Optimizing Investment Strategies with the Reconfigurable Hardware Platform RIVYERA | Zendy

Christoph Starke | Zendy; Vasco Grossmann | Zendy; Lars Wienbrandt | Zendy; Sven Koschnicke | Zendy; John Carstens | Zendy; Manfred Schimmler | Zendy

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Optimizing Investment Strategies with the Reconfigurable Hardware Platform RIVYERA

Author(s) -

Christoph Starke,

Vasco Grossmann,

Lars Wienbrandt,

Sven Koschnicke,

John Carstens,

Manfred Schimmler

Publication year - 2012

Publication title -

international journal of reconfigurable computing

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.236

H-Index - 16

eISSN - 1687-7209

pISSN - 1687-7195

DOI - 10.1155/2012/646984

Subject(s) - computer science , massively parallel , field programmable gate array , speedup , element (criminal law) , investment (military) , reconfigurable computing , relation (database) , computer hardware , parallel computing , database , politics , political science , law

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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