The goal of the workshop is to bring together papers on the development of efficient, scalable and stable algorithms for the computation of equilibria in dynamic equilibrium models, papers on the use of high-performance computing in financial economics, as well as papers which apply quantitative dynamic general equilibrium to questions concerning financial markets and risk-sharing.
This will be a relatively small workshop with around 5-6 60-minute talks per day and ample time for discussion.
|Preliminary list of speakers:|
|Harold L. Cole||University of Pennsylvania, Pennsylvania|
|Wouter J. den Haan||University of Amsterdam, Amsterdam|
|Engelbert J. Dockner||University of Vienna, Vienna|
|Bernard Dumas||INSEAD, Paris|
|Zhigang Feng||Swiss Banking Institute, University of Zurich|
|Andreas Fuster (co-author to Paul Willen)||Harvard University and Federal Reserve Bank, Boston|
|Kenneth Judd||Hoover Institution on War, Revolution and Peace, Stanford|
|Dirk Krüger||University of Pennsylvania, Pennsylvania|
|Andrew Lyasoff||Boston University, Boston|
|Jochen Mankart||London School of Economics, London|
|Thomas Mertens||Stern School of Business, New York|
|Paul Pichler||University of Vienna, Vienna|
|Michael Reiter||Institut für Höhere Studien, Vienna|
|Thomas F. Rutherford||ETH Centre for Energy Policy and Economics|
|Manuel Santos||University of Miami, Miami|
|Benjamin Skrainka||University College London, London|
|Adam L. Speight||Georgia State University, Atlanta|
|Tim Stitt||ETH / CSCS Swiss National Supercomputing Centre|
We thank the University of Zurich, NCCR FINRISK and the Swiss Finance Institute for their sponsoring.