ICE 2010 Home Page — ICE Home Page — Ken Judd’s Home Page
Schedule
| Monday, July 19, 2010 | |
| 9:00 am – 9:15 am | Welcoming Comments, Robert Rosner, former director of Argonne National Laboratory |
| 9:15am – 9:30am | Welcome to ICE10, Kenneth Judd. |
| 9:30am – 10:30am | Optimization and Equations: Connections Between Economics and Numerical Analysis, Kenneth Judd. |
| 11:00am – 12:30pm | “Numerical Optimization for Economists: Unconstrained Optimization,” Todd Munson. |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 3:30pm | Workshop, software tutorials, demonstrations, exercises, Kenneth Judd |
| 3:30pm – 5:00pm | Constrained Optimization Approaches to Structural Estimation, Che-Lin Su. AMPL Files (WinZip archive). |
| 5:00pm – 8:00pm | Optional session on programming: “Optimizers, Hessians, and Other Dangers,” Benjamin S. Skrainka (University College London). Example. |
| Tuesday, July 20, 2010 | |
| 9:00 am – 10:30 am | Numerical Dynamic Programming: Discrete States, Kenneth Judd. |
| 11:00am – 12:30pm | “Numerical Optimization for Economists: Constrained Optimization,” Todd Munson. |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 4:00pm | Workshop, software tutorials, demonstrations, exercises, Kenneth Judd. |
| 4:00pm – 5:00pm | Constrained Optimization Approaches to Structural Estimation II, Che-Lin Su. AMPL Files. |
| 5:00pm – 6:00pm | Poster Session |
| 6:30pm – 9:45pm | Dinner |
| Wednesday, July 21, 2010 | |
| 9:00 am – 10:30 am | Continuous-state dynamic programming, Kenneth Judd. |
| 11:00am – 12:30pm | “Numerical Optimization for Economists: Complementarity Problems,” Todd Munson. |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 3:15pm | Constrained Optimization Approaches to Structural Estimation III, Che-Lin Su. AMPL Files. |
| 3:30pm – 5:00pm | Workshop, software tutorials, demonstrations, exercises, Kenneth Judd |
| 5:00pm – 8:00pm | Optional session on programming (Knitro, fmincon, UNIX, Condor, etc.) |
| Thursday, July 22, 2010 | |
| 9:00am – 10:30 am | “Projection Methods for Dynamic Models,” Kenneth Judd. AMPL code for a simple dynamic programming problem. |
| 11:00am – 12:30pm | “Advanced Topics: Mixed-Integer Optimization and Global Optimization,” Todd Munson. |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 2:30pm | “Optimal Taxation with Multidimensional Taxpayer Types,” Kenneth Judd. Slides |
| 3:00pm – 5:00pm | “Solving Dynamic Games with Newton’s Method,” and “Optimal Patent Rules,” Karl Schmedders |
| 5:00pm – 8:00pm | Optional session on programming (Knitro, fmincon, UNIX, Condor, etc.) |
| Friday, July 23, 2010 | |
| 9:00am – 10:30 am | “Computing Equilibria and Estimation of Asymmetric Auctions,” Harry Paarsch |
| 11:00am – 12:30pm | “High Performance Quadrature Rules: How Numerical Integration Affects a Popular Model of Product Differentiation,” Benjamin S. Skrainka (University College London) |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 2:30pm | Perturbation methods for dynamic stochastic models I, Kenneth Judd. Related papers and files. |
| 3:15pm – 4:30pm | Perturbation methods for dynamic stochastic models II, Kenneth Judd. Related papers and files. |
| 7:00pm – 9:00pm | Dinner |
| Saturday, July 24, 2010 | |
| Sunday, July 25, 2010 | |
| Monday, July 26, 2010 | |
| 9:00 am – 10:30 am | Condor: Supercomputing without a Super-Budget and Using Condor: An Introduction, Greg Thain and Steve Wright (University of Wisconsin) |
| 10:30 am – 12:30 pm | Condor: Software Tutorials, Demonstrations, and Exercises |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 3:00pm | “Computing Equilibria of Repeated and Dynamic Games,” Sevin Yeltekin (Carnegie Mellon University) |
| 3:30pm – 5:00pm | “Finding All Pure-Strategy Equilibria in Dynamic and Static Games with Continuous Strategies,” Karl Schmedders |
| Tuesday, July 27, 2010 | |
| 9:00 am – 10:30 am | Condor follow-up: Greg Thain |
| 10:30 am – 12:00pm | Office Hours |
| 12:00pm – 1:00pm | Lunch |
| 1:00pm – 2:15pm | “Computation of Moral-Hazard Problems with Applications in Designing Executive Compensation Contracts,” Che-Lin Su |
| 2:45pm – 3:45pm | Project Presentations |
| 4:00pm – 5:00pm | “Tackling Multiplicity of Equilibria with Gröbner Bases,” Karl Schmedders (University of Zurich) and Felix Kubler (University of Zurich) |
| Wednesday, July 28, 2010 | |
| 10:00am – 11:00am | Project Presentations |
| 11:30am – 12:30pm | Project Presentations |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 2:30pm | Forum on Computational Economics, Kenneth Judd, Felix Kubler, Harry Paarsch, Karl Schmedders, Che-Lin Su, and Sevin Yeltekin |
| 3:00pm – 5:00pm | “Parsimonious Bayesian Factor Analysis when the Number of Factors is Unknown” (Fruehwirth-Schnatter and Lopes, 2010), Hedibert Lopes, University of Chicago, Booth School of Business “Constructing Economically Justified Aggregates: An Application of the Early Origins of Health” (Conti, Heckman, Lopes and Piatek, 2010), Gabriella Conti, University of Chicago, Department of Economics |
| Thursday, July 29, 2010 | |
| 9:00am – 10:30am | Project Presentations |
| 10:45am – 12:30pm | Office Hours |
| 12:30pm – 1:30pm | Lunch |
| 1:30pm – 3:00pm | Project Presentations |
| 3:30pm – 5:00pm | “Verifying Competitive Equilibria in Dynamic Economies,” Felix Kubler (University of Zurich) |
| Friday, July 30, 2010 | |
| 9:00am – 10:15am | “Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices,” Felix Kubler and Karl Schmedders |
| 10:45am – 12:00pm | “Exploring Dynamic Equilibrium Behavior with Interacting Drivers of Behavior: The Case of Learning-by-Doing and Organizational Forgetting,” Mark Satterthwaite (Kellogg School of Management, Northwestern University). Background paper. Slides. |
| 12:30pm – 1:30pm | Lunch |
| 1:00pm – 2:15pm | “Modeling Long-term Valuation in Dynamic Stochastic Economies,” Lars Hansen. Supporting papers. |
| 2:45pm – 4:00pm | TBA, Brent Hickman (University of Iowa) |
| 4:00pm – 4:55pm | “Methods for Solving Heterogeneous Agent Models,” Kenneth Judd. Supporting papers. |
| 4:55pm – 5:00pm | Concluding Remarks, Kenneth Judd |
| 6:00pm – 9:00pm | “Taste of Hyde Park” Dinner |