This is the repository for a minicourse presented at the 47th Meeting of the Brazilian Econometric Society (SBE) in 2025. I will cover a bit of three different agendas/applications of ML to Economics and Finance:
- Causal inference (along the lines of the Double/Debiased ML literature);
- How to model heterogeneous partial effects with ML methods;
- How to solve large-scale dynamic models with Deep Learning;
The slides are under day1/ and day2/ folders, corresponding to the two days of the minicourse. Feel free to get in touch: https://rgriva.github.io/
All slides and supporting material in this repository are shared under the Creative Commons Attribution-NonCommercial 4.0 International License. You may download, adapt, and reuse the content for any non-commercial purpose as long as you provide attribution to the original author and clearly indicate any modifications. Please cite this minicourse whenever you use the material.