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From CPU to GPU: comparison of parallel computing techniques for numerical solutions

In: Data science in central banking

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  • Maxim Ralchenko
  • Oleksandr Shcherbakov
  • Kim P Huynh

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Suggested Citation

  • Maxim Ralchenko & Oleksandr Shcherbakov & Kim P Huynh, 2026. "From CPU to GPU: comparison of parallel computing techniques for numerical solutions," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking, volume 67, Bank for International Settlements.
    • Handle: RePEc:bis:bisifc:67-25
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    File URL: https://www.bis.org/ifc/publ/ifcb67_25.pdf
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    References listed on IDEAS

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    1. Kim Huynh & Oleksandr Shcherbakov & André Stenzel, 2025. "Dynamic Consumer Cash Inventory Model," Staff Working Papers 25-22, Bank of Canada.
    2. Fox, Jeremy T. & Kim, Kyoo il & Yang, Chenyu, 2016. "A simple nonparametric approach to estimating the distribution of random coefficients in structural models," Journal of Econometrics, Elsevier, vol. 195(2), pages 236-254.
    3. Huynh Kim P. & Molnar Jozsef & Shcherbakov Oleksandr & Yu Qinghui (Jerry), 2024. "Demand for Payment Services and Consumer Welfare: The Introduction of a Central Bank Digital Currency," Review of Network Economics, De Gruyter, vol. 23(4), pages 199-230.
    4. Christopher Henry & Matthew Shimoda & Doina Rusu, 2024. "2023 Methods-of-Payment Survey Report: The Resilience of Cash," Discussion Papers 2024-08, Bank of Canada.
    5. Claire Greene & Scott Schuh, 2017. "The 2016 Diary of Consumer Payment Choice, Research Data Report No. 17-7," Consumer Payments Research Data Reports 2017-07, Federal Reserve Bank of Atlanta.
    6. Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan & Patrick Bajari, 2011. "A simple estimator for the distribution of random coefficients," Quantitative Economics, Econometric Society, vol. 2(3), pages 381-418, November.
    7. Heng Chen & Marie-Hélène Felt & Kim P. Huynh, 2017. "Retail payment innovations and cash usage: accounting for attrition by using refreshment samples," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 180(2), pages 503-530, February.
    8. Walter Engert & Ben Fung & Björn Segendorf, 2019. "A Tale of Two Countries: Cash Demand in Canada and Sweden," Discussion Papers 2019-7, Bank of Canada.
    9. Aldrich, Eric M. & Fernández-Villaverde, Jesús & Ronald Gallant, A. & Rubio-Ramírez, Juan F., 2011. "Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 386-393, March.
    10. William J. Baumol, 1952. "The Transactions Demand for Cash: An Inventory Theoretic Approach," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 66(4), pages 545-556.
    11. Walter Engert & Oleksandr Shcherbakov & André Stenzel, 2024. "The impact of a central bank digital currency on payments at the point of sale," Staff Analytical Notes 2024-27, Bank of Canada.
    12. Kim Huynh & Gradon Nicholls & Oleksandr Shcherbakov, 2022. "Equilibrium in Two-Sided Markets for Payments: Consumer Awareness and the Welfare Cost of the Interchange Fee," Staff Working Papers 22-15, Bank of Canada.
    13. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
    14. Fernando Alvarez & Francesco Lippi, 2009. "Financial Innovation and the Transactions Demand for Cash," Econometrica, Econometric Society, vol. 77(2), pages 363-402, March.
    15. Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2016. "Explaining adoption and use of payment instruments by US consumers," RAND Journal of Economics, RAND Corporation, vol. 47(2), pages 293-325, May.
    16. Lippi, Francesco & Secchi, Alessandro, 2009. "Technological change and the households' demand for currency," Journal of Monetary Economics, Elsevier, vol. 56(2), pages 222-230, March.
    17. Naoki Wakamori & Angelika Welte, 2017. "Why Do Shoppers Use Cash? Evidence from Shopping Diary Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 115-169, February.
    18. Gregor W. Smith, 1986. "A Dynamic Baumol-Tobin Model of Money Demand," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(3), pages 465-469.
    19. Claire Greene & Scott Schuh, 2017. "The 2016 Diary of Consumer Payment Choice," Research Data Report 17-7, Federal Reserve Bank of Boston.
    20. Christopher Henry & Kim Huynh & Angelika Welte, 2018. "2017 Methods-of-Payment Survey Report," Discussion Papers 18-17, Bank of Canada.
    21. Arango, Carlos & Huynh, Kim P. & Sabetti, Leonard, 2015. "Consumer payment choice: Merchant card acceptance versus pricing incentives," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 130-141.
    22. Alvarez, Fernando & Lippi, Francesco, 2017. "Cash burns: An inventory model with a cash-credit choice," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 99-112.
    23. Aviv Nevo & John L. Turner & Jonathan W. Williams, 2016. "Usage‐Based Pricing and Demand for Residential Broadband," Econometrica, Econometric Society, vol. 84, pages 411-443, March.
    24. Brian McManus & Aviv Nevo & Zachary Nolan & Jonathan W. Williams, 2022. "The Steering Incentives of Gatekeepers in the Telecommunications Industry," NBER Working Papers 30399, National Bureau of Economic Research, Inc.
    25. Heng Chen & Matthew Strathearn & Marcel Voia, 2021. "Consumer Cash Withdrawal Behaviour: Branch Networks and Online Financial Innovation," Staff Working Papers 21-28, Bank of Canada.
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