Agent-based models, an emerging paradigm of simulation of complex systems, appear very suitable to parallel processing. However, during the parallelization of a simulator of financial markets, we found that some features of these codes highlight non-trivial issues of the present hardware/software platforms for parallel processing. Here we present the results of a series of tests, on different platforms, of simplified codes that reproduce such problems and can be used as a starting point in the search of a possible solution.

OpenMP parallelization of agent-based models

Bernaschi M;Castiglione F;
2005

Abstract

Agent-based models, an emerging paradigm of simulation of complex systems, appear very suitable to parallel processing. However, during the parallelization of a simulator of financial markets, we found that some features of these codes highlight non-trivial issues of the present hardware/software platforms for parallel processing. Here we present the results of a series of tests, on different platforms, of simplified codes that reproduce such problems and can be used as a starting point in the search of a possible solution.
2005
Istituto Applicazioni del Calcolo ''Mauro Picone''
openmp
simulation
computational biology
computational finance
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/157850
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact