ICE 2011 Schedule

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Schedule

Monday, July 18, 2011
9:00 am – 9:15 amWelcome to ICE11, Ian Foster, Computation Institute
9:15am – 10:15am“Welcome to the ICE11 Summer Workshop,” and “Optimization and Equations: Connections Between Economics and Numerical Analysis,” Kenneth Judd
10:15am – 10:30amBreak
10:30am – 12:30pmNumerical Optimization for Economists, Todd Munson.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises, Kenneth Judd
3:30pm – 5:00pm“Constrained Optimization Approaches to Structural Estimation,” Che-Lin Su.
5:00pm – 6:30pm“Optimizers, Hessians, and Other Dangers,” Benjamin S. Skrainka.
Tuesday, July 19, 2011
9:00 am – 10:30 am“Approximation Methods” and “Quadrature Methods,” Kenneth Judd.
10:30am – 11:00amBreak
11:00am – 12:30pmNumerical Optimization for Economists: Constrained Optimization, Todd Munson.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises, Kenneth Judd.
3:30pm – 5:00pm“Constrained Optimization Approaches to Structural Estimation II,” Che-Lin Su.
5:00pm – 6:00pmPoster Session
6:30pm – 9:45pmDinner at Goose Island Brewery
Wednesday, July 20, 2011
9:00 am – 10:30 am“Dynamic Programming: An Overview,” “Dynamic Programming with Hermite Interpolation: Slides,” Kenneth Judd. Related Papers: “Dynamic Programming with Hermite Interpolation,” Kenneth Judd and Yongyang Cai; “Shape-Preserving Dynamic Programming,” Kenneth Judd and Yongyang Cai
10:30am – 11:00amBreak
11:00am – 12:30pm“Numerical Optimization for Economists: Complementarity Problems,” Todd Munson.
12:30pm – 1:30pmLunch
1:30pm – 3:15pm“Constrained Optimization Approaches to Structural Estimation III,” Che-Lin Su.
3:15pm – 3:30pmBreak
3:30pm – 5:00pm“Projection Methods for Dynamic Models,” Kenneth Judd
5:00pm – 8:00pm“Enhance Your Productivity and Software Quality with Techniques from Silicon Valley,” Benjamin S. Skrainka
Thursday, July 21, 2011
9:00am – 10:30 am“Numerical Methods for Solving Auctions I,”Tim Hubbard
10:30am – 11:00amBreak
11:00am – 12:30pm“Solving Dynamic Games with Newton’s Method,” and “Optimal Patent Rules,” Karl Schmedders
12:30pm – 1:30pmLunch
1:30pm – 3:00pm“Advanced Topics: Mixed-Integer Optimization and Global Optimization,” Todd Munson
3:00pm – 3:15pmBreak
3:15pm – 4:45pm“Software for Dynamic Programming,” Kenneth Judd
5:00pm – 6:00pmUnix Basics, Benjamin S. Skrainka
Friday, July 22, 2011
9:00am – 10:30 am“Numerical Methods for Solving Auctions II,” Tim Hubbard
10:30am – 11:00amBreak
11:00am – 12:30pm“High Performance Quadrature Rules: How Numerical Integration Affects a Popular Model of Product Differentiation,” Benjamin S. Skrainka
12:30pm – 1:30pmLunch
1:30pm – 4:30pm“A Cluster-Grid Projection Method for Solving Problems with High Dimensionality,” Kenneth Judd, Lilia Maliar and Serguei Maliar; “Numerically Stable and Accurate Stochastic Simulation Approaches for Solving Dynamic Models,”Kenneth Judd, Lilia Maliar and Serguei Maliar.
6:00pm – 8:00pmTGIF at The Pub in Ida Noyes Hall
Saturday, July 23, 2011
All DayEnjoy Chicago, work on projects
Sunday, July 24, 2011
All DayEnjoy Chicago, work on projects
Monday, July 25, 2011
9:00am – 10:30amCondor: Supercomputing without a Super Budget, and Using Condor: An Introduction, Greg Thain (University of Wisconsin)
10:30am – 12:30pmCondor: Software Tutorials, Demonstrations, and Exercises
12:30pm – 1:30pmLunch
1:30pm – 3:00pm“Teragrid,” Philip Blood
3:30pm – 5:00pmFinding All Pure-Strategy Equilibria in Dynamic and Static Games with Continuous Strategies, Karl Schmedders
Tuesday, July 26, 2011
9:00am – 9:30amCondor Follow-up: Greg Thain (University of Wisconsin)
9:30am – 10:00am“Teragrid Follow-Up,” Philip Blood
10:00am – 10:30amBreak
10:30am – 12:00pmOffice Hours
12:00pm – 1:00pmLunch
1:00pm – 2:15pm“Examining Macroeconomic Models through the Lens of Asset Pricing,” Lars Peter Hansen
2:15pm – 2:45pmBreak
2:45pm – 3:45pm“Land-Use Model in CIM-EARTH”, Jevgenijs Steinbuks
3:45pm – 4:00pmBreak
4:00pm – 5:00pm“Tackling Multiplicity of Equilibria with Gröbner Bases,” Karl Schmedders and Felix Kubler
Wednesday, July 27, 2011
9:00am – 10:30amProject Presentations (2)
11:00am – 11:30amBreak
11:30am – 12:30pm“Complementarity and Equilibrium:” Jong-Shi Pang
12:30pm – 1:30pmLunch
1:30pm – 2:30pmProject Presentations (2)
3:00pm – 5:00pm“A Third Millenium Approach to Optimal Taxation Problems:” Ken Judd; Kenneth Judd and Che-Lin Su, “Optimal Income Taxation with Multidimensional Taxpayer Types;” Kenneth Judd and Che-Lin Su, “Optimal Income Taxation with Multidimensional Types” (slides)
Thursday, July 28, 2011
9:00am – 10:30amProject Presentations (3)
10:30am – 10:45amBreak
10:45am – 12:30pmOffice Hours
12:30pm – 1:30pmLunch
1:30pm – 3:00pmProject Presentations (3)
3:30pm – 5:00pm“Exact Versus Approximate Equilibria in Dynamic General Equilibrium,” Felix Kubler
Friday, July 29, 2011
9:00am – 10:15am“Life-Cyle Portfolio Choice, the Wealth Distribution and Asset Prices,” Felix Kubler and Karl Schmedders
10:15am – 10:30amBreak
10:30am – 12:00pm“High Dimensional Sparse Econometric Models: An Introduction,” Alexandre Belloni (A. Belloni, D. Chen, V. Chernozhukov, and C. Hansen)
“Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain,” A. Belloni and V. Chernozhukov
“1-Penalized Quantile Regression in High-Dimensional Sparse Models”
12:00pm – 1:00pmLunch
1:00pm – 2:15pm“Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors:” Eric Aldrich (TAR file)
2:15pm – 2:45pmBreak
2:45pm – 4:00pm“A Large Scale Study of the Small Sample Performance of Random Coefficient Models of Demand,” Benjamin S. Skranika
4:00pm – 4:55pm“DSICE“, Kenneth Judd
4:55pm – 5:00pmConcluding Remarks, Kenneth Judd
6:00pm – 9:00pm“Taste of Hyde Park” Dinner