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MathGroup Archive 1992

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Intro and request

  • To: mathgroup at yoda.physics.unc.edu
  • Subject: Intro and request
  • From: George.Martin at econs.umass.edu
  • Date: Tue, 7 Jul 92 21:18:31 -0400

An Introduction...

Hello!

I've recently joined the Mathematica list, so I thought I'd
take a moment to introduce myself. I am a currently a graduate
student in Economics at the University of Massachusetts, Amherst.
(My previous degrees (B.A., M.A.) are in (African) History.
I also spent a few years doing computer work for a large "public
interest" law firm.) Much of my current work, however, involves
microeconomically based models of asset pricing, as well as
econometrics. In particular, much of my work involves
(stochastic) DYNAMIC PROGRAMMING.

And a request:

Has anyone had any substantial experience using Mathematica to
solve dynamic programming/optimal control problems? Would anyone
know if there are any publicly (or privately) available packages
designed for this task? And what about packages designed for the
analysis of (controlled) stochastic processes?

  More generally: I also wonder if there are any other list
members who are interested in economics or finance and whether or
not they have some general comments on the usefulness of
Mathematica in such fields? I've only recently begun to use
Mathematica in my work, and so would greatly appreciate
experienced opinion.

I'd appreciate any feedback on any of my questions. Thanks!


George Martin
george.martin at econs.umass.edu
(413) 545-2590






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