arXiv
Open Access
2025
A differentiable model of supply-chain shocks
Saad Hamid
José Moran
Luca Mungo
Arnau Quera-Bofarull
Sebastian Towers
Abstrak
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 differentiation, compared to non-differentiable baselines. This opens the door to scaling ABMs to model the whole global supply network.
Topik & Kata Kunci
Penulis (5)
S
Saad Hamid
J
José Moran
L
Luca Mungo
A
Arnau Quera-Bofarull
S
Sebastian Towers
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2025
- Bahasa
- en
- Sumber Database
- arXiv
- Akses
- Open Access ✓