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ZCCFE - Zurich Center for Computational Financial Economics

Program

January 2016


Wednesday, 27 January 2016
17.00 – 19.00 Welcome and registration/
17.30 Software Installation

Philipp Ott/Simon Scheidegger
Thursday, 28 January 2016
09.30 – 10.15 Introduction to Computational Economics Ken Judd
10.30 - 12.00 Principles of Numerical Computing Todd Munson
12.00 - 13.30 Lunch
13.30 - 15.00 Foundations of Optimization Todd Munson/
Stefan Wild
15.15 - 16.45 Tutorials Todd Munsion/
Stefan Wild
 
Friday, 29 January 2016
09.30 - 11.00 Continuous Optimization Algorithms Todd Munson/
Stefan Wild
11.15 - 12.45 Structural Estimation I Ken Judd
12.45 - 14.00 Lunch  
14.00 - 15.30 Structural Estimation I Ken Judd
15.45 - 17.15 Complementarity Todd Munson
17.30 -  Office hours
19.30 Conference Dinner, Restaurant Zeughauskeller
Saturday, 30 January 2016
09.30 - 11.00 Supergames Sevin Yeltekin
11.15 - 12.45 Supergames in Matlab Sevin Yeltekin
12.45 - 14.00 Lunch (Pizza delivery)  
14.00 - 15.30 Approximation and Quadrature Ken Judd
 
Sunday, 31 January 2016
Whole day off - enjoy Zurich and its surroundings
For those who want to work: the conference room will be open from 10.00 - 18.00 h  
 
Monday, 1 February 2016
09.30 - 11.00 Stochastic Games Sevin Yeltekin
11.15 - 12.45 Dynamic Programming Ken Judd
12.45 - 13.45 Lunch
14.00 - 15.30Optimization without Derivatives Stefan Wild/
Todd Munson
15.45 - 17.15 Poster Presentation
Tuesday, 2 February 2016
09.30 - 11.00 Parallel Programming ISimon Scheidegger
11.15 - 12.45 Python for Scientific Computing Philip Eisenhauer
12.45 - 14.00 Lunch Talk: Applications of Large-Scale Nonlinear Optimization at the Petascale Olaf Schenk
14.00 - 15.30 Parallel Programming II Simon Scheidegger
15.45 - 17.15 Software Engineering for Economists I Philipp Eisenhauer
17.30 -  Office hours, homework
Wednesday, 3 February 2016
09.30 - 11.00 Projection MethodsJohannes Brumm
11.15 - 12.45 Time Iteration Johannes Brumm
12.45 - 14.00 Lunch
14.00 - 15.30 Sparse grids Simon Scheidegger
15.45 - 17.15 Software TutorialSimon Scheidegger/
Johannes Brumm
 
Thursday, 4 February
09.30 - 11.00 Software Engineering for Economists II Philipp Eisenhauer
11.15 - 12.45Dynamic Optimal Taxation Ken Judd
13.00 - 13.15 Good-bye Ken Judd