我使用多处理库的pool.map使用jupyter notebook运行以下代码。但是,在没有任何响应的情有没有人遇到过同样的问题?或者知道如何解决它?谢谢!
import multiprocessing as mp
import math
import numpy as np
def simulate_geometric_brownian_motion(p):
M, I = p
S0 = 100
r = 0.05
sigma = 0.2
T = 1.0
dt = T / M
paths = np.zeros((M+1, I))
paths[0] = S0
for t in range(1, M + 1):
paths[t] = paths[t-1] * np.exp((r - 0.5 * sigma ** 2) * dt + sigma * math.sqrt(dt) * np.random.standard_normal(I))
return paths
I = 10000
M = 50
t = 20
from time import time
times = []
for w in range(1, 7):
t0 = time()
pool = mp.Pool(processes=w)
result = pool.map(simulate_geometric_brownian_motion, t * [(M, I),])
times.append(time() - t0)