Agenda: Difference between revisions
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Fast paced tutorials (20 minutes each) on computational topics. | Fast paced tutorials (20 minutes each) on computational topics. | ||
* Michael Wellman (Thursday) - Modeling. | |||
* Michael Wellman (Thursday) | |||
Strategic Reasoning and Agent-Based Modeling | |||
Financial scenarios are characterized by complex interactions among forward-looking | |||
self-interested agents. I discuss an emerging methodology for strategic reasoning that | |||
bridges the gap between computational modeling and economic analysis by combining | |||
fine-grained simulation with game-theoretic solution concepts. These methods have | |||
shed light on several scenarios in automated trading, and may be suitable for | |||
understanding the implications of high-frequency trading in various market mechanisms. | |||
* Phil Bernstein - Metamodels. | * Phil Bernstein - Metamodels. | ||
* IBM Almaden - Information extraction. | * IBM Almaden - Information extraction. |
Revision as of 02:53, 3 July 2012
Thursday Morning
In-depth interviews a la Terry Gross with panels of experts, both academic finance researchers and federal regulators. * Mark Flood and OFR researchers .. interviewed by Louiqa Raschid * Joe Langsam and Andrei Kirilenko interviewed by H.V. Jagadish * Nancy Wallace and Pete Kyle interviewed by Louiqa Raschid
Thursday Afternoon
The Dating Game * What I would Like to Know * What I Can Tell Others
Thursday Afternoon
A Date with a Regulator to Resolve a Research Challenge
Friday Morning
Fast paced tutorials (20 minutes each) on computational topics.
- Michael Wellman (Thursday)
Strategic Reasoning and Agent-Based Modeling Financial scenarios are characterized by complex interactions among forward-looking self-interested agents. I discuss an emerging methodology for strategic reasoning that bridges the gap between computational modeling and economic analysis by combining fine-grained simulation with game-theoretic solution concepts. These methods have shed light on several scenarios in automated trading, and may be suitable for understanding the implications of high-frequency trading in various market mechanisms.
* Phil Bernstein - Metamodels. * IBM Almaden - Information extraction. * David Newman and Mike Bennett - Semantic Web technologies. * H.V. Jagadish - Data modeling and analysis. * Leora Morgenstern and Benjamin Grosof - Reasoning. * Ben Schneiderman and William Ribarsky - Visual analytics
Friday Morning
Fireside chat: Life of a Finance Faculty in this Brave New World of Data Chester Spatt and Russ Wermers interviewed by H V Jagadish.
Friday Afternoon
More breakout sessions
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