Working with Matlab

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The course "Working with MATLAB" consists of both a lecture (1 SWS) and a computer class (2 SWS) [6 LP in total] and is designed for Bachelor 5th or 6th semester. The course will be taught in English, jointly by Alexey Cherepnev, Tobias Nagel and Klaus Wälde. The module ends with a final exam of 60min. The lectures will take place in the beginning of the term as a "Bockveranstaltung" and the computer classes will be taught throughout the term.
Also Diploma students can participate in this course. Here you can earn 4,5 KP (Wahlpflichtblock) by passing a 90min final exam.

Please note, that places for this course are limited due to restrictions of workstations in the PC-Pool!

If you have any questions, please feel free to contact .

Contents
Organisation
Additional Material

Contents

Nowadays it is not a secret that the scientific ideas are more and more often associated with sophisticated analysis of information based on quantitative methods. Financial analysts, economists, employees in central banks, marketing specialists, scientists, engineers, physicists, etc. use complicated procedures to obtain certain results and such procedures are used intensively in business or academic areas, too. For these purposes many computer products and programming languages were created. They provide different ready-to-use instruments to simplify tasks or routines people usually do.

As the name suggests, we introduce MATLAB in our course, i.e a high capable product for numerical computations with an intelligible programming language. Because of the many built-in procedures, which one can run on the fly when solving economic problems, MATLAB is a good starting point. With some additional basic computer knowledge, i.e. elementary programming skills (taught during the lectures), you can adopt those built-in functions to your specific problems.

This course focuses on numerical solutions of economic problems. The lecture will provide you first of all with skills you need to write your own programs. In the second part of the lecture you learn all theoretical knowledge of solution methods and algorithms. As those two parts are a requirement for you to work on problems by yourself, the lecture will take place in the beginning of the term and the computer classes will start afterwards.
During the computer classes, you will be able to implement these methods by solving various problems closely related to economics. There will be 3-4 “take-home” problem sets as a part of the course.

Summarizing, you will learn some essential skills which can be used in your further academic career as well as in your professional life. Note that the knowledge of Matlab is a skill employers are looking for.

Organisation

In the first week, you will learn the basics of programming and the use of Matlab. In the remaining part of the semester, you will learn and apply methods to solve economic problems. You can find a first course outline here.

1) Block/crash course: Programming in Matlab

  • Tuesday, 23.10.12, 10:00-12:00 (RW 6) & 12:00-14:00 (00-265, i.e. PC-Pool)
    - Slides: Organisation, Introduction, Basics, Tutorial 1
    - Exercise sheet: Sheet 1, Solutions
  • Wednesday, 24.10.12, 10:00-14:00 (RW6) & 12:00-14:00 (00-265)
    - Slides: Matrices, Programming
    - Exercise sheet: Sheet 2, Solutions
  • Thursday, 25.10.12, 10:00-14:00 (RW6) & 12:00-14:00 (00-265)
    - Slides: Plotting and Data
    - Exercise sheet: Sheet 3, Solutions
  • Friday, 26.10.12, 10:00-12:00 (00-275)

2) Computer classes and lectures: Solving economic problems

Computer classes take place in PC-Pool 00-265 from Monday, 05.11.12; 12:15-13:45 on a weekly basis.

- Mo 05.11.2012
Roots I
Slides Problems
Solutions    
- Mo 12.11.2012
Roots II

Solutions Problem Set 1
Solutions
- Mo 19.11.2012
Roots III Slides Problems
Solutions
   
- Mo 26.11.2012
Roots IV


Solutions
Problem Set 2
Solutions
- Mo 03.12.2012
Systems
Slides
Problems
Solutions
   
- Mo 10.12.2012 Optimization I
Slides Problems Solutions    
- Mo 17.12.2012 Optimization II
  Problems Solutions Problem Set 3
Solutions
- Mo 07.01.2013 Interpolation I
Slides
   
- Mo 14.01.2013
Interpolation II
Problems Solutions
- Mo 21.01.2013
OLS and Time Series
Slides
Problems
Solutions
Problem Set 4 Solutions
- Mo 28.01.2013 Simulations of RNs
Slides Problems
Solutions

- Mo 04.02.2013 Integration
Slides Problems Solutions Problem Set 5 Solutions

 

Quizzes

 

Mock Exam with solutions

Additional Course material