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ZCCFE - Zurich Center for Computational Financial Economics

Program

Preliminary program


Tuesday, 28 January 2014
17.00 – 19.00 Software installation
Philipp Ott
Wednesday, 29 January 2014
09.30 – 10.15 Introduction to Computational Economics Ken Judd
10.30 - 12.00 Numerical Optimization for Economists:
Unconstrained Optimization
Todd Munson
12.00 - 13.30 Lunch
13.30 - 15.00 Numerical Optimization for Economists:
Contrained Optimization
Todd Munson
15.15 - 16.45 Software tutorials: AMPL Ken Judd
17.00 – 18.30  Non-linear equations Karl Schmedders
Thursday, 30 January 2014
09.30 - 11.00 Numerical Optimization for Economists:
Complementary problems
Todd Munson
11.15 - 12.45 Approximation and Quadrature Ken Judd
12.45 - 14.00 Lunch  
14.00 - 15.00 A big Data Approach to Optimal Tax Policy for Modern Dynamic Economies Ken Judd
15.15 - 16.45 Derivative-free and Simulation-based Optimization Stefan Wild
17.00 -  TA session on AMPL
19.30 Conference Dinner, Restaurant Zeughauskeller
Friday, 31 January 2014
09.30 - 11.00 Computational Noise, Noisy Derivatives, and Complementarity Problems Todd Munson / Stefan Wild
11.15 - 12.45 Dynamic Programming Ken Judd
12.45 - 14.00 Lunch  
14.00 - 15.30 Numerical Methods for Solving Auctions I Harry Paarsch
15.45 - 17.15 Computing Equilibria of Repeated and Dynamics Games I Sevin Yeltekin
  17.30 - Office hours, homework
Saturday, 1 February 2014
09.30 - 11.00 Numerical methods for Solving Auctions II Harry Paarsch
11.15 - 12.45 Computing Equilibria of Repeated and Dynamics Games II Sevin Yeltekin
12.45 -  Catered Lunch 
Afternoon off  
 
Sunday, 2 February 2014
Whole day off
Monday, 3 February 2014
09.30 - 11.00 Constrained Optimization Approaches to Structural Estimation I Che-Lin Su
11.15 - 12.45 Endogenous Grid Point Methods: Solving discrete-continuous choice models Fedor Iskhakov
12.45 - 14.00 Lunch
14.00 - 15.30 Software for Dynamic Programming Ken Judd
15.45 - 17.15 Modeling of Optimization Problems (& Software) Todd Munson/
Stefan Wild
17.30 -  Office hours, homework
Tuesday, 4 February 2014
09.30 - 11.00 Constrained Optimization Approaches to Structural Estimation II Che-Lin Su
11.15 - 12.45 Constrained Optimization Approaches to Structural Estimation III Che-Lin Su
12.45 - 14.00 Brown-Bag Lunch: Applications of Large-Scale Nonlinear Optimization at the Petascale: achievements and perspectives in Switzerland Olaf Schenk
14.00 - 15.30 Solving and estimating a vehicle choice model using good old NFXP Bertel Schjerning
15.30 - 17.15Poster presentation 1st floor
17.30 -   Office hours, homework
Wednesday, 5 February 2014
09.30 - 11.00 Computing equilibrium prices in the market for used cars John Rust, Bertel Schjerning, Anders Munk-Nielsen
11.15 - 12.30GSSA                                                     Ken Judd                
12.45 - 13.45 Lunch talk: Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models Simon Scheidegger
14.00 - 15.30 Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games John Rust, Bertel Schjernin, Fedor Ishkakov
15.30 - 15.45 Good-bye