GPU Computing in Economics
Eric M. Aldrich, Department of Economics, University of California, Santa Cruz, USA, ealdrich@ucsc.com
Abstract
This paper discusses issues related to GPU for economic problems. It highlights new methodologies and resources that are available for solving and estimating economic models and emphasizes situations when they are useful and others where they are impractical. Two examples illustrate the different ways these GPU parallel methods can be employed to speed computation.
Keywords
Parallel computing; GPU computing; Dynamic programming; Asset pricing; Heterogeneous beliefs; General equilibrium
JEL Classification Codes
A33; C60; C63; C68; C88
1 Introduction
The first parallel computing systems date ...
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