Programming with Ox

TBA

Centre for Economics Analysis (CEA@Cass)
Cass Business School, 106 Bunhill Row, London, EC1Y 8TZ, UK.

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Course Description
Course Programme
Cost of courses
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Terms & Conditions
About OxMetrics

Timberlake Consultants Ltd, the distributor and publisher of the OxMetrics software, would like to invite you to attend a course on Programming with Ox.

The Course - Several major advances in optimization and software engineering have occurred in the past few years. These advances provide major breakthroughs in the modelling of time series embodied in easy-to-use software and advanced programming languages. Object-oriented programming has turned out to be very useful for econometric and statistical applications. Many Ox packages successfully built on top of the pre-programmed classes for model estimation and simulation. The course assumes participants have read the book "Introduction to Ox" and worked through the examples prior to attending the course.

About OxMetrics™ - OxMetrics is the name of modular software system that provides an integral solution for those working in financial econometric modelling, econometric analysis of time series, forecasting or statistical analysis of cross-section and panel data. The software modules have been developed by several senior academic professors and researchers, working in the forefront of research in econometrics, financial econometrics, statistics and computing technology. OxMetrics offers the following benefits:

  • Latest developments in financial and econometrics modelling techniques (e.g. volatility, regime switching modelling)
  • Easy integration with an organisations' existing systems
  • World-wide support and training
  • Low cost solution.

For further details on OxMetrics and Ox visit the OxMetrics Web.

Who should attend ?
The course is aimed at those already with some experience in Ox programming, who work with time-series data in government, industry, the financial sector or academia. Programming experience with Ox is a prerequisite, but no prior knowledge of object-oriented programming

The speaker:
Dr. Jurgen Doornik is the managing director of OxMetrics Technologies Ltd. and Research Fellow at Nuffield College, Oxford. He is the originator of the Ox Object-Oriented Programming language, and contributed to many Ox packages (including the Arfima package) and works with David Hendry on PcGive. He has published papers in the Econometrics Journal, Journal of Economic Surveys, and Scottish Journal of Political Economy.
http://www.doornik.com/

Cost - The course fees are:

Organization Type No Participants
Late Registrations
(30- days before the course starts)
Early Registrations
(30+ days before course starts)
Commercial
1st Participant
 £1,000.00+VAT=£1,175.00
 £850.00+VAT=£998.75
Commercial 2nd+ Participant £850.00+VAT=£998.75 £765.00+VAT=£898.88
Academic 1st Participant £800.00+VAT=£940.00 £720.00+VAT=£846.00
Academic 2nd+ Participant £750+VAT=£881.25 £675+VAT=£793.13
Student £375+VAT=440.63 £337.50+VAT=£396.56

The cost includes course materials, lunches and refreshments and the use of computers. The number of delegates is restricted. Please register early to guarantee your place and get our discount. Further instructions will be sent with the joining instructions. If you need assistance in locating hotel accommodation in the area, request the help of our Training Department.

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Agenda
(subject to minor changes)

Day 1: Object-oriented programming in Ox

Object-oriented programming has turned out to be very useful also for econometric and statistical applications. Many Ox packages successfully built on top of the pre-programmed classes for model estimation and simulation. This day will be used to treat the relevant aspects of object-oriented programming, leading up to the ability to develop new classes. Programming experience with Ox is a prerequisite, but no prior knowledge of object-oriented programming is required.

  • Introduction to object-oriented programming using Ox
    • Basic concepts
    • Benefits
    • Some examples
    • Using the Modelbase class
    • Using Ox packages
  • Object-oriented programming using Ox
    • Fundamental concepts
    • Using objects of a class
    • Writing a class
    • Inheritance and virtual functions

Day 2: programming in Ox: Advanced topics

Advanced topics focusses on extending Ox using dynamic link libraries, and developing user-friendly applications with Ox. Good knowledge of Ox programming is required, as well as object-oriented programming up to the level reached in day 1.

  • Practical issues
    • Input and output
    • Program design and program style
    • Using Ox optimization functions
    • Efficient programming
  • Writing dynamic link-libraries for Ox
    • cross-platform issues
  • Making the most of object-oriented programming
    • using the classes provided by Ox
    • the Simulation class
    • the Database and Modelbase class
    • using OxPack for interactive, user-friendly programs

Main references:

1) Doornik and Ooms (2002), Introduction to Ox, London: Timberlake Consultants Press.

2) Doornik (2001), Object-Oriented Matrix Programming using Ox, London: Timberlake Consultants Press.
3) Ox online Help and Appendices

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Terms and Conditions

Registration closes 5 calendar days prior to the start of the course.

Cancellations:

  • full fee returned for cancellations made over 28 calendar days prior to start of the course
  • half-fee returned for cancellations made 14 calendar days prior to he start of the course
  • no fee returned for cancellations made less than 14 calendar days prior to the start of the course.

    Payment of course fees required prior to the course start date

    For Timberlake Consultants Terms and Conditions click here

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©Timberlake Consultants Limited
Last revised:22/07/2008