Economic Research in High Performance Computing Environments Workshop

October 9 - 10, 2018

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 4th annual "Economic Research in High Performance Computing Environments" workshop on October 9-10, 2018.

The workshop will be a two-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.

Call for papers will open May 1, 2018.  Please send an email to:  cadre@kc.frb.org

Registration is now open.

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 9 - 10, 2018   Federal Reserve Bank of Kansas City
1 Memorial Drive
Kansas City, Missouri 64198

Registration

Registration is now open.

 

Contact

To suggest a presentation or for further information, please send an email to cadre@kc.frb.org

Day 1

October 9
  • 8:00 - 9:00 AM Breakfast and Registration
  • 9:00 - 9:30 AM State of CADRE
  • 9:30 - 10:15 AM Session 1

    Gradient-Based Structural Estimation

    Victor Duarte
    Federal Reserve Bank of Dallas

  • 10:15 - 11:00 AM Session 2

    Comparison of Bayesian and Sample Theory Semi-Parametric Binary Response Model

    Xiangjin Shen
    Bank of Canada

  • 11:00 - 11:45 AM Session 3

    Granularity vs. Parallelization Overhead in High-Performance Computing Systems

    Dongya Koh
    University of Arkansas

  • 11:45 - 1:00 PM Lunch
  • 1:00 - 1:45 PM Session 4

    Machine Learning Methods for Solving and Estimating Heterogeneous Models

    Pablo Guerron
    Boston College

  • 1:45 - 2:30 PM Session 5

    Introduction to Jetstream

    Jeremy Fischer
    Indiana University

  • 2:30 - 3:00 PM Break
  • 3:00 - 3:45 PM Session 6

    Big Data processing: a framework suitable for Economists and Statisticians

    Giuseppe Bruno
    Bank of Italy

  • 3:45 - 4:30 PM Session 7

    Predictive Modeling: an Optimized and Dynamic Solution Framework for Systemic Value Investing

    R.J. Sak
    Federal Reserve Bank of St. Louis

  • 4:30 - 5:15 PM Session 8

    Spatial-Temporal Kriging with High Performance Tools

    Erin Hodgess
    University of Houston - Downtown

Day 2

October 10
  • 8:00 - 9:00 AM Breakfast
  • 9:00 - 12:00 PM Jetstream Workshop and Tutorial
  • 12:00 - 1:00 PM Lunch
  • 1:00 - 2:00 PM BOF HPC in Economics