Companion Notebooks - Deep Learning for Solving and Estimating Dynamic Models in Economics and Finance

This appendix exists only in the web edition of the book — the PDF has appendices A–F. It lists every companion notebook in the repository’s lectures/ tree (68 notebooks, of which 42 are referenced from the text), rendered here as browsable pages showing the outputs the authors committed. Nothing is re-executed for the web build; to run a notebook yourself, see the seed, RUN_MODE, and hardware conventions in Appendix E.

Role letters follow the Execution Map: core notebooks accompany the chapter text, exercise/solution pairs support the end-of-chapter problems, and extensions are self-study material.

G.1Lecture 01: Python primer¶

Notebook	Role	Referenced in	Source
`jupyter_intro.ipynb`	core	—	GitHub
`python_basics_10_python_data_analysis_lib.ipynb`	core	—	GitHub
`python_basics_11_basic_plotting.ipynb`	core	—	GitHub
`python_basics_1_python_as_calculator.ipynb`	core	—	GitHub
`python_basics_2_vars_and_types.ipynb`	core	—	GitHub
`python_basics_3_basic_tuples_and_lists.ipynb`	core	—	GitHub
`python_basics_4_basics_of_strings_and_printing.ipynb`	core	—	GitHub
`python_basics_5_conditionals.ipynb`	core	—	GitHub
`python_basics_6_loops.ipynb`	core	—	GitHub
`python_basics_7_functions.ipynb`	core	—	GitHub
`python_basics_8_classes.ipynb`	core	—	GitHub
`python_basics_9_numpy_linalg.ipynb`	core	—	GitHub

G.2Lecture 02: Introduction to deep learning¶

Notebook	Role	Referenced in	Source
`lecture_02_01_BasicML_intro.ipynb`	core	—	GitHub
`lecture_02_02_GradientDescent_and_StochasticGradientDescent.ipynb`	core	—	GitHub
`lecture_02_03_Double_Descent.ipynb`	core	Ch. 1	GitHub
`lecture_02_04_Gentle_DNN.ipynb`	core	—	GitHub
`lecture_02_05_Tensorboard.ipynb`	core	—	GitHub
`lecture_02_06_PyTorch_intro.ipynb`	core	—	GitHub
`lecture_02_07_Genz_Approximation_and_Loss_Functions.ipynb`	core	Ch. 2	GitHub
`lecture_02_08_MLP_LSTM_Transformer_Edgeworth_Cycles.ipynb`	core	—	GitHub
`lecture_02_09_Transformer_InContext_AR1.ipynb`	core	—	GitHub

G.3Lecture 03: Deep Equilibrium Nets¶

Notebook	Role	Referenced in	Source
`lecture_03_01_Brock_Mirman_1972_DEQN.ipynb`	core	Ch. 2, Ch. 12, Execution map	GitHub
`lecture_03_02_Brock_Mirman_Uncertainty_DEQN.ipynb`	core	Ch. 2, App. F	GitHub
`lecture_03_03_DEQN_Exercises_Blanks.ipynb`	exercise	Ch. 2	GitHub
`lecture_03_04_DEQN_Exercises_Solutions.ipynb`	solution	Ch. 2	GitHub
`lecture_03_05_StochasticBM_LossComparison.ipynb`	core	Ch. 2	GitHub

G.4Lecture 04: IRBC with DEQNs¶

Notebook	Role	Referenced in	Source
`lecture_04_01_IRBC_DEQN_smooth.ipynb`	core	Ch. 3	GitHub
`lecture_04_02_IRBC_DEQN_irreversible.ipynb`	core	Ch. 3	GitHub

G.5Lecture 05: Architecture search and loss balancing¶

Notebook	Role	Referenced in	Source
`lecture_05_02_NAS_Random_Search_10D.ipynb`	core	Ch. 4	GitHub
`lecture_05_03_NAS_RandomSearch_Hyperband.ipynb`	core	Ch. 4	GitHub
`lecture_05_04_Loss_Normalization.ipynb`	core	Ch. 4	GitHub
`lecture_05_05_IRBC_Exercise.ipynb`	exercise	Ch. 3, Ch. 4, App. F	GitHub

G.6Lecture 07: Automatic differentiation for DEQNs¶

Notebook	Role	Referenced in	Source
`lecture_07_01_AutoDiff_Analytical_Examples.ipynb`	core	Ch. 2	GitHub
`lecture_07_02_Brock_Mirman_AutoDiff_DEQN.ipynb`	core	Ch. 2	GitHub
`lecture_07_03_Brock_Mirman_Uncertainty_AutoDiff_DEQN.ipynb`	core	Ch. 2	GitHub
`lecture_07_04_IRBC_AutoDiff_DEQN.ipynb`	core	—	GitHub

