University of Chicago / Argonne National Laboratory
2005 Institute on Computational Economics
2005 ICE Schedule
| Everyday | |||||
| 7:30 | - | 8:30 | am | Breakfast | |
| 10:00 | - | 10:30 | am | Coffee\Tea break | |
| 12:00 | - | 1:00 | pm | Lunch | |
| 2:30 | - | 3:00 | pm | Coffee\Tea break | |
| 4:15 | - | 4:45 | pm | Coffee\Tea break | |
| 7:00 | - | 8:30 | pm | Dinner | |
*Breakfast and lunch will be served in the Gallery at the APS conference site; dinner will
be at the guesthouse.
| Sunday, July 17, 2005 | ||||||
| 7:00 | - | 8:30 | pm | Welcome Dinner | ||
| 8:30 | - | 10:00 | pm | Hospitality Suite | You will receive six complementary drink tickets, one for each night. | |
| Monday, July 18, 2005 | ||||||
| 8:15 | - | 8:30 | am | Welcome | ||
| 8:30 | - | 10:00 | am | Todd Munson | "Continuous Optimization with AMPL" | |
| 10:30 | - | 12:00 | pm | Todd Munson | "Complementarity Problems with AMPL" | |
| 12:00 | - | 1:00 | pm | Lunch | ||
| 1:30 | - | 2:30 | pm | Jorgé Moré | "Problem Solving Environments for Optimization: NEOS" | |
| 3:00 | - | 4:15 | pm | Tom Rutherford |
"A Model
of Traffic Congestion, Housing Prices and Compensating Wage Differentials" * Gams File |
|
| 4:45 | - | 6:00 | pm | Karl Schmedders | "A Computational Approach to Proving Uniqueness in Static and Dynamic Games" | |
| Tuesday, July 19, 2005 | ||||||
| 8:30 | - | 10:00 | am | Sven Leyffer | "Solution of Leader-Follower Games" | |
| 10:30 | - | 12:00 | pm | Edward Prescott | "Solving Moral Hazard Problems Using the Dantzig-Wolfe Algorithm" | |
| 12:00 | - | 1:00 | pm | Lunch | ||
| 1:30 | - | 2:30 | pm | Sven Leyffer | "Software Demo (NLP solvers, failure modes)" | |
| 3:00 | - | 4:15 | pm | Kenneth Judd & | "Computing Solutions for Moral Hazard Problems" | |
| Che-Lin Su | ||||||
| 4:45 | - | 6:00 | pm | Myrna Wooders | "Solutions for cooperative games with many players (2 papers & handout)" | |
| Wednesday, July 20, 2005 | ||||||
| 8:30 | - | 10:00 | am | Kenneth Judd | "Numerical Methods for Dynamic Programming I" | |
| 10:30 | - | 12:00 | pm | Kenneth Judd | "Numerical Methods for Dynamic Programming II" | |
| 12:00 | - | 1:00 | pm | Lunch | ||
| 1:30 | - | 2:30 | pm | Sven Leyffer & | "Poster Session" | |
| Todd Munson | ||||||
| 3:00 | - | 4:15 | pm | Rosa Matzkin | "The Browser War" | |
| 4:45 | - | 6:00 | pm | John Birge | "Large-Scale Stochastic Dynamic Programs" | |
| Thursday, July 21, 2005 | ||||||
| 8:30 | - | 10:00 | am | Jesus Villaverde | "Perturbation Methods for Dynamic Macro Models" | |
| 10:30 | - | 12:00 | pm | Felix Kubler | "Stochastic OLG Models and Heterogeneous Agents" | |
| 12:00 | - | 1:00 | pm | Lunch | ||
| 1:30 | - | 2:30 | pm | Michel Juillard | "Using Dynare to Solve Dynamic Economic Models (Dynare & RBC models)" | |
| 3:00 | - | 4:15 | pm | Kenneth Judd & | "Dynamic Programming in AMPL" | |
| Che-Lin Su | ||||||
| 4:45 | - | 6:00 | pm | Andrew Levin | "Perturbation Methods for Optimal Policy Problems" | |
| Friday, July 22, 2005 | ||||||
| 8:30 | - | 10:00 | am | John Geweke | "Markov Chain Monte-Carlo Methods" | |
| 10:30 | - | 12:00 | pm | Nicholas Polson | "Sequential MCMC Methods: Particle and Practical Filtering" | |
| 12:00 | - | 1:00 | pm | Lunch | ||
| 1:30 | - | 2:30 | pm | Donour Sizemore | "Practical High Performance Computing" | |
| 3:00 | - | 4:15 | pm | James Heckman & | "Computation and Estimation of Dynamic Discrete Choice Models" | |
| Salvador Navarro | ||||||
| 4:45 | - | 6:00 | pm | Lars Hansen | "Robust Estimation and Control Without Commitment" | |