ICE 2006 Personnel
Co-chair Lars Peter Hansen, University of Chicago
Homer J. Livingston Distinguished Service Professor in Economics.
Ph.D., University of Minnesota, 1978. Co-winner of the Frisch Prize Medal, 1984; John Simon Guggenheim Fellow, 1996; Faculty Award for Excellence in Graduate Teaching, 1998; Member, National Academy of Sciences, 1999.
Research: Time series econometrics; quantitative analysis of dynamic equilibrium models; asset pricing.
Co-chair Kenneth Judd, Hoover Institution
Paul H. Bauer Senior Fellow at the Hoover Institution on War, Revolution and Peace .
Ph.D., University of Wisconsin, 1980. Alfred E. Sloan Fellowship, 1985. Fellow of the Econometric Society; Elected, American Academy of Arts and Sciences, 2003.
Research: Economics of taxation, tax policy, antitrust issues, imperfect competition, and mathematical economics and developing computational methods for economic modeling.
Co-chair Jorge Moré, Argonne National Laboratory
Scientist, Mathematics and Computer Science Division.
Ph.D., University of Maryland, 1970.
Research: Development of algorithms and software for large-scale optimization problems – in particular, optimization environments, optimization software for high-performance computers, optimization problems in molecular modeling, economic equilibrium and global optimization.
James J. Heckman, University of Chicago
Henry Schultz Distinguished Service Professor in Economics
Ph.D., Princeton University, 1971. John Bates Clark Medal Winner, 1983; Member, National Academy of Sciences since 1992; Nobel Prize in Economic Sciences, 2000. Director, Economics Research Center, Department of Economics; and Director, Center for Social Program Evaluation, Harris Graduate School of Public Policy Studies since 1973.
Research: Evaluation of social programs; econometric models of discrete choice and longitudinal data; the economics of the labor market; alternative models of the distribution of income; public economics; regulation and policy reform of income inequality; the economics of the life cycle of skill formation; hedonic models and pricing of heterogeneous goods and characteristics; heterogeneity in general equilibrium models.
Sven Leyffer, Argonne National Laboratory
Scientist, Mathematics and Computer Science Division
Ph.D., University of Dundee, 1994. Vice-chair INFORMS Optimization Society, 2004; Program Director, SIAM Activity Group on Optimization, 2004.
Research: Mathematical Programs with Equilibrium Constraints, Large Scale Nonlinear Programming, Mixed Integer Nonlinear Programming, Branch-and-bound for Mixed Integer Quadratic Programming
Todd Munson, Argonne National Laboratory
Scientist, Mathematics and Computer Science Division
Ph.D., University of Wisconsin, 2000. Enrico Fermi Scholar, 2000. Beale-Orchard-Hayes Prize, 2003.
Research: 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.
Robert Townsend, University of Chicago
The Charles E. Merriam Distinguished Service Professor in Economics and the College, University of Chicago
Ph.D., University of Minnesota, 1975. Frisch Prize Medal Winner 1998.
Research: Contract theory and mechanism design; risk and insurance; village economies, micro credit, micro foundations of macro economics; evaluation of financial systems in developing countries, banking.
ICE 2006 SPEAKERS
Jesus Fernandez-Villaverde, University of Pennsylvania
Ph.D., University of Minnesota, 2001
Research Interests: Formulation of dynamic equilibrium models, their efficient computation and their estimation.
John Geweke, University of Iowa
Ph.D., University of Minnesota, 1975
Research Interests: Bayesian Analysis, Computation and Communication in the Social Sciences, Flexible Bayesian Econometric Modeling, Analysis of Earnings Inequality and Earnings Mobility.
Han Hong, Duke University
Ph.D., Stanford University, 1998
Research Interests: theoretical econometrics and econometric applications in applied microeconomics. Some of his recent research focused on structural estimation of empirical auction models and Monte Carlo Markov chain based estimation methods.
Shinichi Nishiyama, Georgia State University
Ph.D., University of Pennsylvania, 2000
Research Interests: applications of dynamic general equilibrium models with heterogeneous agents to problems in a household’s risk sharing and social insurance.
Karl Schmedders, Kellogg School of Management, Northwestern University
Ph.D., Stanford University, 1996
Research Interests: Computational Economics, General Equilibrium Theory, Asset Pricing, Portfolio Choice
Kent Smetters, University of Pennsylvania
Ph.D., Harvard University, 1995
Research Interests: Social insurance programs; incomplete markets; annuity markets; tax reform; pricing government guarantees
Greg Thain, University of Wisconsin
Stephen J. Wright, University of Wisconsin
Ph.D., University of Queensland, Australia, 1984
Research Interests: Algorithms for nonlinear optimization Interior-point methods. Optimization software: PCx (linear programming), OOQP (convex quadratic programming). Applications of optimization to cancer radiotherapy, process control, statistics, weather forecasting, signal processing, computational biology, and other areas. Parallel optimization algorithms: Design and implementation