Pre-Conference Workshops
Two optional pre-conference
workshops will be offered to conference attendees prior to the start of CEF
2013. Registration for workshops is available online with conference
registration. The fee is $25 for each full-day workshop. Morning and afternoon coffee breaks
are included; attendees will be on their own
for lunch. Space is limited, and priority will be given to graduate
students and recent PhDs (earned November 1, 2012 or later). Non-students may register but will be waitlisted until after
May 1, 2013. Those who register and cannot be accommodated will be
refunded in full. Workshops will be held at the Sheraton Wall Centre.
Monday July 8 -- 9:00 a.m. to 5:00 p.m.
GPU
Computing Tutorial
Presented by Garland
Durham, Quantos Analytics, LLC
Link to
WORKSHOP PREPARATION MATERIALS
Download
COURSE OUTLINE.
This tutorial will provide an
introduction to parallel programming using commodity video card (GPU)
hardware. GPU hardware can enable speedups on the order of a factor of 100
relative to conventional serial computing for amenable applications, and
is readily available at modest cost. The main focus will be on using the
CUDA software development kit (SDK) with Nvidia hardware. The tutorial
will include examples in C/C++, Matlab and Python. A large part of the
tutorial will consist of hands-on exercises illustrating basic ideas
central to GPU computing and a selection of advanced topics. The tutorial
is intended for people with little or no experience in GPU programming.
Participants should bring laptops. Those with laptops equipped with Nvidia
graphics cards may find it useful to install the Nvidia CUDA driver and
SDK. See
https://developer.nvidia.com/cuda-downloads
for details. Matlab with the parallel computing toolkit might also be
useful. However, I intend to provide access to remote servers with
hardware and software already installed and configured. This will provide
a uniform environment for all participants to work on the exercises we
will undertake together.
Some experience with C programming would be helpful. A very rudimentary
knowledge is sufficient (e.g., a few hours working through an online
tutorial such as
http://www.cprogramming.com/tutorial/c-tutorial.html,
excluding the last several sections covering linked lists, recursion,
etc).
Linux, OS X and Windows
operating systems are all usable.
Tuesday, July 9 -- 9:00 a.m. to
5:00 p.m.
Complex Economic Systems
Presented by Cars
Hommes, University of Amsterdam
Cars Hommes will teach a one-day workshop about
his new book
"Behavioral rationality and heterogeneous
expectations in complex economic systems’’,
Cambridge University Press 2013.
Download
INTRODUCTORY CHAPTER of
book
Download
E&F Chaos software
Download Computational Economics
2008 article
Download Workshop Slides:
Intro,
Lecture I,
Lecture II,
Lecture III,
Lecture IV
Recognizing that the economy is a complex system
with boundedly rational interacting agents, the course emphasizes a theory
of behavioral rationality and heterogeneous expectations in complex economic
systems and confronts the nonlinear dynamic models with empirical stylized
facts and laboratory experiments with human subjects. The complexity
modeling paradigm has been strongly advocated since the late 1980s by some
economists and by multidisciplinary scientists from various fields, such as
physics, computer science and biology. More recently the complexity view has
also drawn the attention of policy makers, who are faced with complex
phenomena, irregular fluctuations and sudden, unpredictable market
transitions. The complexity tools – bifurcations, chaos, multiple equilibria
– discussed in this course will help students, researchers and
policy makers to build more realistic behavioral
models with heterogeneous expectations to describe financial market
movements and macro-economic fluctuations, in order to better manage crises
in a complex global economy.
Contents:
1.
Nonlinear dynamics, bifurcations,
chaos and strange attractors;
2.
E&F Chaos software for numerical
simulation of nonlinear systems;
3.
Behavioral rationality and
heterogeneous expectations;
4.
Asset pricing model with
heterogeneous beliefs;
5.
Empirical validation;
6.
Laboratory experiments.
Prof. Cars Hommes
obtained his PhD in 1991 from the University of Groningen, The
Netherlands. He is professor of Economic Dynamics at the University of
Amsterdam and Director of the Center for Nonlinear Dynamics in Economics
and Finance (CeNDEF). He has applied nonlinear dynamics and complexity
to finance and macroeconomics and is an advisor to the Dutch Central Bank
(DNB). Cars Hommes has been an active member of the Society for
Computational Economics for many years and has been co--editor of the
Journal Economic Dynamics and Control, 2002-2012. |