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ZCCFE - Zurich Center for Computational Financial Economics

Program

06.01.2015


Wednesday, 28 January 2015
17.00 – 19.00 Software installation
Philipp Ott
Thursday, 29 January 2015
09.30 – 10.15 Introduction to Computational Economics Ken Judd
10.30 - 12.00 Principles of Numerical ComputingTodd Munson
12.00 - 13.30 Lunch
13.30 - 15.00 Foundations of Optimization Todd Munson/
Stefan Wild
15.15 - 16.45 Software tutorials: AMPL Ken Judd
 
Friday, 30 January 2015
09.30 - 11.00 Approximation and Quadrature Ken Judd
11.15 - 12.45 Continuous Optimization Algorithms Todd Munson
12.45 - 14.00 Lunch  
14.00 - 15.30 Numerical Methods for Solving Auctions I Harry Paarsch
15.45 - 17.15 Numerical Methods for Solving Auctions IIHarry Paarsch 
17.30 -  TA session on AMPL Ken Judd
19.30 Conference Dinner, Restaurant Zeughauskeller
Saturday, 31 January 2015
09.30 - 11.00 Complementarity Problems and Game TheoryTodd Munson
11.15 - 12.45 Dynamic Programming Ken Judd
12.45 - 14.00 Lunch  
14.00 - 15.30 Software for Dynamic Programming Ken Judd
 
Sunday, 1 February 2015
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, 2 February 2015
09.30 - 11.00 Constrained Optimization Approaches to Structural Estimation I Che-Lin Su
11.15 - 12.45 Constrained Optimization Approaches to Structural Estimation II Che-Lin Su
12.45 - 13.45 Lunch talk: Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models Simon Scheidegger
14.00 - 15.30Solving and Estimating and Estimating Discrete-Continuous Choice models using the Endogenous Grid-point Method Fedor Iskhakov
15.45 - 17.15Poster Presentation
Tuesday, 3 February 2015
09.30 - 11.00 Optimization without Derivatives Stefan Wild
11.15 - 12.45 Constrained Optimization Approaches to Structural Estimation III Che-Lin Su
12.45 - 14.00 Lunch
14.00 - 15.30 Robots Are Us - A Model of Human Replacement Guest Speaker: Larry Kotlikoff
15.45 - 17.15 Stochastic Approximation Methods Stefan Wild
17.30 -  Office hours, homework
Wednesday, 4 February 2015
09.30 - 11.00 Solving and Estimating Discrete Choice Models using NFXP John Rust/
Bertel Schjerning/
Fedor Iskhakov
11.15 - 12.45 GSSA Ken Judd
12.45 - 14.00 Lunch
14.00 - 15.30 Empirical Applications on Cars John Rust/
Bertel Schjerning
15.30 - 17.15Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games John Rust/
Bertel Schjerning/
Fedor Ishkakov
17.30 -   Office hours, homework
Thursday, 5 February 2015
09.30 - 11.00 What is the social value of options? An application of solving portfolio problems with transaction costs Ken Judd
11.15 - 12.30 Applications of Large-Scale Nonlinear Optimization at the Petascale                                                    Olaf Schenk
12.45 - 13.45 Lunch
14.00 - 15.30 A big Data Approach to Optimal Tax Policy for Modern Dynamic Economices Ken Judd
15.30 - 15.45 Good-bye