The Initiative for Computational Economics (ICE) began in 2005 and continued through 2012. ICE was initially a 2004 proposal by Lars Hansen, James Heckman, and Ken Judd, and was funded generously by a grant from Vice-President for Research Rosenbaum. Beginning in 2006, funding came from the Economic Research Center directed by James Heckman, and the NSF-funded project RDCEP, where Lars Hansen and Ken Judd were co-PIs.
ICE was always held in late July or early August, first at Argonne National Labs and then Hyde Park, making the name somewhat ironic and, perhaps, an antidote to the actual weather.
Below are links to the websites for the ICE sessions.