All classes, workshops, presentations and tutorials will be held in Room C-08 of the Booth School of Business on the Hyde Park campus of the University of Chicago.
When |
What |
| Sunday, July 15, 2012 | |
| 4:00pm - 6:00pm | Software Installation Clinic, Benjamin S. Skrainka. East Commons Lounge, South Campus Residence Hall |
| Monday, July 16, 2012 | |
| 9:00am - 9:15am | Welcome: Kenneth Judd, Director of ICE |
| 9:15am - 10:15am | Optimization and Equations: Connections Between Economics and Numerical Analysis, Kenneth Judd. AMPL files (WinZip archive), Supporting papers (WinZip archive) |
| 10:15am - 10:45am | Break |
| 10:45am - 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. Code for Structural Estimation (WinZip archive) |
| 5:00pm - 6:00pm | Optimizers, Hessians, and Other Dangers, Benjamin S. Skrainka. Source Code Management with Git, Benjamin S. Skrainka. |
| 6:30pm - 7:00pm | Mandatory Security Briefing |
| Tuesday, July 17, 2012 | |
| 9:00 am - 10:30 am | |
| 10:30am - 11:00am | Break |
| 11:00am - 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 II, Che-Lin Su. |
| 5:00pm - 6:00pm | Poster Session |
| 6:30pm - 9:45pm | Dinner at Goose Island Brewery |
| Wednesday, July 18, 2012 | |
| 9:00 am - 10:30 am | Dynamic Programming: An Overview Dynamic Programming with Shape Preservation Dynamic Programming with Hermite Information Dynamic Programming with Shape Preservation and Hermite Information Dynamic Programming with Piecewise Linear Interpolation Parallel Dynamic Programming Dynamic Programming for Portfolio Problems Kenneth Judd |
| 10:30am - 11:00am | Break |
| 11:00am - 12:30pm | Numerical Optimization for Economists: Complementarity Problems, Todd Munson. |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 3:30pm | Constrained Optimization Approaches to Structural Estimation III, Che-Lin Su. |
| 3:30pm - 5:00pm | Software for DP, Kenneth Judd |
| 5:00pm - 6:00pm | Enhance Your Productivity and Software Quality with Techniques from Silicon Valley, Benjamin S. Skrainka. |
| 6:00pm - 8:00pm | Optional Session on Programming (Knitro, fmincon, UNIX, Condor, etc.) |
| Thursday, July 19, 2012 | |
| 9:00am - 10:30 am | Numerical Methods for Solving Auctions I, Harry Paarsch |
| 10:30am - 11:00am | Break |
| 11:00am - 12:30pm | Computing Equilibria of Repeated and Dynamic Games, I, Sevin Yeltekin |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 2:30pm | "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) |
| 2:30pm - 3:00pm | Break |
| 3:00pm - 5:00pm | Projection Methods for Functional Equations, Kenneth Judd |
| 5:00pm - 7:00pm | Unix Basics, Benjamin S. Skrainka. |
| 7:00pm - 8:00pm | Optional Session on Programming (Knitro, fmincon, UNIX, Condor, etc.) |
| Friday, July 20, 2012 | |
| 9:00am - 10:30 am | Numerical Methods for Solving Auctions II," Harry Paarsch |
| 10:30am - 11:00am | Break |
| 11:00am - 12:30pm | Computing Equilibria of Repeated and Dynamic Games, II, Sevin Yeltekin |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 2:45pm | DICE-CJL & DSICE: Integrated Assessment Models, Yongyang Cai Related Papers: Cai, Yongyang, Kenneth L. Judd and Thomas S. Lontzek. (2012). "Continuous-Time Methods for Integrated Assessment Models," Unpublished manuscript, Hoover Institution. Cai, Yongyang, Kenneth L. Judd and Thomas S. Lontzek. (2012). "DSICE: A Dynamic Stochastic Integrated Model of Climate and Economy," Unpublished manuscript, Hoover Institution. Cai, Yongyang, Kenneth L. Judd and Thomas S. Lontzek. (2012). "Open Science is Necessary," Nature: Climate Change, 2(5): 299. |