G.7Lecture 08: OLG models with DEQNs¶

Notebook	Role	Referenced in	Source
`lecture_08_07_OLG_Analytic_DEQN_exogenous.ipynb`	core	Ch. 5	GitHub
`lecture_08_08_OLG_Analytic_DEQN_persistent.ipynb`	core	Ch. 5	GitHub
`lecture_08_09_OLG_Benchmark_DEQN_exogenous.ipynb`	core	Ch. 5	GitHub
`lecture_08_10_OLG_Benchmark_DEQN_persistent.ipynb`	core	Ch. 5, App. F	GitHub
`lecture_08_11_OLG_Exercise.ipynb`	exercise	Ch. 5	GitHub

G.8Lecture 09: Heterogeneous agents and Young’s method¶

Notebook	Role	Referenced in	Source
`lecture_09_10_Youngs_Method_Examples.ipynb`	core	Ch. 6	GitHub
`lecture_09_11_Continuum_of_Agents_DEQN.ipynb`	core	Ch. 6	GitHub
`lecture_09_12_KrusellSmith_DeepLearning.ipynb`	core	Ch. 6	GitHub

G.9Lecture 10: Sequence-space DEQNs¶

Notebook	Role	Referenced in	Source
`lecture_10_05_SequenceSpace_BrockMirman.ipynb`	core	Ch. 6	GitHub
`lecture_10_05b_SequenceSpace_IRBC.ipynb`	core	Ch. 6	GitHub
`lecture_10_06_SequenceSpace_KrusellSmith.ipynb`	core	Ch. 6	GitHub
`lecture_10_KrusellSmith_Tutorial_CPU.ipynb`	extension	Ch. 6	GitHub

G.10Lecture 11: Physics-informed neural networks¶

Notebook	Role	Referenced in	Source
`lecture_11_01_ODE_PINN_ZeroBCs.ipynb`	core	—	GitHub
`lecture_11_02_ODE_PINN_SoftVsHardBCs.ipynb`	core	—	GitHub
`lecture_11_03_PDE_PINN_Poisson2D.ipynb`	core	—	GitHub
`lecture_11_04_Cake_Eating_HJB_PINN.ipynb`	core	Ch. 12	GitHub
`lecture_11_05_Black_Scholes_PINN.ipynb`	core	—	GitHub

G.11Lecture 13: Continuous-time heterogeneous agents, numerics¶

Notebook	Role	Referenced in	Source
`lecture_13_08_Aiyagari_Continuous_Time_FD_and_PINN_PyTorch.ipynb`	core	Ch. 8, App. F	GitHub

G.12Lecture 14: Surrogates and Gaussian processes¶

Notebook	Role	Referenced in	Source
`lecture_14_01_Surrogate_Primer.ipynb`	core	Ch. 10	GitHub
`lecture_14_02_GP_and_BAL.ipynb`	core	Ch. 9	GitHub
`lecture_14_04_GP_Value_Function_Iteration.ipynb`	core	Ch. 9, Ch. 12	GitHub
`lecture_14_05_Active_Subspace_2D.ipynb`	core	Ch. 9	GitHub
`lecture_14_06_Active_Subspace_10D.ipynb`	core	Ch. 9	GitHub
`lecture_14_07_Active_Subspace_Nonlinear.ipynb`	core	Ch. 9	GitHub
`lecture_14_08_Deep_Kernel_Learning.ipynb`	core	Ch. 9	GitHub
`lecture_14_09_Deep_Active_Subspace_Ridge.ipynb`	extension	—	GitHub
`lecture_14_10_Deep_AS_vs_Linear_AS_Borehole.ipynb`	extension	—	GitHub

G.13Lecture 15: Structural estimation via SMM¶

Notebook	Role	Referenced in	Source
`lecture_15_03_Structural_Estimation_BM.ipynb`	core	Ch. 10, Ch. 12	GitHub
`lecture_15_03b_Structural_Estimation_BM_Joint.ipynb`	core	Ch. 10, Ch. 12	GitHub

G.14Lecture 16: Climate economics and integrated assessment models¶

Notebook	Role	Referenced in	Source
`lecture_16_01_Climate_Exercise.ipynb`	exercise	Ch. 11, App. F	GitHub
`lecture_16_02_DICE_DEQN_Library_Port.ipynb`	core	Ch. 11, App. F	GitHub
`lecture_16_03_Stochastic_DICE_DEQN.ipynb`	core	Ch. 11, App. F	GitHub

G Companion Notebooks