ICE 2010 Schedule

ICE 2010 Home PageICE Home Page — Ken Judd’s Home Page

Schedule

Monday, July 19, 2010
9:00 am – 9:15 amWelcoming Comments, Robert Rosner, former director of Argonne National Laboratory
9:15am – 9:30amWelcome to ICE10, Kenneth Judd.
9:30am – 10:30amOptimization and Equations: Connections Between Economics and Numerical Analysis, Kenneth Judd.
11:00am – 12:30pmNumerical Optimization for Economists: Unconstrained Optimization,” Todd Munson.
12:30pm – 1:30pmLunch
1:30pm – 3:30pmWorkshop, software tutorials, demonstrations, exercises, Kenneth Judd
3:30pm – 5:00pmConstrained Optimization Approaches to Structural Estimation, Che-Lin Su. AMPL Files (WinZip archive).
5:00pm – 8:00pmOptional session on programming: “Optimizers, Hessians, and Other Dangers,” Benjamin S. Skrainka (University College London). Example.
Tuesday, July 20, 2010
9:00 am – 10:30 amNumerical Dynamic Programming: Discrete States, Kenneth Judd.
11:00am – 12:30pmNumerical Optimization for Economists: Constrained Optimization,” Todd Munson.
12:30pm – 1:30pmLunch
1:30pm – 4:00pmWorkshop, software tutorials, demonstrations, exercises, Kenneth Judd.
4:00pm – 5:00pmConstrained Optimization Approaches to Structural Estimation II, Che-Lin Su. AMPL Files.
5:00pm – 6:00pmPoster Session
6:30pm – 9:45pmDinner
Wednesday, July 21, 2010
9:00 am – 10:30 amContinuous-state dynamic programming, Kenneth Judd.
11:00am – 12:30pmNumerical Optimization for Economists: Complementarity Problems,” Todd Munson.
12:30pm – 1:30pmLunch
1:30pm – 3:15pmConstrained Optimization Approaches to Structural Estimation III, Che-Lin Su. AMPL Files.
3:30pm – 5:00pmWorkshop, software tutorials, demonstrations, exercises, Kenneth Judd
5:00pm – 8:00pmOptional session on programming (Knitro, fmincon, UNIX, Condor, etc.)
Thursday, July 22, 2010
9:00am – 10:30 amProjection 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 – 1:30pmLunch
1:30pm – 2:30pmOptimal Taxation with Multidimensional Taxpayer Types,” Kenneth Judd. Slides
3:00pm – 5:00pmSolving Dynamic Games with Newton’s Method,” and “Optimal Patent Rules,” Karl Schmedders
5:00pm – 8:00pmOptional 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 – 1:30pmLunch
1:30pm – 2:30pmPerturbation methods for dynamic stochastic models I, Kenneth Judd. Related papers and files.
3:15pm – 4:30pmPerturbation methods for dynamic stochastic models II, Kenneth Judd. Related papers and files.
7:00pm – 9:00pmDinner
Saturday, July 24, 2010
Sunday, July 25, 2010
Monday, July 26, 2010
9:00 am – 10:30 amCondor: Supercomputing without a Super-Budget and Using Condor: An Introduction,
Greg Thain and Steve Wright (University of Wisconsin)
10:30 am – 12:30 pmCondor: Software Tutorials, Demonstrations, and Exercises
12:30pm – 1:30pmLunch
1:30pm – 3:00pmComputing Equilibria of Repeated and Dynamic Games,” Sevin Yeltekin (Carnegie Mellon University)
3:30pm – 5:00pmFinding All Pure-Strategy Equilibria in Dynamic and Static Games with Continuous Strategies,” Karl Schmedders
Tuesday, July 27, 2010
9:00 am – 10:30 amCondor follow-up: Greg Thain
10:30 am – 12:00pmOffice Hours
12:00pm – 1:00pmLunch
1:00pm – 2:15pmComputation of Moral-Hazard Problems with Applications in Designing Executive Compensation Contracts,” Che-Lin Su
2:45pm – 3:45pmProject Presentations
4:00pm – 5:00pmTackling Multiplicity of Equilibria with Gröbner Bases,” Karl Schmedders (University of Zurich)
and Felix Kubler (University of Zurich)
Wednesday, July 28, 2010
10:00am – 11:00amProject Presentations
11:30am – 12:30pmProject Presentations
12:30pm – 1:30pmLunch
1:30pm – 2:30pmForum 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 – 10:30amProject Presentations
10:45am – 12:30pmOffice Hours
12:30pm – 1:30pmLunch
1:30pm – 3:00pmProject Presentations
3:30pm – 5:00pm“Verifying Competitive Equilibria in Dynamic Economies,” Felix Kubler (University of Zurich)
Friday, July 30, 2010
9:00am – 10:15amLife-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 – 1:30pmLunch
1:00pm – 2:15pm“Modeling Long-term Valuation in Dynamic Stochastic Economies,” Lars Hansen. Supporting papers.
2:45pm – 4:00pmTBA, Brent Hickman (University of Iowa)
4:00pm – 4:55pm“Methods for Solving Heterogeneous Agent Models,” Kenneth Judd. Supporting papers.
4:55pm – 5:00pmConcluding Remarks, Kenneth Judd
6:00pm – 9:00pm“Taste of Hyde Park” Dinner