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* Michael Wellman (Thursday)  
* Michael Wellman (Thursday)  
  Strategic Reasoning and Agent-Based Modeling
Strategic Reasoning and Agent-Based Modeling
  Financial scenarios are characterized by complex interactions among forward-looking
Financial scenarios are characterized by complex interactions among forward-looking
   self-interested agents.  I discuss an emerging methodology for strategic reasoning that
   self-interested agents.  I discuss an emerging methodology for strategic reasoning that
   bridges the gap between computational modeling and economic analysis by combining
   bridges the gap between computational modeling and economic analysis by combining

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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