Benchmarking machine-learning software and hardware for quantitative economics

DOI10.1016/J.JEDC.2019.103796OpenAlexW2990977379MaRDI QIDQ2291794

Alexis Montecinos, Julia Fonseca, Victor Duarte, Diogo Duarte

Publication date: 31 January 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103796

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

A hardware approach to value function iteration

Uses Software

• Matlab
• R
• Theano
• NumPy
• Julia
• Python
• ImageNet
• GNMT
• AlexNet

Cites Work

• Tapping the supercomputer under your desk: solving dynamic equilibrium models with graphics processors
• A comparison of programming languages in macroeconomics
• Ambiguity, Learning, and Asset Returns
• A Parsimonious Macroeconomic Model for Asset Pricing
• A Model of the Consumption Response to Fiscal Stimulus Payments

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