7574

Heterogeneous Computing in Economics: a Simplified Approach

Matt P. Dziubinski, Stefano Grassi
Aarhus University and CREATES
CREATES Research Paper 2012-15, 2012

@techreport{dziubinski2012heterogeneous,

   title={Heterogeneous Computing in Economics: A Simplified Approach},

   author={Dziubinski, M.P. and Grassi, S.},

   year={2012},

   institution={School of Economics and Management, University of Aarhus}

}

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This paper shows the potential of heterogeneous computing in solving dynamic equilibrium models in economics. We illustrate the power and simplicity of the C++ Accelerated Massive Parallelism recently introduced by Microsoft. Starting from the same exercise as Aldrich et al. (2011) we document a speed gain together with a simplified programming style that naturally enables parallelization.
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