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来源类型Working Paper
规范类型报告
DOI10.3386/w29936
来源IDWorking Paper 29936
Programming FPGAs for Economics: An Introduction to Electrical Engineering Economics
Bhagath Cheela; André DeHon; Jesús Fernández-Villaverde; Alessandro Peri
发表日期2022-04-18
出版年2022
语种英语
摘要We show how to use field-programmable gate arrays (FPGAs) and their associated high-level synthesis (HLS) compilers to solve heterogeneous agent models with incomplete markets and aggregate uncertainty (Krusell and Smith, 1998). We document that the acceleration delivered by one single FPGA is comparable to that provided by using 74 CPU cores in a conventional cluster. We describe how to achieve multiple acceleration opportunities—pipeline, data-level parallelism, and data precision—with minimal modification of the C code written for a traditional sequential processor, which we then deploy on FPGAs easily available at Amazon Web Services. We quantify the speedup and cost of these accelerations. Our paper is the first step toward a new field, electrical engineering economics, focused on designing computational accelerators for economics to tackle challenging quantitative models.
主题Microeconomics ; Mathematical Tools ; Econometrics ; Data Collection ; General Equilibrium
URLhttps://www.nber.org/papers/w29936
来源智库National Bureau of Economic Research (United States)
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资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/587610
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GB/T 7714
Bhagath Cheela,André DeHon,Jesús Fernández-Villaverde,et al. Programming FPGAs for Economics: An Introduction to Electrical Engineering Economics. 2022.
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