ICE 2011 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 18, 2011
9:00 am - 9:15 am Welcome to ICE11, Ian Foster, Computation Institute
9:15am - 10:15am "Welcome to the ICE11 Summer Workshop," and "Optimization and Equations: Connections Between Economics and Numerical Analysis," Kenneth Judd
10:15am - 10:30am Break
10:30am - 12:30pm Numerical Optimization for Economists, 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.
5:00pm - 6:30pm "Optimizers, Hessians, and Other Dangers," Benjamin S. Skrainka.
Tuesday, July 19, 2011
9:00 am - 10:30 am

"Approximation Methods" and "Quadrature Methods," Kenneth Judd.

10:30am - 11:00am Break
11:00am - 12:30pm Numerical Optimization for Economists: Constrained 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 II," Che-Lin Su.
5:00pm - 6:00pm Poster Session
6:30pm - 9:45pm Dinner at Goose Island Brewery
Wednesday, July 20, 2011
9:00 am - 10:30 am "Dynamic Programming: An Overview," "Dynamic Programming with Hermite Interpolation: Slides," Kenneth Judd. Related Papers: "Dynamic Programming with Hermite Interpolation," Kenneth Judd and Yongyang Cai; "Shape-Preserving Dynamic Programming," Kenneth Judd and Yongyang Cai
10:30am - 11:00am Break
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.
3:15pm - 3:30pm Break
3:30pm - 5:00pm "Projection Methods for Dynamic Models," Kenneth Judd
5:00pm - 8:00pm "Enhance Your Productivity and Software Quality with Techniques from Silicon Valley," Benjamin S. Skrainka
Thursday, July 21, 2011
9:00am - 10:30 am "Numerical Methods for Solving Auctions I,"Tim Hubbard
10:30am - 11:00am Break
11:00am - 12:30pm "Solving Dynamic Games with Newton's Method," and "Optimal Patent Rules," Karl Schmedders
12:30pm - 1:30pm Lunch
1:30pm - 3:00pm "Advanced Topics: Mixed-Integer Optimization and Global Optimization," Todd Munson
3:00pm - 3:15pm Break
3:15pm - 4:45pm "Software for Dynamic Programming," Kenneth Judd (NEOS examples: http://www.neos-guide.org/NEOS/index.php/Simple_Economic_Examples, joint work with Martha Ferris, University of Wisconsin)
5:00pm - 6:00pm Unix Basics, Benjamin S. Skrainka
Friday, July 22, 2011
9:00am - 10:30 am "Numerical Methods for Solving Auctions II,"Tim Hubbard
10:30am - 11:00am Break
11:00am - 12:30pm "High Performance Quadrature Rules: How Numerical Integration Affects a Popular Model of Product Differentiation," Benjamin S. Skrainka
12:30pm - 1:30pm Lunch
1:30pm - 4:30pm "A Cluster-Grid Projection Method for Solving Problems with High Dimensionality," Kenneth Judd, Lilia Maliar and Serguei Maliar; "Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Models,"Kenneth Judd, Lilia Maliar and Serguei Maliar.
6:00pm - 8:00pm TGIF at The Pub in Ida Noyes Hall
Saturday, July 23, 2011
All Day Enjoy Chicago, work on projects
Sunday, July 24, 2011
All Day Enjoy Chicago, work on projects (NEOS examples: http://www.neos-guide.org/NEOS/index.php/Simple_Economic_Examples, joint work with Martha Ferris, University of Wisconsin)
Monday, July 25, 2011
9:00am - 10:30am Condor: Supercomputing without a Super Budget, and Using Condor: An Introduction, Greg Thain (University of Wisconsin)
10:30am - 12:30pm Condor: Software Tutorials, Demonstrations, and Exercises
12:30pm - 1:30pm Lunch
1:30pm - 3:00pm "Teragrid," Philip Blood
3:30pm - 5:00pm Finding All Pure-Strategy Equilibria in Dynamic and Static Games with Continuous Strategies, Karl Schmedders
Tuesday, July 26, 2011
9:00am - 9:30am Condor Follow-up: Greg Thain (University of Wisconsin)
9:30am - 10:00am "Teragrid Follow-Up," Philip Blood
10:00am - 10:30am Break
10:30am - 12:00pm Office Hours
12:00pm - 1:00pm Lunch
1:00pm - 2:15pm "Examining Macroeconomic Models through the Lens of Asset Pricing," Lars Peter Hansen
2:15pm - 2:45pm Break
2:45pm - 3:45pm "Land-Use Model in CIM-EARTH", Jevgenijs Steinbuks
3:45pm - 4:00pm Break
4:00pm - 5:00pm "Tackling Multiplicity of Equilibria with Gröbner Bases," Karl Schmedders and Felix Kubler
Wednesday, July 27, 2011
9:00am - 10:30am Project Presentations (2)
11:00am - 11:30am Break
11:30am - 12:30pm "Complementarity and Equilibrium:" Jong-Shi Pang
12:30pm - 1:30pm Lunch
1:30pm - 2:30pm Project Presentations (2)
3:00pm - 5:00pm "A Third Millenium Approach to Optimal Taxation Problems:" Ken Judd; Kenneth Judd and Che-Lin Su, "Optimal Income Taxation with Multidimensional Taxpayer Types;" Kenneth Judd and Che-Lin Su, "Optimal Income Taxation with Multidimensional Types" (slides)
 
Thursday, July 28, 2011
9:00am - 10:30am Project Presentations (3)
10:30am - 10:45am Break
10:45am - 12:30pm Office Hours
12:30pm - 1:30pm Lunch
1:30pm - 3:00pm Project Presentations (3)
3:30pm - 5:00pm "Exact Versus Approximate Equilibria in Dynamic General Equilibrium," Felix Kubler
 
Friday, July 29, 2011
9:00am - 10:15am "Life-Cyle Portfolio Choice, the Wealth Distribution and Asset Prices," Felix Kubler and Karl Schmedders
10:15am - 10:30am Break
10:30am - 12:00pm "High Dimensional Sparse Econometric Models: An Introduction," Alexandre Belloni (A. Belloni, D. Chen, V. Chernozhukov, and C. Hansen)
"Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain," A. Belloni and V. Chernozhukov
"1-Penalized Quantile Regression in High-Dimensional Sparse Models"
12:00pm - 1:00pm Lunch
1:00pm - 2:15pm "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors:" Eric Aldrich (TAR file)
2:15pm - 2:45pm Break
2:45pm - 4:00pm "A Large Scale Study of the Small Sample Performance of Random Coefficient Models of Demand," Benjamin S. Skranika
4:00pm - 4:55pm "DSICE", Kenneth Judd
4:55pm - 5:00pm Concluding Remarks, Kenneth Judd
6:00pm - 9:00pm "Taste of Hyde Park" Dinner

 

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