OpenMP parallelization of agent-based models

Authored by Filippo Castiglione, F Massaioli, M Bernaschi

DOI: 10.1016/j.parco.2005.03.012

Sponsors: No sponsors listed

Platforms: C++ Fortran

Model Documentation: Other Narrative Pseudocode

Model Code URLs: Model code not found

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. (c) 2005 Elsevier B.V. All rights reserved.

Tags

Agent-based models OpenMP financial market simulation fine grain parallelism