A differentiable model of supply-chain shocks
Saad Hamid, José Moran, Luca Mungo, Arnau Quera-Bofarull, Sebastian Towers
模拟冲击如何在供应链中传播是经济学中越来越重要的挑战。 近年来,Covid-19和俄罗斯入侵乌克兰等事件凸显了其相关性。 基于代理的模型(ABM)是解决这个问题的一个有希望的方法。 然而,校准它们是很困难的。 我们通过经验表明,与不可区分的基线相比,通过在GPU上运行和使用自动差异化来校准供应网络的ABM时,可以实现超过3个数量级的速度。 这为扩展ABM以模拟整个全球供应网络打开了大门。
Modelling how shocks propagate in supply chains is an increasingly important challenge in economics. Its relevance has been highlighted in recent years by events such as Covid-19 and the Russian invasion of Ukraine. Agent-based models (ABMs) are a promising approach for this problem. However, calibrating them is hard. We show empirically that it is possible to achieve speed ups of over 3 orders of magnitude when calibrating ABMs of supply networks by running them on GPUs and using automatic diff...