WorkshopsHands-on sessions in Python, taught in Google Colab
Introduction to Python
~2 hours · no prior programming experience
Getting set up in Colab, then the essentials: variables and data types, strings and
f-strings, lists, tuples and dictionaries, indexing and slicing, functions and modules,
and plotting with matplotlib. The session closes with a mini project that pulls CPI and
unemployment from FRED, computes year-over-year inflation, and fits a Phillips curve.
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Time Series Analysis
2 hours
Why time series breaks the OLS assumptions, and what to do about it. Trend, seasonality,
cycles, shocks and structural breaks; stationarity, unit roots and the ADF test; seasonal
decomposition; reading ACF and PACF to choose lag orders; estimating ARIMA and SARIMA,
validating with Ljung–Box, and forecasting out of sample. Worked on U.S. real GDP and
the airline passenger series.
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High-Dimensional Data: From Factor Models to Deep Learning
April 2026
Four strategies for forecasting with many correlated predictors, compared on a simulated
macro dataset with three latent factors and sixty indicators: PCA and factor models
(compression), partial least squares (supervised compression), Lasso (sparse selection),
and neural networks (representation learning). Covers the estimation problem behind each
method and how to evaluate them with out-of-sample RMSE, MAE and R² against an AR(1)
benchmark.
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Large Language Models: Theory and Practice
First the mechanism — tokens, embeddings, positional encoding, attention,
multi-head attention, encoder and decoder blocks, and what pretraining and post-training
do to a model’s behavior. Then research practice: when an LLM beats a dictionary or a
fine-tuned classifier and when it does not, calling an API reproducibly, grounding prompts
in source text, and validating model output against hand-coded samples — demonstrated
by scoring FOMC statements for hawkishness.
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