| 2:45pm - 3:15pm | Break |
| 3:15pm - 4:45pm | High Performance Quadrature Rules: How Numerical Integration Affects a Popular Model of Product Differentiation A Large Scale Study of the Small Sample Performance of Random Coefficient Models of Demand Benjamin Skrainka |
| 6:00pm - 10:00pm | TGIF at The Pub in Ida Noyes Hall |
| Saturday, July 21, 2012 | |
| All Day | Enjoy Chicago, work on projects |
| Sunday, July 22, 2012 | |
| All Day | Enjoy Chicago, work on projects |
| Monday, July 23, 2012 | |
| 9:00am - 10:30am | Accessing Free, Large-scale Computation and Data Resources for Economics Through the eXtreme Science and Engineering Discovery Environment (XSEDE), Philip Blood (https://www.xsede.org/) |
| 10:30am - 11:00am | Break |
| 11:00am - 12:30pm | Condor: Supercomputing without a Super Budget, and Using Condor: An Introduction, Greg Thain (University of Wisconsin) |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 3:00pm | Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Economic Models, Serguei Maliar Related Code: GSSA_Two_Models.zip |
| 3:00pm - 3:30pm | Break |
| 3:30pm - 5:00pm | GPU Computing, Eric Aldrich |
| Tuesday, July 24, 2012 | |
| 9:00am - 10:30am | Condor and XSEDE Follow-up: Greg Thain and Philip Blood |
| 10:30am - 12:00pm | Office Hours, Project Work Time |
| 12:00pm - 1:00pm | Lunch |
| 1:00pm - 2:30pm | Solving Dynamic Games with Newton's Method, Karl Schmedders |
| 2:30pm - 2:45pm | Break |
| 2:45pm - 3:30pm | VVUQ, Kenneth Judd Related book: Committee on Mathematical Foundations of Verification, Validation, and Uncertainty Quantification; Board on Mathematical Sciences and Their Applications, Division on Engineering and Physical Sciences, National Research Council. (2012). Assessing the Reliability of Complex Models: Mathematical and Statistical Foundations of Verification, Validation, and Uncertainty Quantification, Washington, DC: The National Adademies Press. |
| 3:30pm - 5:00pm | Finding All Pure-Strategy Equilibria in Dynamic
and Static Games with Continuous Strategies, Karl Schmedders.
Related paper: Judd, Kenneth L., Philipp Renner, and Karl Schmedders. (2012). "Finding All Pure-Strategy Equilibria in Games with Continuous Strategies," Unpublished manuscript, Hoover Institution. |
| Wednesday, July 25, 2012 | |
| 9:00am - 10:30am | Project Presentations (3) |
| 10:30am - 11:00am | Break |
| 11:00am - 12:30pm | An economist’s guide to mechanized reasoning, or: My computer just proved 84 impossibility theorems, Colin Rowat, Christoph Lange, and Manfred Kerber |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 2:30pm | Project Presentations (2) |
| 2:30pm - 3:00pm | Break |
| 3:00pm - 4:30pm | Tackling Multiplicity of Equilibria with Gröbner Bases, Karl Schmedders |
| Thursday, July 26, 2012 | |
| 9:00am - 10:30am | Office Hours |
| 10:30am - 12:00pm | Project Presentations (3) |
| 12:00pm - 1:00pm | Lunch |
| 1:00pm - 2:30pm | Project Presentations (3) |
| 2:30pm - 3:00pm | Break |
| 3:00pm - 4:30pm | "Solving OLG Models with Incomplete Markets," Felix Kubler |
Friday, July 27, 2012 |
|
| 9:00am - 6:00pm | Initiative for Computational Economics 2012 Conference |
| Saturday July 28, 2012 | |
| 9:00am-12:00pm | Initiative for Computational Economics 2012 Conference |
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