Date: |
Topic: |
Reading: |
Exercises: |
Aug 05 - Aug 07 |
FORK 1003: Preparatory course in Mathematics, Economics and Econometrics |
Fri Aug 23: 12-15, A1-040 |
Lecture 1: Linear systems and Gaussian elimination. Rank. |
[E] 1.1 - 1.6 |
Problem set 1: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Aug 30: 12-15, A1-040 |
Lecture 2: Vectors spaces. Span and linear Independence. Orthogonal projection. |
[E] 2.1 - 2.7 |
Problem set 2: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Sep 06: 12-15, A1-040 |
Lecture 3: Matrices, determinants and minors. |
[E] 3.1 - 3.4 |
Problem set 3: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Sep 13: 12-15, A1-040 |
Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Powers. |
[E] 4.1 - 4.4 |
Problem set 4: Fri 16-18 D1-065 |
Mon Sep 16: 16-19, A1-040 |
Plenary Session 1: Problems from Lecture 1-4
Key problems 1.4, 2.1bdf, 2.3, 2.4cd, 2.5bc, 3.2bc, 3.3b, 3.4b, 4.1def, 4.2, 4.3, 4.4, 4.5 Midterm 01/'20 Q4,Q8, 10/'22 Q6,Q8 |
Fri Sep 20: 12-15, A1-040 |
Lecture 5: Markov chains. Definiteness of quadratic forms. Orthogonal diagonalization. |
[E] 2.5, 4.4 - 4.6 |
Problem set 5: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Sep 27: 12-15, A1-040 |
Lecture 6: Orthogonal diagonalization. Unconstrained Optimization. Convexity. |
[E] 5.1 - 5.6 |
Problem set 6: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Oct 04: 10-11 |
Mock Midterm Exam -
Solutions |
|
|
Fri Oct 04: 12-15, A1-040 |
Lecture 7: Constrained Optimization. Lagrange problems. |
[E] 6.1 - 6.4 |
Problem set 7: Fri 16-18 D1-065 |
Mon Oct 07: 16-19, A1-040 |
Plenary Session 2: Problems from Lecture 5-7
Key problems 5.1cde, 5.2d, 5.3, 5.4bc, 5.5bf, 6.2b, 6.3cd, 6.4bce, 6.5ab, 7.1d, 7.2b, 7.3b, 7.4d |
Fri Oct 11: 12-15, A1-040 |
Lecture 8: Kuhn-Tucker problems. |
[E] 6.5 |
Problem set 8: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Oct 18: 12-15, A1-040 |
Lecture 9: Envelope theorems. Minimum variance portfolio. |
[E] 5.7, 6.6 - 6.7 |
Problem set 9: Fri 16-18 D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Oct 25: 12-15, A1-040 |
Lecture 10: First order differential equations. |
[E] 7.1 - 7.7 |
Problem set 10: Fri C2-020/16-18 D1-065 |
Thu Oct 31: 16-19, A1-040 |
Plenary Session 3: Problems from Lecture 8-10
Key problems 8.1b, 8.2, 9.1c, 9.2bc, 10.2c, 10.3c, 10.4bc Exam problems 01/'24 Q4e, 01/'22 Q3 |
Fri Nov 01: 12-15, A1-040 |
Lecture 11: Stability. Second order differential equations. |
[E] 7.8 - 7.10 |
Problem set 11: Fri 16-18 Fri C2-020/D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Nov 08: 12-15, A1-040 |
Lecture 12: Systems of differential equations. |
[E] 9.1 - 9.3 |
Problem set 12: Fri 16-18 Fri C2-020/D1-065 |
Mon Nov 11: 16-19, A1-040 |
Plenary Session 4: Problems from Lecture 11-12 + Exam problems
Key problems 11.3c, 12.2b, 12.3, 12.4bc, 12.5be Exam problems 01/'24 Q1d, Q3d, 11/'19 Q4bc |
Fri Nov 15: 12-15, A1-040 |
Lecture 13: Difference equations. Systems of difference equations. |
[E] 8.1 - 8.4, 9.4 - 9.5 |
Problem set 13: Fri 16-18 Fri C2-020/D1-065 + Mon 16-18, C2-010/D1-065 |
Fri Nov 22: 12-15, A1-040 |
Lecture 14: Revision, exam problems |
|
Extra exercise session: Fri Fri C2-020/16-18 D1-065 |
Mon Nov 25: 09-14 |
Final exam for GRA6035 and ELE3781 |
|
|
|
Jan 2025 (date/time TBA) |
Final exam (retake for GRA6035) |
|
|