Resources

Presentations (AI methods solve HAM):

Marlon Azinovic, Luca Gaegauf, Simon Scheidegger(2022): Deep Equilibrium NETs

Lilia Maliar, Serguei Maliar, Pablo Winant(2021): Deep learning for solving dynamic economic models

Code:

Replication: "Deep learning for solving dynamic economic models" (KS Model)

Replication: "Deep Equilibrium NETs" (Benchmark Model)

Replication: "Estimating nonlinear heterogeneous agents models with neural networks" (RANK + ZLB)

Replication: "Solving High-Dimensional Dynamic Programming Problems using Deep Learning" with Pytorch

Aiyagari Model with Transitions

CUDA Parallel Aiyagari Solver (vs. Matlab/Fortran)