GOD_Over_Djinn

i nominate this as comment of the year

Hi Professor,

I graduated a few years ago with a degree in economics and decided to work in the private sector. Now I am what they call a "data scientist" and I work a lot with machine learning. As I was teaching myself how to use these tools, I was struck by how machine learning and computer science communities use many of the same tools as econometricians, but in slightly different ways and to different ends. It seems that the ML community and the econometrics community would have a lot to teach each other. Are you aware of any cross-pollination in these areas? Is there any interesting recent work that joins these two areas that you know of?

Do you remember the first time that you felt genuinely surprised or amazed when presented with some result or theorem? For me, in my first linear algebra course our professor showed us how the Fibonacci numbers could be generated using a difference equation

[F(n+2)]  =  [1  1] [F(n+1)]
[F(n+1)]     [1  0] [F(n)  ]

And then showed us how you can use the eigenvalues of the matrix, which happen to be phi and 1-phi, to construct a closed-form analytic function of n for the nth Fibonacci number.

At that time I just thought, wow there is so much math and so much of it is so beautiful.

Ever remember having a similar experience, either as an undergraduate or in your work?