Archive of the autumn 2025 course. This course has ended. The template projects described on this site (RiskCalc, PyMort, EconGames, QSim, SimCLT) are not offered in 2026. The 2026 course is Data Science and Advanced Programming.
WEEK 13: PARALLEL COMPUTING

Multithreading, parallelization, and performance optimization

December 08, 2025

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Professor's main lecture presentation
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Code Examples

01 Motivation 02 Threading (I/O-bound) 03 Multiprocessing (CPU-bound) 04 Finance Applications 05 Project Exercises
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References & Resources

Python Threading Docs Official Python threading documentation

Additional Notes

Week 13: Parallel Computing

Lecture: High-Performance Python

  • Multithreading basics
  • Parallelization with multiprocessing
  • Numba for JIT compilation
  • Performance optimization

TA Session: Practical Multithreading

  • Creating and managing threads
  • Thread synchronization (locks)
  • ThreadPoolExecutor
  • When to use threads vs processes

Project Status

  • Deadline: January 11, 2026
  • Live presentations: December 15 (sign up by Dec 8)
  • Focus on finishing implementation and writing your report

Resources