Optimizing Investment Strategies with the Reconfigurable Hardware Platform RIVYERA
The hardware structure of a processing element used for optimization of an investment strategy for financial markets is presented. It is shown how this processing element can be multiply implemented on the massively parallel FPGA-machine RIVYERA. This leads to a speedup of a factor of about 17,000 i...
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| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | International Journal of Reconfigurable Computing |
| Online Access: | http://dx.doi.org/10.1155/2012/646984 |
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| Summary: | The hardware structure of a processing element used for optimization of an investment strategy for financial markets is presented. It is shown how this processing element can be multiply implemented on the massively parallel FPGA-machine RIVYERA. This leads to a speedup of a factor of about 17,000 in comparison to one single high-performance PC, while saving more than 99% of the consumed energy. Furthermore, it is shown for a special security and different time periods that the optimized investment strategy delivers an outperformance between 2 and 14 percent in relation to a buy and hold strategy. |
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| ISSN: | 1687-7195 1687-7209 |