Economic Research in High Performance Computing Environments Workshop

October 21, 2015
Call for papers and participation

About this event

The Center for the Advancement of Data and Research in Economics (CADRE) at the Federal Reserve Bank of Kansas City is organizing a workshop focused on high performance computing usage for economic research.

The workshop will be a one-day gathering where technology professionals and economic researchers can discuss a variety of topics to improve understanding of opportunities and issues in the growing area of data and computationally intensive research in economics.

Audience

Who should attend?

High performance computing specialists and economists whose research either uses or could benefit from high performance computing applications.

Event details

Date Time Location
October 21, 2015 9 a.m. - 5 p.m. Federal Reserve Bank of Kansas City
1 Memorial Drive
Kansas City, Missouri 64198

Contact Information

Day 1

October 21
  • 8 - 9 a.m. Coffee and Check-in
  • 9 - 10 a.m. Welcome and Introductions

    Opening remarks: Kelly Dubbert, First Vice President, Federal Reserve Bank of Kansas City

    Introduction to CADRE - Mark Watson, Vice President and San Cannon, Assistant Vice President, Federal Reserve Bank of Kansas City

  • 10 - 10:30 a.m. Break
  • 10:30 - 11:30 a.m. Session: GP/GPU usage

    Jose Mustre-del-Rio - Federal Reserve Bank of Kansas City: Solving Hetergeneous Agent Models with GPUs

    Eric Aldrich - University of California, Santa Cruz: GPU computing in Economics

  • 11:30 - 12:30 p.m. Session: Data Science

    Aaron Smalter Hall - Federal Reserve Bank of Kansas City: Economic Big Data Modeling with Apache Spark

    Kyoo il Kim - Michigan State University: Positive vs. Negative e-Sentiment and the Market Performance of High-Tech Products

  • 12:30 - 2 p.m. Lunch


  • 2 - 3:30 p.m. Session: HPC usage and infrastructure

    Ed Herbt - Federal Reserve System: Estimating Markov-Switching VARs without Gibbs Sampling

    Chris Stackpole - Federal Reserve Bank of Kansas City: Introduction to HPC computing at the Kansas City Fed

    Panel: Representative from industry, academia, and the Federal Reserve System discuss HPC infrastructure options and uses.