Reconfigurable acceleration of fitness evaluation in trading strategies
Created by W.Langdon from
gp-bibliography.bib Revision:1.7975
- @InProceedings{Funie:2015:ieeeASAP,
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author = "Andreea Ingrid Funie and Paul Grigoras and
Pavel Burovskiy and Wayne Luk and Mark Salmon",
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booktitle = "26th IEEE International Conference on
Application-specific Systems, Architectures and
Processors (ASAP)",
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title = "Reconfigurable acceleration of fitness evaluation in
trading strategies",
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year = "2015",
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pages = "210--217",
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month = "27-29 " # jul,
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address = "Toronto, Canada",
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keywords = "genetic algorithms, genetic programming, FPGA, Field
programmable gate arrays, Random access memory, Clocks,
Acceleration, Sociology, Statistics",
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ISSN = "1063-6862",
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URL = "https://www.doc.ic.ac.uk/~wl/papers/15/asap15if.pdf",
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DOI = "doi:10.1109/ASAP.2015.7245736",
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size = "8 pages",
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abstract = "Over the past years, examining financial markets has
become a crucial part of both the trading and
regulatory processes. Recently, genetic programs have
been used to identify patterns in financial markets
which may lead to more advanced trading strategies. We
investigate the use of Field Programmable Gate Arrays
to accelerate the evaluation of the fitness function
which is an important kernel in genetic programming.
Our pipelined design makes use of the massive amounts
of parallelism available on chip to evaluate the
fitness of multiple genetic programs simultaneously. An
evaluation of our designs on both synthetic and
historical market data shows that our implementation
evaluates fitness function up to 21.56 times faster
than a multi-threaded C++11 implementation running on
two six-core Intel Xeon E5-2640 processors using
OpenMP.",
-
notes = "Also known as \cite{7245736}",
- }
Genetic Programming entries for
Andreea Ingrid Cross
Paul Grigoras
Pavel Burovskiy
Wayne Luk
Mark Salmon
Citations