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ZCCFE - Zurich Center for Computational Financial Economics

Announcement

The 2013 Zurich Initiative on Computational Economics

The Zurich Center for Computational Financial Economics (ZCCFE) will hold the 2013 Zurich Initiative on Computational Economics (ZICE13) at the University of Zurich, Switzerland, from January 26 to February 3, 2013. ZICE13 will be a program for young scholars interested in applying computational methods to economics.

ZICE13 marks only the second time that a workshop similar to the highly successful summer programs (ICE07, …, ICE11, ICE12) of the Chicago-Argonne Initiative for Computational Economics (http://ice.uchicago.edu/) is held outside Chicago. ZICE13 has a similar format as ZICE11 and the past ICE workshops with lectures and tutorials on topics in numerical analysis, their applications in economics, and their implementation in a variety of software tools. Participants will work on group assignments to facilitate the learning of numerical methods and will be able to speak with the lecturers about their own work during “office hours”.

The aim of ZICE13 is to create a collaborative community of computational scientists and economists by training young scholars (advanced graduate students and post-doctoral students) in state-of-the-art numerical methods and computer technology, and their application to economic modeling and analysis.

The activities will begin with formal lectures on a range of topics – numerical optimization, dynamic programming, solution methods for dynamic economic models, and computationally intensive methods in statistics – followed by tutorials that familiarize participants with computer software applied to economic models. These sessions are presented by a mix of computational scientists and economists. ZICE13 participants will also be organized into small groups that will undertake computational assignments using the methods presented in the tutorials. The initiative will close with lectures by ICE graduates demonstrating successful applications of numerical methods to economic problems.

Graduate students from all universities are encouraged to apply to the Zurich Initiative. All applications will be considered equally; neither the citizenship of an applicant nor his or her current place of study will be a consideration in acceptance decisions.

There will be no fee for participating in ZICE13. We will provide housing for participants at no charge. Participants are responsible for transportation costs and for their meals. ZICE13 is funded by the University of Zurich and NCCR FINRISK.

For more information on topics, speakers, life in Zurich, and application procedures, see www.zccfe.uzh.ch. Application forms will be available at this website starting August 15, 2012.

NOTE THAT THE APPLICATION DEADLINE IS SEPTEMBER 15, 2012.

E-mail inquiries should be directed to Ruth Häfliger at ruth.haefliger@bf.uzh.ch.

Sincerely,

Kenneth Judd, Hoover Institution
Felix Kubler, University of Zurich and Swiss Finance Institute
Karl Schmedders, University of Zurich and Swiss Finance Institute
Che-Lin Su, University of Chicago

We thank the University of Zurich, NCCR FINRISK, for their sponsoring