ICE 2010 Daily Schedule

All classes, workshops, presentations and tutorials will be held in Room C-03 of the Booth School of Business on the Hyde Park campus of the University of Chicago.

When
What
Monday, July 19, 2010
9:00 am - 9:15 am Welcoming Comments, Robert Rosner, former director of Argonne National Laboratory
9:15am - 9:30am Welcome to ICE10, Kenneth Judd
9:30am - 10:30am Optimization and Equations: Connections Between Economics and Numerical Analysis, Kenneth Judd
11:00am - 12:30pm "Numerical Optimization for Economists: Unconstrained Optimization," Todd Munson.
12:30pm - 1:30pm Lunch
1:30pm - 3:30pm Workshop, software tutorials, demonstrations, exercises, Kenneth Judd
3:30pm - 5:00pm Constrained Optimization Approaches to Structural Estimation, Che-Lin Su. AMPL Files (WinZip archive).
5:00pm - 8:00pm Optional session on programming: "Optimizers, Hessians, and Other Dangers," Benjamin S. Skrainka (University College London). Example.
Tuesday, July 20, 2010
9:00 am - 10:30 am

Numerical Dynamic Programming: Discrete States, Kenneth Judd.
Please see http://bucky.stanford.edu/econ418002k4/ for more detailed notes.

11:00am - 12:30pm "Numerical Optimization for Economists: Constrained Optimization," Todd Munson.
12:30pm - 1:30pm Lunch
1:30pm - 4:00pm Workshop, software tutorials, demonstrations, exercises, Kenneth Judd.
4:00pm - 5:00pm Constrained Optimization Approaches to Structural Estimation II, Che-Lin Su. AMPL Files.
5:00pm - 6:00pm Poster Session
6:30pm - 9:45pm Dinner
Wednesday, July 21, 2010
9:00 am - 10:30 am Continuous-state dynamic programming, Kenneth Judd. Please see http://bucky.stanford.edu/econ418002k4/ for more detailed notes.
11:00am - 12:30pm "Numerical Optimization for Economists: Complementarity Problems," Todd Munson.
12:30pm - 1:30pm Lunch
1:30pm - 3:15pm Constrained Optimization Approaches to Structural Estimation III, Che-Lin Su. AMPL Files.
3:30pm - 5:00pm Workshop, software tutorials, demonstrations, exercises, Kenneth Judd
5:00pm - 8:00pm Optional session on programming (Knitro, fmincon, UNIX, Condor, etc.)
Thursday, July 22, 2010
9:00am - 10:30 am "Projection Methods for Dynamic Models," Kenneth Judd.
AMPL code for a simple dynamic programming problem.
11:00am - 12:30pm "Advanced Topics: Mixed-Integer Optimization and Global Optimization," Todd Munson
12:30pm - 1:30pm Lunch
1:30pm - 2:30pm "Optimal Taxation with Multidimensional Taxpayer Types," Kenneth Judd. Slides
3:00pm - 5:00pm "Solving Dynamic Games with Newton's Method," and "Optimal Patent Rules," Karl Schmedders
5:00pm - 8:00pm Optional session on programming (Knitro, fmincon, UNIX, Condor, etc.)
Friday, July 23, 2010
9:00am - 10:30 am "Computing Equilibria and Estimation of Asymmetric Auctions," Harry Paarsch
11:00am - 12:30pm "High Performance Quadrature Rules: How Numerical Integration Affects a Popular Model of Product Differentiation," Benjamin S. Skrainka (University College London)
12:30pm - 1:30pm Lunch
1:30pm - 2:30pm Perturbation methods for dynamic stochastic models I, Kenneth Judd. Related papers and files.
3:15pm - 4:30pm Perturbation methods for dynamic stochastic models II, Kenneth Judd. Related papers and files.
7:00pm - 9:00pm Dinner
Saturday, July 24, 2010
Sunday, July 25, 2010
Monday, July 26, 2010
9:00 am - 10:30 am Condor: Supercomputing without a Super-Budget and Using Condor: An Introduction,
Greg Thain and Steve Wright (University of Wisconsin)
10:30 am - 12:30 pm Condor: Software Tutorials, Demonstrations, and Exercises
12:30pm - 1:30pm Lunch
1:30pm - 3:00pm "Computing Equilibria of Repeated and Dynamic Games," Sevin Yeltekin (Carnegie Mellon University)
3:30pm - 5:00pm "Finding All Pure-Strategy Equilibria in Dynamic and Static Games with Continuous Strategies," Karl Schmedders
Tuesday, July 27, 2010
9:00 am - 10:30 am Condor follow-up: Greg Thain
10:30 am - 12:00pm Office Hours
12:00pm - 1:00pm Lunch
1:00pm - 2:15pm "Computation of Moral-Hazard Problems with Applications in Designing Executive Compensation Contracts," Che-Lin Su
2:45pm - 3:45pm Project Presentations
4:00pm - 5:00pm "Tackling Multiplicity of Equilibria with Gröbner Bases," Karl Schmedders (University of Zurich)
and Felix Kubler (University of Zurich)
Wednesday, July 28, 2010
10:00am - 11:00am Project Presentations
11:30am - 12:30pm Project Presentations
12:30pm - 1:30pm Lunch
1:30pm - 2:30pm Forum on Computational Economics, Kenneth Judd, Felix Kubler, Harry Paarsch, Karl Schmedders, Che-Lin Su, and Sevin Yeltekin
3:00pm - 5:00pm

"Parsimonious Bayesian Factor Analysis when the Number of Factors is Unknown" (Fruehwirth-Schnatter and Lopes, 2010), Hedibert Lopes, University of Chicago, Booth School of Business

"Constructing Economically Justified Aggregates: An Application of the Early Origins of Health" (Conti, Heckman, Lopes and Piatek, 2010), Gabriella Conti, University of Chicago, Department of Economics

 
Thursday, July 29, 2010
9:00am - 10:30am Project Presentations
10:45am - 12:30pm Office Hours
12:30pm - 1:30pm Lunch
1:30pm - 3:00pm Project Presentations
3:30pm - 5:00pm "Verifying Competitive Equilibria in Dynamic Economies," Felix Kubler (University of Zurich)
 
Friday, July 30, 2010
9:00am - 10:15am "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," Felix Kubler and Karl Schmedders
10:45am - 12:00pm "Exploring Dynamic Equilibrium Behavior with Interacting Drivers of Behavior: The Case of Learning-by-Doing and Organizational Forgetting," Mark Satterthwaite (Kellogg School of Management, Northwestern University). Background paper. Slides.
12:30pm - 1:30pm Lunch
1:00pm - 2:15pm "Modeling Long-term Valuation in Dynamic Stochastic Economies," Lars Hansen. Supporting papers.
2:45pm - 4:00pm TBA, Brent Hickman (University of Iowa)
4:00pm - 4:55pm "Methods for Solving Heterogeneous Agent Models," Kenneth Judd. Supporting papers.
4:55pm - 5:00pm Concluding Remarks, Kenneth Judd
6:00pm - 9:00pm "Taste of Hyde Park" Dinner

 

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