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This semester I taught a graduate course on Monte Carlo methods at Paris Dauphine and I decided to experiment how useful ChatGPT would prove in writing the final exam. Given my previous bad impressions I didn’t have high expectations and I was certainly impressed! In total it took me about as much time as if I had written the exam myself, as I went through many iterations, but the result was very suitable for my students (or at least for what I expected from my students). The starting point was to provide ChatGPT with the articles from Giles on multiple levels Monte Carlo and from Jacob et al about unbiased MCMC, and the instruction to create one two-hour exam. Iterations were necessary to break the questions into enough items and achieve the level of mathematical formalism I desired. Plus, add additional questions with R coding. And considering the booklet format of the examI had to work on the LaTeX formatting (if not the solution sheetwhich pointed out a missing assumption in one of my questions). Still a positive experiment that I will probably repeat for the (few) remaining exams I will have to take!
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