GPU Computing in Economics

54 Pages Posted: 28 Oct 2014

See all articles by Eric M. Aldrich

Eric M. Aldrich

University of California, Santa Cruz

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

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

Eric Mark Aldrich (Contact Author)

University of California, Santa Cruz ( email )

Santa Cruz, CA 95064
United States
831-459-4247 (Phone)

HOME PAGE: http://ealdrich.com

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