Heterogeneous Computing in Economics: a Simplified Approach
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}
}
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.
May 14, 2012 by hgpu
