John Stachurski

I don't know enough of the Julia ecosystem to advise...

+1 for a unified package, as QuantEcon.jl now stands. @oyamad That's a great notebook! Will you publish it somewhere?

@vgregory757 @mmcky Any progress here?

Sounds good. We just need use cases, I guess.

Perhaps we should drop Cython from this lecture and just recommend that our users stick to Numba. It's caused execution errors on various machines and it's probably worse on Windows...

Thanks @duncanhobbs --- this could be a good example.

This might be useful to you @mmcky: https://xarray.pydata.org/en/stable/dask.html

And Dask-controlled GPUs! https://devblogs.nvidia.com/accelerating-python-for-exotic-option-pricing/ Such a fun project. I think we should actually have a separate lecture on GPUs with a warning that it won't run on regular machines. Or...

`m_{t+1}` is the SDF process, which is given by eq (11) of that lecture. So the source of randomness is through the consumption. This affects the valuation of the risk...

I'm working off Tom's notes but, if I understand correctly, we take consumption as given and then use the resulting SDF to price a variety of assets. This gives the...