Economic Research in High Performance Computing Environments Workshop

October 11 - 12, 2016
Call for papers and participation

About this event

The Federal Reserve Bank of Kansas City's Center for the Advancement of Data and Research in Economics (CADRE) is hosting the second annual "Economic Research in High Performance Computing Environments" workshop on October 11-12, 2016. The event takes place at the Kansas City Fed, 1 Memorial Drive, Kansas City, MO 64198. This year's workshop will have the following format:

Day 1: Examples of Applications
We are interested in soliciting presentations of use cases for the use of HPC techniques and technologies to solve problems in economics. These presentations should outline the economic question to be addressed, why HPC approaches contribute to the solutions, and how it was done. We seek presentations that highlight the way the problem was solved rather than the economics of the solution itself.

Day 2: Instructional presentations
After a full day of hearing about how these platforms and approaches can benefit economic research, these presentations are about how to get started using them. Topics of interest include, but are not limited to:
  • Apache Spark
  • GPGPUs
  • In-SQL Analytics
  • Matlab and MDCS
  • OpenMPI
  • Scripting with Python/CUDA/?

Attendance is free but registration is required and space is limited.  To register, please send an email to cadre@kc.frb.org

Registration will open by June 1, 2016.  

 

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 11, 2016 8 a.m. - 6 p.m. Federal Reserve Bank of Kansas City
1 Memorial Drive
Kansas City, Missouri 64198
October 12, 2016 8 a.m. - 4 p.m. Federal Reserve Bank of Kansas City
1 Memorial Drive, Kansas City, Mo 64198

Contact Information

Agenda

Day 1

October 11
  • 8 - 9 a.m. Coffee and Registration
  • 9 - 9:15 a.m. Welcome and Introductions


  • 9:15 - 10:15 a.m. Session 1 Are Nonlinear Methods Necessary at the Zero Lower Bound? Alex Richter
    FRB Dallas
  • 10:15 - 11:15 a.m. Session 2 A Full-Scale Model of the U.S. Private Sector: 120 million workers self-organized into 6 million firms Rob Axtell
    GMU
  • 11:15 - 11:45 p.m. Break


  • 11:45 - 12:45 p.m. Session 3 Sovereign Default on GPUs Pablo Guerron
    Boston College
  • 12:45 - 2:30 p.m. Lunch


  • 2:30 - 3:30 p.m. Session 4 The Social Cost of Carbon with Economic and Climate Risks Yongyang Cai
    OSU
  • 3:30 - 4:30 p.m. Session 5 Bridges: Converging HPC & High Performance Data Analytics Nick Nystrom
    PSC
  • 4:30 - 5 p.m. Wrap up


  • 5 - 6 p.m. Reception


Day 2

October 12
  • 8 - 9 a.m. Coffee and Registration
  • 9 - 10 a.m. Session 1 Getting started with Julia Kevin Kelliher
    FRB New York
  • 10 - 11 a.m. Session 2 Python for Data Analytics Nick Nystrom
    PSC
  • 11 - 11:30 a.m. Break Python for Data Analytics
  • 11:30 - 12:30 p.m. Session 3 GPU Computing for Large-Scale and High-Performance Agent-based Modeling Rob Axtell
    GMU
  • 12:30 - 2 p.m. Lunch


  • 2 - 3 p.m. Session 4 Forecasting the Truth: Parallelized Data Validation Models Ari Morse
    FRB New York
  • 3 - 4 p.m. Session 5 Turn the Hammer Around: Effective Use of the KC HPC Cluster using High Frequency Stock Data Nathan Halmrast
    FRB Chicago
  • 4 - 4:30 p.m. Wrap up