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ZCCFE - Zurich Center for Computational Financial Economics

Program

ZICE17 Conference program (issue 4, 30 January 2017)

 

Tuesday, 24 January 2017

17.00 – 17.15

17.15 – 18.45

Welcome
Onboarding

Felix Kübler

Simon Scheideg-ger/Luca Mazzone

 

Wednesday, 25 January 2017

09.30 – 10.15

Introduction to Computational Economics

Karl Schmedders

10.30 – 12.00

Principles of Numerical Computing

Todd Munson

12.00 – 13.30

Lunch

 

13.30 – 15.00

Foundations of Optimization

Todd Munson/
Stefan Wild

15.15 – 16.45

Tutorials

Todd Munson/
Stefan Wild

 

Thursday, 26 January 2017

09.30 – 11.00

Continuous Optimization Algorithms

Todd Munson/
Stefan Wild

11.15 – 12.45

Nonlinear equations

Karl Schmedders

12.45 – 14.00

Lunch

 

14.00 – 15.30

Approximation and Integration

Felix Kübler

15.45 – 17:15

Complementarity

Todd Munson

17.30 -

Office Hours

 

19.30 -

Conference Dinner, Restaurant Zeughauskeller

 

 

Friday, 27 January 2017

09.30 – 11.00

Dynamic Programming

Felix Kübler

11.15 – 12.45

Optimization without Derivatives

Stefan Wild/
Todd Munson

12.45 – 14.00

Lunch

 

14.00 – 15.30

Structural Estimation I

Philipp Eisenhauer

15,45 – 17.15

Structural Estimation II

Philipp Eisenhauer

 

 

 

Saturday, 28 January 2017

09.30 – 11.00

Structural estimation of discrete decision problems (DDPs)

Iskhakov/Rust/

Schjerning

11.15 – 12.45

Software Engineering for economists I

Philipp Eisenhauer

12.45 – 14.00

Lunch (Pizza delivery)

 

14.00 – 15.30

Parallel Programming I

Simon Scheidegger

 

Sunday, 29 January 2017

 

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, 30 January 2017

09.30 – 11.00

Parallel Programming II

Simon Scheidegger

11.15 – 12.45

Solving and Estimating models with Discrete-Continuous choice

F. Iskhakov/J. Rust/

B. Schjerning

12.45 – 14.00

Lunch

 

14.00 – 15.30

Software Engineering for Economists II

Philipp Eisenhauer

15.45 – 17.15

Dynamic Equilibrium Models

F. Iskhakov/J. Rust/

B. Schjerning

 

Tuesday, 31 January 2017

09.30 – 11.00

Projection Methods

Johannes Brumm

11.15 – 12.45

Time Iteration

Johannes Brumm

12.45 – 14.00

Lunch

 

14.00 – 15.30

Sparse Grids

Simon Scheidegger

15.45 – 17.15

Software Tutorial

Simon Scheidegger/
Johannes Brumm

 

Wednesday, 1 February 2017

09.30 – 11.00

Solution and structural estimation of games of incomplete information. Full solution of dynamic games with multiple equilibria (I)

F. Iskhakov/J. Rust/

B. Schjerning

11.15 – 12.45

Solution and structural estimation of games of incomplete information. Full solution of dynamic games with multiple equilibria (II)

F. Iskhakov/J. Rust/

B. Schjerning

13.00 – 13.15

Good-bye

Karl Schmedders