Abstract
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.
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© 2016 Springer International Publishing Switzerland
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Kurek, M. et al. (2016). Self-aware Hardware Acceleration of Financial Applications on a Heterogeneous Cluster. In: Lewis, P., Platzner, M., Rinner, B., Tørresen, J., Yao, X. (eds) Self-aware Computing Systems. Natural Computing Series. Springer, Cham. https://doi.org/10.1007/978-3-319-39675-0_12
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DOI: https://doi.org/10.1007/978-3-319-39675-0_12
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Publisher Name: Springer, Cham
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Online ISBN: 978-3-319-39675-0
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