Economic Research in High Performance Computing Environments Workshop
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.
Who should attend?High performance computing specialists and economists whose research either uses or could benefit from high performance computing applications.
|October 21, 2015||9 a.m. - 5 p.m.||
Federal Reserve Bank of Kansas City
1 Memorial Drive
Kansas City, Missouri 64198
Day 1October 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.
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.