RAMP 06 Macroeconomic surrogate

Europe/Paris
Salle de conférence, 6th floor (Maison des Sciences Économiques,)

Salle de conférence, 6th floor

Maison des Sciences Économiques,

106 - 112 Boulevard de l'Hôpital, 75013 Paris
Amir Sani (Université Paris 1 Panthéon-Sorbonne) , Balázs Kégl (LAL) , mehdi cherti (LAL/Appstat)
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
  • Alexander Mikheev
  • Alexandre Gramfort
  • Amir Sani
  • Andreas Karpf
  • Andrey Ustyuzhanin
  • Angelo Ziletti
  • Antoine Mandel
  • Balázs Kégl
  • Bogdan-Ionut Cirstea
  • Camille Marini
  • Charles Monzani
  • charles truong
  • Damien Mourot
  • Djalel Benbouzid
  • Emmanuel Benazera
  • Eric Vansteenberghe
  • Eugene Belilovsky
  • Florence Ho
  • Francesco Lamperti
  • Gaël Varoquaux
  • Issam Benabid
  • James HABE
  • John Lewis
  • Juan Melo
  • Julio Arturo Rabanal Reina
  • Kevin LOURD
  • Lionel LIMERY
  • Mainak Jas
  • Marc-henri HURT
  • Massil Achab
  • Maxim Berman
  • Mehdi Bartal
  • mehdi cherti
  • MINA MOSTOUFI
  • Mohammed Azougarh
  • nacim belkhir
  • Ritavan Ritavan
  • Sami Sakly
  • Solmaria Halleck
  • sourava prasad mishra
  • Thomas Schmitt
  • Thore Kockerols
  • Tomas Balint
  • Tristan Marechaux
  • Weinab Ibrahim
  • Yousra Bekhti
    • 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
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