; Ritavan Ritavan; Sami Sakly; Amir Sani; Thomas Schmitt; charles truong; Andrey Ustyuzhanin ; Eric Vansteenberghe; Gaël Varoquaux; Angelo Ziletti
Go to day
  • mercredi 10 février 2016
    • 09:00 - 09:30 Welcome of participants & Coffee
    • 09:30 - 10:00 Introduction talk
    • 10:00 - 12:00 Session 1
    • 12:00 - 13:30 Buffet & presentation of the first results
    • 13:30 - 15:00 Session 2
    • 15:00 - 15:30 Café
    • 15:30 - 17:00 Session 3
    • 17:00 - 18:00 Debriefing and closing