Download This PaperGPU Computing in Economics
54 Pages Posted: 28 Oct 2014
Date Written: October 22, 2013
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: A33, C60, C63, C68, C88.
Suggested Citation: Suggested Citation
Aldrich, Eric Mark, GPU Computing in Economics (October 22, 2013). Available at SSRN: https://ssrn.com/abstract=2515450 or http://dx.doi.org/10.2139/ssrn.2515450
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