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ZCCFE - Zurich Center for Computational Financial Economics

Program

Preliminary program

ZICE Program, issue 14.01.2013 (PDF, 38 KB)


Saturday, 26 January 2013
17.00 – 19.00 Software Installation
Philipp Ott
Sunday, 27 January 2013
09.30 – 10.30 Introduction to Computational Economics Ken Judd
10.45 – 12.15 Numerical Optimization for Economists: Unconstrained Optimization Todd Munson
12.15 - 13.45 Lunch
13.45 - 15.15 Software tutorials: AMPLE Ken Judd
15.30 - 17.00 Non-linear equations Karl Schmedders 
17.00 – 18.30  Office hours, homework
Monday, 28 January 2013
09.00 – 09.30 Discuss exercises
09.30 - 11.00 Numerical Optimization for Economists: Constrained Optimization Todd Munson
11.10 - 12.40 Approximation and Quadrature Ken Judd 
12.40 - 14.00 Lunch
14.00 - 15.30 Constrained Optimization Approaches to Structural Estimation I Che-Lin Su
15.30 - 18.00 Office hours, homework
Tuesday, 29 January 2013
09.00 – 09.30 Discuss exercises
09.30 - 11.00 Numerical Optimization for Economists: Complementarity Problems Todd Munson
11.10 - 12.40 Constrained Optimization Approaches to Structural Estimation II Che-Lin Su 
12.40 - 14.00 Lunch
14.00 - 15.30 Dynamic Programming Ken Judd
15.30 - 18.00  Office hours, homework
19.30Conference Dinner
Restaurant Zeughauskeller, Zürich
Wednesday, 30 January 2013
09.00 – 09.30 Discuss exercises
09.30 - 11.00 Advanced Topics: Mixed-Integer Optimization and Global Optimization Todd Munson
11.10 - 12.40 Software for Dynamic Programming   Ken Judd
12.40 - 14.00 Lunch  
14.00 -15.30 Constrained Optimization Approaches to Structural Estimation III   Che-Lin Su
15.45 - 17.15 Modern Computational Economics John Rust
17.30 - 18.30 Office hours, homework
Thursday, 31 January 2013
09.00 - 09.30 Discuss exercises
09.30 - 11.00 Projection method Ken Judd
11.10 - 12.40 Dynamic Programs in Climate Economics Thomas Lontzek
12.45 - 14.15 Lunch talk: Do Pharmacists Buy Bayer? Sophisticated Shoppers and the Brand Premium
(Lunch being served)
Jean-Pierrre Dubé (Chicago Booth)
14.30 - 16.00 Computing Equilibria of Repeated and Dynamics Games I Sevin Yeltekin
16.00  - 18.00 Office hours, homework  
Friday, 1 February 2013
09.00 – 09.30 Discuss exercises
09.30 - 11.00 Heterogeneous agents macro models Ken Judd
11.10 - 12.40 Structural Estimation of single agent discrete choice models with an empirical focus John Rust 
12.40 - 14.00 Lunch
14.00 - 15.30 Computing Equilibria of Repeated and Dynamics Games II Sevin Yeltekin
15.45 - 17.15 The Dynamics of Bertrand Price Competition with Cost Reducing Investments John Rust
17.30 - 18.30 Office hours, homework
Saturday, 2 February 2013
09.00 - 09.30 Discuss exercises
09.30 - 11.00 A big Data Approach to Optimal Tax Policy for Modern Dynamic Economies Ken Judd
11.10 - 12.40 An advanced numerical analysis of "Does AMD Spur Intel to Innovate More?" John Rust
12.40 - 14.00 Lunch
14.00 - 15.30 All solution Homotopies Karl Schmedders
15.40 - 17.10 Groebner Bases Felix Kübler
Sunday, 3 February 2013
No official program on Sunday. We wish you all a safe journey back home