Self-aware Hardware Acceleration of Financial Applications on a Heterogeneous Cluster
This chapter describes self-awareness in four financial applications. We apply some of the design patterns of Chapter 5 and techniques of Chapter 7. We describe three applications briefly, highlighting the links to self-awareness and self-expression. The applications are (i) a hybrid genetic programming and particle swarm optimisation approach for high-frequency trading, with fitness function evaluation accelerated by FPGA; (ii) an adaptive point process model for currency trading, accelerated by FPGA hardware; (iii) an adaptive line arbitrator synthesising high-reliability and low-latency feeds from redundant data feeds (A/B feeds) using FPGA hardware. Finally, we describe in more detail a generic optimisation approach for reconfigurable designs automating design optimisation, using reconfigurable hardware to speed up the optimisation process, applied to applications including a quadrature-based financial application. In each application, the hardware-accelerated self-aware approaches give significant benefits: up to 55× speedup for hardware-accelerated design optimisation compared to software hill climbing.
KeywordsMigration Cali Tocol Undersampling
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