The Zurich Center for Computational Financial Economics (ZCCFE) will hold the 2016 Zurich Initiative on Computational Economics (ZICE16) at the University of Zurich, Switzerland, from January 27 to February 4, 2016. ZICE16 will be a program for young scholars interested in applying computational methods to economics.

ZICE16 marks the fifth time that this computational workshop is held at the University of Zurich. ZICE16 has a similar objective and format as ZICE’s 2011 – 2015 and the past ICE (at the University of Chicago) workshops. The aim of ZICE16 is to create a collaborative community of computational scientists and economists by training young scholars (advanced graduate students) in state-of-the-art numerical methods and computer technology, and their application to economic modeling and analysis. The activities will begin with formal lectures on a range of topics – numerical optimization, dynamic programming, solution methods for dynamic economic models, and computationally intensive methods in statistics – followed by tutorials that familiarize participants with computer software applied to economic models. In addition, participants will work on assignments to facilitate the learning of numerical methods and will be able to speak with the lecturers about their own work during “office hours”.

The presenters will provide the participants with computer implementations of their solution methods for economic models. Most of these computer programs will be in the Matlab language. Therefore, it is of paramount importance that participants bring a laptop with a working version of Matlab to ZICE16 and have a solid knowledge of programming in Matlab.

Graduate students from all universities are encouraged to apply to ZICE16. All applications will be considered equally; neither the citizenship of an applicant nor his or her current place of study will be a consideration in acceptance decisions. However, note that the workshop is for current PhD students only, ideally students in the 3rd year of their doctoral studies.

There will be no fee for participating in ZICE16. We will provide housing for participants at no charge (double rooms at Zurich Youth Hostel). Participants are responsible for transportation costs and for their meals. ZICE16 is funded by the University of Zurich.

For more information on topics, speakers, life in Zurich, and application procedures, see www.zccfe.uzh.ch. Application forms will be available at this website starting mid-August, 2015.

NOTE THAT THE APPLICATION DEADLINE IS SEPTEMBER 28, 2015.

E-mail inquiries should be directed to Ruth Häfliger at ruth.haefliger@bf.uzh.ch.

Sincerely,

Kenneth Judd, Hoover Institution
Felix Kubler, University of Zurich and Swiss Finance Institute
Karl Schmedders, University of Zurich and Swiss Finance Institute

We thank the University of Zurich for the sponsoring.