QuantEcon Projects

My work with QuantEcon includes leading lecture-series development and contributing to textbook and scientific-software projects. I have also organised computational economics workshops through QuantEcon and at ANU.

Contributions to the QuantEcon textbook project

From June 2020 to December 2021, I worked full-time as a research associate with John Stachurski and Thomas J. Sargent on their textbook projects. I contributed code, exercises and solutions, mathematical review, and documentation. Published and publicly announced books authored by Sargent and Stachurski to which I contributed include:

• Economic Networks: Theory and Computation — Thomas J. Sargent and John Stachurski, Cambridge University Press, 2024.
• Dynamic Programming: Finite States — Thomas J. Sargent and John Stachurski, Cambridge University Press, 2025.
• Dynamic Programming, Volume II: General States — Thomas J. Sargent and John Stachurski, forthcoming.

Lecture-series development

Under the academic direction of John Stachurski and Thomas J. Sargent, I led the development of three QuantEcon lecture series.

Quantitative Economics with JAX

Selected lectures I developed include:

• Endogenous Grid Method
• The Aiyagari Model

A First Course in Quantitative Economics with Python

Selected lectures I developed include:

• Income and Wealth Inequality
• The Overlapping Generations Model
• Input–Output Models
• Networks

Continuous-Time Markov Chains

This series develops the theory and computation of continuous-time Markov chains for applications in economics and related fields.

Additional lecture contributions

I have also contributed to QuantEcon’s established lecture collections:

• Python Programming for Economics and Finance
• Intermediate Quantitative Economics with Python
• Advanced Quantitative Economics with Python

Scientific software

I have contributed to QuantEcon.py, an open-source Python library for quantitative economics. I am also a coauthor of the associated article “QuantEcon.py: A Community Based Python Library for Quantitative Economics” in the Journal of Open Source Software.

Computational economics workshops

From February 2022 to December 2023, I organised the weekly QuantEcon Computational Economics Lunch Workshop with John Stachurski. From February to December 2024, I co-convened a weekly computational economics seminar and workshop series at ANU with Esben Scriver Andersen, Fedor Iskhakov, and John Stachurski.

The series brought together speakers from the Macroeconomic Analysis and Policy Division, Macroeconomic Group, Australian Treasury and National Computational Infrastructure, alongside ANU and QuantEcon researchers working across dynamic programming, econometrics, networks, machine learning, and high-performance computing.

Selected presentations I delivered or co-delivered

• Top Inequality of Wealth and Consumption in Heterogeneous-Agent Models — 22 November 2023
• Investigating Effective Algorithms for Solving Heterogeneous-Agent Models — 5 May 2023
• Discovering Faster Matrix Multiplication Algorithms with Human Intelligence — 11 October 2022
• Visualising Input–Output Networks Using US Data and NetworkX — ANU CBE workshop with John Stachurski, 22 July 2022 · Workshop notebook · Earlier QuantEcon presentation, 5 April 2022
• Control Variates and Variance Reduction in Monte Carlo Simulation — 5 July 2022
• Algorithms for Solving the Shortest Path Problem — 14 June 2022
• Introduction to Automatic Differentiation — 24 May 2022
• Tracking Real-Time Economic Activities with Google Trends and Neural Networks — with Aakash Choudhury, 3 May 2022