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
Report Back