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ZCCFE - Zurich Center for Computational Financial Economics

Speakers

(in alphabetical order)

 

Kenneth Judd, Hoover Institution on war, revolution and peace, Stanford University
Paul H. Bauer Senior Fellow at the Hoover Institution on War, Revolution and Peace

Fellow of the Econometric Society; Elected, American Academy of Arts and Sciences, 2003

Ph.D., University of Wisconsin, 1980
Research Interests: Economics of taxation, tax policy, antitrust issues, imperfect competition, and mathematical economics and developing computational methods for economic modeling

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Felix Kübler, University of Zurich, Department of Banking and Finance
Professor of Financial Economics, since 2008
Swiss Finance Institute Senior Chair

Fellow of the Econometric Society

Ph.D., Yale University, 1999
Research Interests: Computation of equilibria, General equilibrium theory, Risk-Sharing Portfolio choice

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Todd Munson, University of Chicago, Argonne National Laboratory Computation Institute
Scientist, Mathematics and Computer Science Division

Presidential Early Career Award for Scientists and Engineers, 2006
Early Career Scientist and Engineer Award, U.S. Department of Energy, 2006;
Beale-Orchard-Hayes Prize, 2003

Ph.D., University of Wisconsin, 2000
Research Interests: Algorithms and applications of optimization and complementarity. Utilizing constrained nonlinear optimization techniques to compute mountain passes, critical points where the Hessian has exactly one negative eigenvalue. Application of optimization to the r-refinement problem, a large nonlinear, nonconvex, optimization problem. Special purpose algorithms for solving support vector machine and mesh shape-quality optimization problems

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Harry J. Paarsch, Seattle, Washington
PhD, Stanford University, 1987

Research Interests: applied econometrics, with particular interest in auctions, as well as computational economics and numerical methods.

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John Rust, Professor of Economics, Georgetown University
Fellow of the Econometric Society.
Alfred Sloan Fellowship, Frisch Medal Winner.

PhD, MIT, 1983

Research interests: structural econometrics,
computational economics 

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Karl Schmedders, University of Zurich, Department of Business Administration
Professor of Quantitative Business Administration
Head of Knowledge Center, Swiss Finance Institute

L.G. Lavengood Professor of the Year, 2002

Ph.D., Stanford University, 1996

Research Interests: Computational Economics, General Equilibrium Theory, Asset Pricing, Portfolio Choice

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Che-Lin Su, University of Chicago, Booth School of Business
Assistant Professor, Operations Management

Ph.D., Stanford University, 2005

Research Interests: Computational economics; mathematical programming methods for structural estimation, optimal income taxation, executive compensation design and dynamic principal-agent problems

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Stefan Wild, Argonne National Laboratory, Mathematics and Computer Science Division
Fellow, University of Chicago, Computation Institute
DOE Exascale Mathematics Working Group

Ph.D., Cornell University, Operations Research 2009

Research Interests:
Modeling and algorithms for continuous and numerical optimization, Derivative-free and simulation-based optimization methods, Numerical linear algebra and scientific computing

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Sevin Yeltekin, Tepper School of Business, Carnegie Mellon University
Associate Professor

Society for Computational Economics Graduate Student Prize, 1998

Ph.D., Economics, Stanford University, 1999

Research Interests: Macroeconomics, Optimal Monetary and Fiscal Policy, Computational Economics, Repeated and Dynamic Portfolio Games, Mechanism Design, Political Economy

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