> I am interested in applications of High Performance Fortran in Economics and
am looking for others who share this interest. My initial focus is on Monte
Carlo simulations to determine properties of estimators and the use of bootstrap
and other resampling methods. I am not an econometrician and chose these
topics to learn HPF because they are ideal data parallel applications. My own
interests lie in evolutionary models of agents with bounded rationality.
>
> I am using the Portland Group tools on an experimental Beowulf cluster with 4
nodes.
>
>
>
>Don Ferguson
>[log in to unmask]
Hi,
a technical report on HPF and Financial Applications, that touches also
Monte Carlo simulation, can be found at:
http://www.vcpc.univie.ac.at/aurora/publications/ -> AuR 99-21
or
ftp://ftp.par.univie.ac.at/projects/aurora/reports/auroratr1999-21.ps.gz
see also: http://www.univie.ac.at/sor/aurora6/
Siegfried Benkner
University of Vienna
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