All classes, workshops, presentations and tutorials will be held in Room C-01 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 - 10:30 am | Welcome and Introduction to Optimization, Kenneth Judd |
| 11:00am - 12:30pm | Optimization in AMPL, Todd Munson. |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 3:00pm | Workshop, software tutorials, demonstrations, exercises, Kenneth Judd |
| 3:30pm - 5:00pm | Constrained Optimization Approaches to Structural Estimation I, Che-Lin Su. AMPL Files. |
| 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. |
| 11:00am - 12:30pm | Optimization Software,Todd Munson. |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 3:30pm | Workshop, software tutorials, demonstrations, exercises, Todd Munson. |
| 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 - Goose Island Brewery (includes brewery tours). Transportation provided from and to International House. Buses will depart International House at 6:30pm and dinner will begin at 7:00pm. |
| 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 | Complementarity and Games, Todd Munson. Solvers and tutorials. |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 3:00pm | Workshop, software tutorials, demonstrations, exercises, Kenneth Judd |
| 3:30pm - 5:00pm | Constrained Optimization Approaches to Structural Estimation III, Che-Lin Su. AMPL Files. |
| 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 | Solving Dynamic Games with Newton's Method, Karl Schmedders |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 5:00pm | Bayesian Models and Simulation Methods, Peter Rossi. NOTE: Please download and install R and the R contributed package "bayesm" |
| 5:00pm - 8:00pm | Optional session on programming (Knitro, fmincon, UNIX, Condor, etc.) |
| Friday, July 23, 2010 | |
| 9:00am - 10:30 am | Software Tutorial, Peter Rossi NOTE: Please download and install R and the R contributed package "bayesm" |
| 11:00am - 12:30pm | Density Estimation via Process Priors and Bayesian IV, Peter Rossi |
| 12:30pm - 1:30pm | Lunch |
| 1:30pm - 2:45pm | Perturbation methods for dynamic stochastic models I, Kenneth Judd |
| 3:00pm - 4:00pm | Perturbation methods for dynamic stochastic models II, Kenneth Judd |
| 7:00pm - 9:00pm | Dinner at Pizza Capri (Hyde Park location) |
| 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 Orthant Probabilities," Kenneth Judd and "Nonparametric Discrete Choice Methods", Benjamin S. Skrainka (University College London) |
| 3:30pm - 5:00pm | "Finding All Solutions for Dynamic Games," Karl Schmedders (University of Zurich) |
| 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 - 2:30pm | "Automatic Differentiation in Practice: An Application to the Estimation of SDGE Models," Luca Guerrieri (Federal Reserve Board of Governers). Download Tapenade. |
| 2:45pm - 3:45pm | Project Presentations |
| 4:00pm - 5:00pm | TBA |
| Wednesday, July 28, 2010 | |
| Thursday, July 29, 2010 | |
Friday, July 30, 2010 |
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uchicagosm
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