Optimizing Investment Strategies with the Reconfigurable Hardware Platform RIVYERA.

Autor:	Starke, Christoph, Grossmann, Vasco, Wienbrandt, Lars, Koschnicke, Sven, Carstens, John, Schimmler, Manfred
Předmět:	INVESTMENT policy ADAPTIVE computing systems COMPUTER input-output equipment FINANCIAL markets FIELD programmable gate arrays PARALLEL computers
Zdroj:	International Journal of Reconfigurable Computing; 2012, p1-10, 10p
Abstrakt:	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. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
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