Video and Audio Lectures in Advanced Econometrics and Quantitative Techniques

A course for PhD students addressing "modern techniques in machine learning, statistics, and computer science for estimating the uncertainty of black box forecasts. This includes conformal prediction, calibration and multi-calibration, outcome indistinguishability, and recent techniques for producing worst-case empirical coverage guarantees without any distributional assumptions." Includes a full set of lecture videos and links to readings.

This set of talks was given on 8 January 2009 as part of the PhD seminar series organised by the School of Economics and Finance of the University of St Andrews. Prof. Thomas Lux speaks on how economic systems can be seen as evolutionary models, where agents interact with each other and a selection process favours the most successful. He introduces underlying dynamical systems as well as the necessary game theoretic concepts. Video can be downloaded in WMV format and presentation slides / handouts are also available.

This seminar was given 26 February 2009 as part of the PhD seminar series organised by the School of Economics and Finance of the University of St Andrews. Dr Pierre Cartigny, Director of the Joint Research Unit for Systems Analysis and Biometrics at INRA in Montpellier (France), addresses dynamical systems, stability, optimal control and differential games and their applications in Economics and Biology, in resource extraction in particular. Four videos are available in WMV format and last 30-60 minutes each. Six handouts of lecture slides are available in PDF.