Disponible en Español

Optimization: Theory and Applications

From March 30
Videoconference

Organizing Institutions

Center for Latin American Monetary Studies, A. C. (CEMLA)

Content

Unconstrained and constrained optimization, optimality conditions, convexity, numerical methods, and applications to estimation and calibration of economic models.

Objective

To introduce the theoretical and computational principles of optimization, laying the foundations for advanced courses in econometrics, Machine Learning, and quantitative finance.

Aimed at

Technical staff and professionals in the economic and financial sectors involved in quantitative modeling, data analysis, and data-driven decision making.

Coordinator