Optimizing Investment Strategies with the Reconfigurable Hardware Platform RIVYERA
Joint Authors
Wienbrandt, Lars
Koschnicke, Sven
Schimmler, Manfred
Carstens, John
Grossmann, Vasco
Starke, Christoph
Source
International Journal of Reconfigurable Computing
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-04-10
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Information Technology and Computer Science
Abstract EN
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.
American Psychological Association (APA)
Starke, Christoph& Grossmann, Vasco& Wienbrandt, Lars& Koschnicke, Sven& Carstens, John& Schimmler, Manfred. 2012. Optimizing Investment Strategies with the Reconfigurable Hardware Platform RIVYERA. International Journal of Reconfigurable Computing،Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-487898
Modern Language Association (MLA)
Starke, Christoph…[et al.]. Optimizing Investment Strategies with the Reconfigurable Hardware Platform RIVYERA. International Journal of Reconfigurable Computing No. 2012 (2012), pp.1-10.
https://search.emarefa.net/detail/BIM-487898
American Medical Association (AMA)
Starke, Christoph& Grossmann, Vasco& Wienbrandt, Lars& Koschnicke, Sven& Carstens, John& Schimmler, Manfred. Optimizing Investment Strategies with the Reconfigurable Hardware Platform RIVYERA. International Journal of Reconfigurable Computing. 2012. Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-487898
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-487898