Main SCE Conferences
- 17th International Conference on Computing in Economics and Finance, June 29-July 1, 2011, San Francisco
- 16th International Conference on Computing in Economics and Finance, July 15-17, 2010, London
- 15th International Conference on Computing in Economics and Finance, July 15-17, 2009, Sydney, Australia
- 14th International Conference on Computing in Economics and Finance, June 26-28, 2008, Paris
- 13th International Conference on Computing in Economics and Finance, June 14-16, 2007, Montreal
- 12th International Conference on Computing in Economics and Finance, June 22-24, 2006, Limassol, Cyprus
- Previous Conferences
Related Conferences
- 4th International Conference on Computational and Financial Econometrics (CFE'10), 10-12 December 2010, University of London & LSE
- Southern Workshop in Macroeconomics, July 24-26 2009, Auckland, NZ
- 3rd International Conference on Computational and Financial Econometrics (CFE'09), 29-31 October 2009, Grand Resort Hotel, Limassol, Cyprus
- SCE Session at the ASSA, January, 2009
- 2nd International Workshop on Computational and Financial Econometrics (CFE'08),19-21 June 2008, Neuchatel, Switzerland
Special Interest Groups
- Agent-Based Computational Economics, Leigh Tesfatsion, Iowa State University
- Computational Econometrics and Statistics, David Belsley, Boston College
- Computational Finance, Carl Chiarella, University of Technology, Sydney
- Computational Macro Modelling, Michael Binder, Goethe University at Frankfurt, Sharon Kozicki, Bank of Canada, and Peter Tinsley, Birkbeck College, University of London
- Computational Political Economy, John Miller, Santa Fe Institute
- Economic Dynamics, Volker Wieland,Goethe University at Frankfurt, Robert J. Tetlow, Board of Governors, and David Kendrick, University of Texas
- NYC Computational Economics & Complexity Workshop, Jason Barr, Rutgers University Newark, David Goldbaum, Rutgers University Newark, Troy Tassier,Fordham University, and Leanne Ussher, Queens College, CUNY
- Time Series Analysis, Tara M. Sinclair,George Washington University
Books
- Advances in Computational Economics Hans M. Amman and Anna Nagurney, editors; tables of contents on-line, 7 volumes to date; Kluwer
- Handbook of Computational EconomicsHans M. Amman, David A. Kendrick and John Rust, editors; some parts on-line; Elsevier/North-Holland
- Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics, Handbooks in Economics Series Leigh Tesfatsion and Ken Judd, editors; some parts on-line; North Holland, Amsterdam
Journals
-
These journals specialize in computational economics.
- Computational Economics
- Journal of Applied Econometrics
- Journal of Economic Dynamics and Control
Grad Student Contest
Every year the Society sponsors prizes for outstanding papers by
graduate students at its annual meeting. Generally, prizes total $3,000.
2008-2009
This contest was held in conjunction with the July 2009 conference in Sydney.- Gaetano Gaballo, Università di Siena,
Endogenous Switching of Volatility Regimes:
Rational Expectations and Behavioral Sunspots
2007-2008
This contest was held in conjunction with the July 2008 conference in Paris.- Antonella Tutino, Princeton University, The Rigidity of Choice.
Life cycle savings with information-processing limits
Francesco Bianchi, Bad Beta, Good Beta, and Rare Events
Antonio Mele, Repeated Moral Hazard and Recursive Lagrangeans (tie)
2006-2007
This contest was held in conjunction with the June 2007 conference in Montreal.- Andriy Norets, University of Iowa, Inference in Dynamic Discrete
Choice Models with Serially Correlated Unobserved State Variables
2005-2006
This contest was held in conjunction with the June 2006 conference in Limassol, Cyprus.- Pontus Rendahl, European University Institute, Inequality Constraints in Recursive Economies
- C. Bora Durdu, University of Maryland, Are Indexed Bonds a Remedy for Sudden Stops?
- Mauro Bambi, European University Institute, Endogenous Growth and Time to Build: the AK Case
2004-2005
This contest was held in conjunction with the June 2005 conference in Washington, D.C.- Oleksandr Zhylyevskyy, University of Virginia, Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske-Johnson Scheme
- Roberto Billi, Goethe-University, Frankfurt am Main, The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates
- Che-Lin Su, Stanford University, A Sequential NCP Algorithm for Solving Equilibrium Problems with Equilibrium Constraints
2003-2004
This contest was held in conjunction with the July 2004 conference at the University of Amsterdam.- S. Boragan Aruoba, Univ. of Pennsylvania, "Data Uncertainty in General Equilibrium"
- S. van der Hoog, CeNDEF,University of Amsterdam, "Credit and Cash-in-Advance in Disequilibrium Models"
- J. Sadefo Kamdem, Univ. de Reims/Univ. d'Evry, "Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors"
Tools for Computational Economists
There are many sites of use on the Internet for those interested in
computational economics. These include links to
program libraries and
software.
Membership Benefits and Costs
Members of the Society for Computational Economics are eligible for
reduced rate subscriptions to
Macroeconomic Dynamics.
Members are also automatically added to the "scelist" electronic mailing
list (non-members are welcomed to the list too). There is also a
web page
where one can sign up.
Dues are $10 a year. You can pay by check or by PayPal:
If you have questions, please contact Bill Goffe, the Secretary-Treasurer.Details About the Society
The society was founded in 1995 and is a 501(c)3 organization. Our major activity is
our annual conference; it typically draws 300-400 participants.
The president of the Society is Robert J. Tetlow and the
past presidents are Carl Chiarella, Manfred Gilli, Stephen Turnovsky, Berç Rustem, Hans Amman,
Ken Judd, and David Kendrick. Those interested in membership in the Society should contact
Bill Goffe, the
Secretary-Treasurer. The Advisory Council
consists of the officers, the editors of the journals, and some elected
and appointed members.
The By-Laws formally describe the Society and
conference organizers should read the
guidelines for our conferences. Finally, we offer
some job listings in computational economics.