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 Computing | Todd 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 II | Harry 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 Theory | Todd 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 - 15.30 | Solving and Estimating and Estimating Discrete-Continuous Choice models using the Endogenous Grid-point Method | Fedor Iskhakov |
| 15.45 - 17.15 | Poster 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 - 17.15 | Recursive 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 | |